Do I need to request market data again after market restarts?

Discussion in 'Automated Trading' started by kiev, Nov 4, 2016.

  1. kiev

    kiev

    My trading programme calls reqRealTimeBars api to get 5 seconds bar data. tws will keep sending the data until you cancel it, but ib gateway won't, after the market restarts, you need to call reqRealTimeBars again.

    Is it a bug or anything else?