i have 7 instances of TWS running right on front of me right now. there is 95 tickers in each of my application,connected via IB's API,receiving live data from TWS. all this on old single core AMD athlon 64. no CPU issues, no messages,no errors, no bandwidth problems i did not read the link, i know the messages limit issue. it's only exist, when you making a CALL using API to IB and IB return the message back. this mean-you requesting something at very hight rate(i don't know what this is-a data snapshot request,historical data request,order place\modify request or something else) i never heard of this error message in relation to live market data. never..
IB's data is not "live" to begin with. it's series of snapshots with 5-30 ms intervals(don't remember exactly, you can check TWSAPIgroup on yahoo-there is very detailed explanation somewhere about how IB deliver the data). bottom line-it's not live and this is why IB's data usually doesn't lag at the open or during Fed announcements. so-there is no such thing as "fast market" for IB's data
IB sends aggregated data at a rate of 3-4 price/size events per second (that would be 250-300 ms intervals). This is the reason why even quite slow computers can keep up with many data streams. Sometimes their data is (pardoxically in my view) lagging for at most perhaps 1-2 sec which you can even see with your eyes when you compare it to a high-speed data feed. If that is still a problem when you use the suggested "snapshot" parameter in reqMarketEx() it might be a good idea to post your code snippet in the Yahoo-group mentioned where you certainly will get competent feedback.