'Just after the close' - do you mean closing the 'View/Trades' window? If so my TWS consistently locks up after that regardless of API. It loses the connection for 2-4 min, then it reconnects and refreshes the market data.
Sorry, I meant "just after the open" To clarify, I'm not doing anything (like opening/closing windows, adding symbols etc.) in my TWS when this happens.
No, it's not my case. Streaming data in TWS ( and in API ) seems ok as long as I don't do any actions. The actions like sending trades from my API ( you know at the time when it opens the API tab to show the execution) or closing forms like 'View/Trades' cause TWS to drop the connection.