last traded price = 0?

Discussion in 'Interactive Brokers' started by tiberius, Nov 4, 2020.

  1. tiberius

    tiberius

    I am using the API with delayed data and am getting a delayed last of 0. According to the documentation this is the last traded price,

    https://interactivebrokers.github.io/tws-api/tick_types.html

    Other fields such as the delayed ask, bid and volume are populated as expected. The delayed ask of 0 only happens for a few contracts I try, with one being:

    conid = 343699133
    symbol = HG
    FUT
    NYMEX.

    gives,

    id=788 DelayedClose=3.087 noAutoExecute pastLimit=False preOpen=False
    id=788 DelayedLast=0 noAutoExecute pastLimit=False preOpen=False
    id=788 DelayedOpen=3.0945 noAutoExecute pastLimit=False preOpen=False
    id=788 DelayedBid=3.0455 noAutoExecute pastLimit=False preOpen=False
    id=788 DelayedAsk=3.047 noAutoExecute pastLimit=False preOpen=False


    What does this mean?
     
    #1     Nov 4, 2020
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