开云体育

Hi,

When I use the TWS software, currently I have no market data subscriptions but I can still click the snapshot button to get a snapshot for a stock. However, it doesn't work using the API.

I've tried the calling reqMktData with the following options:
1. using regulatorySnapshot=true, getting the message: "API access is restricted on regulatory snapshot for AAPL Stock (NASDAQ.NMS)"
2. using regulatorySnapshot=false, whether snapshot is true or false, getting the message: "Requested market data is not subscribed. Delayed market data is not enabled."

What is the problem? Thanks.

Have you tried switching from Live (which requires subscriptions) to Frozen, Delayed, or Frozen Delayed?

JR

Yes, with Frozen I get the same output as above, with Delayed or Frozen Delayed I get the same output as 1 but for 2 I get the delayed data and not the real-time snapshot

I guess then it is time now for a subscription.

On Sat, Aug 7, 2021 at 06:13 AM, rotces wrote:

When I use the TWS software, currently I have no market data subscriptions but I can still click the snapshot button to get a snapshot for a stock. However, it doesn't work using the API.

I contacted IB in the past when I had the same experience. They confirmed that this is "expected behavior". Even without a subscription can you see data for a stock in TWS. But you can't get the same data via the API. You need the appropriate market data subscription for the API to work.

So what is the purpose of "snapshot" and "regulatorySnapshot" flags if you need a market data subscription anyway? If you can get real-time data, aren't these flags redundant?

You might want to consult the documentation for that. For example:

• Snapshot Market Data at
• Requesting Watchlist Data? at

Did you get any further with this topic?

I have the same problem... why can I draw a snapshot inside TWS, but not from an API call?! For the same asset. Not matter how I set my flags.

Is it possible to have a fee-based live/realtime snapshot for a contract I don't have the belonging subscription for, from reqMktData-call , or not?

In other words:
Is the "pay 0.01/0.03$ for single snapshot if you have no subscription"-option only available by manual mouse click or does it also work form API, if the latter, HOW?

It is my understanding that snapshot only works from TWS and not from the API