I have never looked into this in the first place, but after a quick test with my data recorder I can confirm your observation for the Volume tick as well as all fields of the RtVolume tick. But the data feeds are not identical and other ticks may provide different values.
My quick test:
- Requested MTDR@SMART from an IBGW paper account
- And in parallel MTDR@NYSE from a TWS Paper account
- Over a 15 min periods, SMART had received 1,611 ticks while NYSE received only received 657
- My data recorder requests all available tick types when calling reqMktData
I'll let this run for the rest of the day and, if I can find some time, will drill down a little more.
闯ü谤驳别苍
PS. Going forward, please do not attach code to your posts and limit the code inside the posts to the absolute minimum. We are not a Python code exchange, you cannot expect other people to run your code, it makes your posts and the discussion less relevant for the majority of members that use programming languages other than Python, and serious legal and licensing issues can arise.
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On Wed, Jan 8, 2025 at 12:17 PM, ajn wrote:
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The question is: is that expected behavior for reqMktData? I was not expecting this, I was expecting same behavior as for reqHistoricalData
