开云体育

Not sure what to tell you, but maybe this is one for IBKR to look into. It does not feel like there is anything your client does wrong.

• IBKR describes the "Close" tick as: "The last available closing price for the previous day. For US Equities, we use corporate action processing to get the closing price, so the close price is adjusted to reflect forward and reverse splits and cash and stock dividends."
• That tells me that "Close" price most likely comes from the historical data "HMDS" farm and not the real-time data farm. Maybe you can check the TWS/IBGW logs to see whether there were any complaints about not being able to make or failed HMDS queries for the close price.
• You could also enable more verbose HMDS logging in TWS if you want to drill down some more. But that is a real firehouse, interesting though.

• When the client connects some time after 16:00 US/Central
• For US stocks shortly after 19:00 US/Central when the after-market session has ended
• Whenever the data farms reset. That is usually between 23:00 and 23:30 US/Central during the maintenance window but occasionally also throughout the day

And it does not feel like I am missing "Close" ticks, but I can't say that for sure. One thing I do, though, is that I request "the kitchen sink" during reqMktData() instrument subscription calls. My tick list for stocks looks like this "100, 101, 104, 105, 106, 165, 220, 221, 232, 233, 236, 258, 292, 293, 294, 295, 318, 375, 411, 456, 460, 577, 586, 587, 588, 595, 614, 619, 623"

You should not have to specify any of these to get the "Close" tick reliably. But maybe it helps if the issue is HMDS query related.