Missing randomly close price in TWS API?

E

eberetta

I have been using the TWS API and I found that some symbols do not return the previous closing price. I request 15 symbols and randomly for some the price of the previous closing is not returned. The rest of the stream (bid, ask, etc.) returns ok.

If I run the request again, the price of the previous day brings it for some that did not before, and for another that did not bring, now it does. it is very random.
 
Thanks for the reply. At the moment no errors of this type appear. Even the market data returns them well.
DaveV said:
Yep. Happens to me also. Workaround - Use the reqhistoricaldata function
More...
Yes, we are evaluating going for this option. I also understand it is a data that should be returned by the method reqMktData
 
You must log in or register to reply here.
Back
Top