On Thu, Dec 26, 2024 at 05:36 AM, Jürgen Reinold wrote:
Requesting data for SMART instead
I thought this was an interesting observation as well. So, I changed the input list to just 800 of the most liquid stocks (see attached) and specified SMART as the exchange instead. Additionally, I changed the timeout to 45 seconds. Failure occurred in the same manner.
Of course, your theory that the semantics w.r.t. reqMktData have mysteriously changed still holds water. And, even though the professional way to distribute such a change would have been to implement reqMktData2 and optionally deprecate reqMktData (so that there were no unpleasant surprises), at least there appears to be some form of sour logic to what's going on.
However, without confirmation from IBKR there's no way to know this with absolute certainty, and that's not great. Regardless... it seems the best advice, at the present time, might be as previously suggested, to first initialize things with a snapshot.
If IBKR takes responsibility for any of this I'd absolutely love to know about it. Keep us posted @ajn.
buddy