Hello,

Could someone conduct the following test on this workstation and tell me if he receives the delayed market data (delayed bid price / delayed ask prices) for all the instruments.
In my case, I don't receive the delayed bid/ask prices for many options. But If I open the TWS option chain for TESLA first, then I receive the data via the API.
I'd like to know if someone else has the same issue.

This is a small modification of the C++ sample provided by IB.
[NEED TO BE DONE ON A WORKSTATION WITHOUT A REAL TIME SUBSCRIPTION, AS IT WORKS WHEN A REAL TIME SUBSCRIPTION FOR US OPTIONS IS IN PLACE]
In fact the test is quite basic, I do quickly 20 reqMktData requests for options on which I don't have a realtime subscription. But I make a request for delayed data so in theory it should work.

? ? ? ? m_pClient->reqMarketDataType(4); // send delayed-frozen (4) market data type

m_pClient->reqMktData(2100, ContractSamples::USOptionContract("20220121", "C", 400), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2101, ContractSamples::USOptionContract("20220121", "C", 450), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2102, ContractSamples::USOptionContract("20220121", "C", 500), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2103, ContractSamples::USOptionContract("20220121", "C", 550), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2104, ContractSamples::USOptionContract("20220121", "C", 570), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2105, ContractSamples::USOptionContract("20220121", "C", 600), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2106, ContractSamples::USOptionContract("20220121", "C", 620), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2107, ContractSamples::USOptionContract("20220121", "C", 650), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2108, ContractSamples::USOptionContract("20220121", "C", 670), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2109, ContractSamples::USOptionContract("20220121", "C", 680), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2110, ContractSamples::USOptionContract("20220121", "C", 690), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2111, ContractSamples::USOptionContract("20220121", "C", 700), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2112, ContractSamples::USOptionContract("20220121", "C", 710), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2113, ContractSamples::USOptionContract("20220121", "C", 720), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2114, ContractSamples::USOptionContract("20220121", "C", 730), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2115, ContractSamples::USOptionContract("20220121", "C", 740), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2116, ContractSamples::USOptionContract("20220121", "C", 750), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2117, ContractSamples::USOptionContract("20220121", "C", 760), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2118, ContractSamples::USOptionContract("20220121", "C", 770), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2119, ContractSamples::USOptionContract("20220121", "C", 780), "", false, false, TagValueListSPtr());

m_pClient->reqMktData(2120, ContractSamples::USOptionContract("20220121", "C", 790), "", false, false, TagValueListSPtr());

where?

Contract ContractSamples::USOptionContract(const std::string& maturityAsString, const std::string& callorput, double strike){

Contract contract;

contract.symbol = "TSLA";

contract.secType = "OPT";

contract.exchange = "SMART";

contract.currency = "USD";

contract.lastTradeDateOrContractMonth = maturityAsString; // = "20220121";

contract.strike = strike;

contract.right = callorput; // "C";

contract.multiplier = "100";

return contract;

?

}

Thank you forward for any feedback

You should try and get your client working on a "stable" 981.3 or a "latest" TWS version of at least 10.12.2, Andreas. The same applies to IBGW.

I am not aware of any links where you can download older versions. And even if you'd get you hands on a 973, IBKR will refuse login attempts. The security issue that was found in December 2021 in the log4j library utilized by TWS was fixed in 981.3 and 10.12.2. Vulnerable TWS versions (such as 973) will be refused.

闯ü谤驳别苍

开云体育

开云体育

Hi all,

Not sure IB will address this issue soon enough (see their reply below)
I'm upset and frustrated as I raised my first ticket about it more than 2 years ago;

---------------------

Dear Sir,
I haven't received an update from the development team, but I have asked for updates or progress reports. Please keep in mind, because this concerns delayed data and not live data, our developers might not view it as the most urgent, and for that I apologize. I will continue to ask for updates so they may review this further, and will let you know of any updates as soon as I have them.
Regards,
xxx
IBKR API Support