Missing randomly close price in TWS API?

Discussion in 'Interactive Brokers' started by eberetta, Jun 10, 2021.

  1. eberetta

    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.
     
    robrrydennis likes this.
  2. DaveV

    DaveV

    Yep. Happens to me also. Workaround - Use the reqhistoricaldata function
     
    eberetta likes this.
  3. Or a cause might be too much data subscription requests (in TWS check them by using Ctrl + Alt + =).
     
    eberetta likes this.
  4. eberetta

    eberetta

    Thanks for the reply. At the moment no errors of this type appear. Even the market data returns them well.
    Yes, we are evaluating going for this option. I also understand it is a data that should be returned by the method reqMktData