Trying to subscribe to live Bid / Ask prices for ES futures using "reqMktData".?
?
var contract = new Contract { Symbol = "ES", Exchange = "CME", ConId = 495512563, LastTradeDateOrContractMonth = "20251219" };
_client.TickPrice += o => Console.WriteLine(JsonSerializer.Serialize(o));
_client.ClientSocket.reqMktData(id, contract, string.Empty, false, false, null);
?
As a result, I receive one round of messages below, and then notifications stop.??
?
{"Attribs":{"CanAutoExecute":true,"PastLimit":true,"PreOpen":false,"Unreported":false,"BidPastLow":false,"AskPastHigh":false},"Value":5801,"Data":5801,"RequestId":3,"Field":1}
{"Attribs":null,"Value":1,"Data":1,"RequestId":3,"Field":0}
{"Attribs":{"CanAutoExecute":true,"PastLimit":false,"PreOpen":false,"Unreported":false,"BidPastLow":false,"AskPastHigh":false},"Value":6300,"Data":6300,"RequestId":3,"Field":2}
{"Attribs":null,"Value":1,"Data":1,"RequestId":3,"Field":3}
{"Attribs":null,"Value":1,"Data":1,"RequestId":3,"Field":0}
{"Attribs":null,"Value":1,"Data":1,"RequestId":3,"Field":3}
{"Attribs":null,"Value":0,"Data":0,"RequestId":3,"Field":5}
{"Attribs":{"CanAutoExecute":false,"PastLimit":false,"PreOpen":false,"Unreported":false,"BidPastLow":false,"AskPastHigh":false},"Value":6274,"Data":6274,"RequestId":3,"Field":9}
{"Attribs":{"CanAutoExecute":false,"PastLimit":false,"PreOpen":false,"Unreported":false,"BidPastLow":false,"AskPastHigh":false},"Value":6050.5,"Data":6050.5,"RequestId":3,"Field":14}
?
Are there any settings, like "Return only snapshots instead of continuous subscriptions"??
Why notifications stop after receiving only one quote??
