I am trying to get market data (reqMktData) for IBM. I define a contract like this:

contract = Contract()
contract.symbol = "IBM"
contract.secType = "STK"
contract.currency = "USD"
contract.exchange = "NYSE"
contract.primaryExchange = "NYSE"

I then connect to the gateway I got running:

app = TwsApp()
app.connect(host='localhost', port=4002, clientId=23)
app.reqMktData(1, contract, '', False, False, [])

>From the gateway, I keep getting:

17:38:12:884 -> ---9-1-1-

17:38:12:945 -> ---54-2--1-2104-Market data farm connection is OK:usfarm-

17:38:12:947 -> ---34-2--1-2106-HMDS data farm connection is OK:ushmds-

17:38:12:951 -> ---84-2--1-2158-Sec-def data farm connection is OK:secdefil-

17:38:12:970 <- 1-11-1-0-IBM-STK--0.0---NYSE-NYSE-USD---0--0-0--

17:38:13:408 -> ---54-2--1-2119-Market data farm is connecting:usfarm.nj-

17:38:14:562 -> ---84-2--1-2104-Market data farm connection is OK:usfarm.nj-

17:38:15:049 -> ---d4-2-1-354-Requested market data is not subscribed.Delayed market data is available.IBM NYSE/TOP/ALL-

I'm logged in with the paper account on the gateway. Is that what causes this? Or have I misunderstood something with subscriptions? I am subscribed to?NYSE (Network A/CTA) - Trader Workstation (in addition to all the GFIS subscription for which fees have been waived for non-pros).

Look and you'll see in the code... exchange = "NYSE", guess what , you and most people do not have market data from "NYSE".?

I consider that to be premium and its a paid for subscription to IB.

Try ... exchange = "BATS" instead.

?

Will use reqContractDetails as well.?

With regards to , I ran into some difficulties. If I understand the first table on the page correctly, both the paper and the live sessions should have access to live data simultaneously if run from the same device. That does not seem to work. My steps:

1) Logged into the client portal and set up sharing of live data with the paper account in Account Settings - Account Configuration - Paper Trading Account

2) Logged out of the client portal.

3) Started an instance of the IB gateway and used it to log into the live account.

4) Started another instance of the IB gateway (on the same device) and used it to log into the paper account.

5) Ran the script above against the live account and got live data.

6) Ran the script above against the paper account and got "Requested market data is not subscribed".

I then exited both instances and started a new one with the paper account. That session got access to live data without problems.

Am I reading the table wrong? Or has it got something to do with the IB Gateway? I see it is not mentioned in the notes at the bottom of .

Thanks.

?

Interesting thought, but as that Wikipedia article also says, ‘Many network interfaces, however, support changing their MAC address’ and ‘two NICs connected to two different networks can share the same MAC address’.

?

So if your guess is correct, that would give a potential way to overcome this restriction. For example, I run a set of virtual machines under Hyper-V, and that allows the virtual network adapters’ MAC address to be changed. So I could potentially set up clients on two different virtual networks, give them the same MAC address, and see if that bypasses the restriction. Might be an interesting experiment to try (when there’s nothing better to do…).