When downloading historical data reqHistoricalData(), I sometimes get 2103 (market data farm is disconnected) and 2105 (historical data farm is disconnected) errors interrupting the script.
https://interactivebrokers.github.io/tws-api/message_codes.html#gsc.tab=0
I don't think it is ISP issue.
It seems TWS will (try to) automatically reconnect itself and 2103/2105 should be followed by 2104/2106 (data farm connected) notification.
It seems some people simply ignore 2103/2105 but the data download will be interrupted.
Should I pause the execution and restart until receiving 2104/2106?
Is it how this should be handled?
https://interactivebrokers.github.io/tws-api/message_codes.html#gsc.tab=0
I don't think it is ISP issue.
It seems TWS will (try to) automatically reconnect itself and 2103/2105 should be followed by 2104/2106 (data farm connected) notification.
It seems some people simply ignore 2103/2105 but the data download will be interrupted.
Should I pause the execution and restart until receiving 2104/2106?
Is it how this should be handled?