Dear Twsapi experts, Since 10.30 gateway/tws looks like reqMktData cannot be relied upon and I am often not getting the data I am asking for. And I am talking about basic bid/ask/last etc data for popular contracts with high volume of trading on Nasdaq/NYSE (like MSFT, GOOG etc) nothing exotic. It happens so often that it makes it impossible to use reqMktData in practice (up to 10% call failure rate). Yet I've been using reqMktData for 5+ years both in test and live trading, it was pretty reliable for me, no complains so far (it was slow, sure, but reliable :) ). Moreover for gateway/tws 10.19 it works as expected still today just 10.30+ drops data. Making me believe that something got broken in 10.30 and newer software. The issue, as I will describe below seems to be related to resource usage/management of 10.30+ software, which makes me wonder what else tws is dropping once it gets somehow pushed. I could imagine that IB is loosing some data here which used to be perfect/fine it might as well drop other api call/callback (like drooping sending an order or dropping some order status data would be really bad). Thus making it more urgent to fix it. I of course reported the issue to IB with logs clearly showing that the gateway didn't provide the data it was asked. Moreover, I shipped them this test app which I will share below which (for me) 100% repeats the issue. And IB went silent for 10+ days. I have no idea atm if they confirm the issue and busy fixing or it just ended up at the bottom of the backlog. Thus really appreciate the help of the community here. Maybe I am not alone experiencing this issue. My ask for community is to run the test app provided (I did one in python and one in java. both languages experience the issue more strongly pointing towards IB software issue) if more can repeat the issue (and there is no issues in the my test code :) ) maybe it will help IB to rise the urgency for fixing the issue. I am using IBAPI 1030.01. It works for connecting to any gateway/TWS versions. I have not tested it with other IBAPI SDK version. in this api there is folder \samples\Python\Testbed extract provided python.zip in that folder (details for Java are later). Then, run Program_get_bid.py -f symbols.csv -m REALTIME --data-lines 75 --loops 5 --port 4001 this will read symbols (about 1200 stocks from big, liquid companies on Nasdaq/NYSE), connect to your gateway (maybe you use a different port). will ask for REALTIME data (if you don't have subscription to US stocks + realtime addon, FROZEN, DELAYED seem to be experience the same issue). Test also will make sure that we don't ask for more that 75 contract simultaneously and run this operation 5 loops The trick with this bug is that it is doesn't happen for a specific contract or specific order of API calls. In my experience it happens "randomly" after the gateway was used for some time. So this test app asks for data using self.reqMktData(self.nextValidOrderId, contract, "", False, False, []) and monitors callbacks if it receives the following data ["bid", "ask", "last", "volume", "last_timestamp", "high", "low"]. it waits for 20 seconds for this data to appear and if doesn't appear (this is the bug I am talking about) it declares this call as failed and prints out as TIMEOUT. Some runs will experience more issues than others. Some will have zero issues. The important bit that in my setup 5 loops of 1200 contracts always causes some failures if connected 10.30+ gateway/TWS and zero issues on 10.19. It is true for both Linux and Windows. A fragment of output All failed symbols are printed during the run and summarized with info received at the end. Also reqId is printed, so one can go into gateway log and search for this ID. All the searches I did in the gateway's log it was clear that gateway really didn't send the info the app is missing (i.e. it is not the test app which missed it somehow but the gateway didn't even send it) Notes Program_get_bid.py is based on Program.py. One can easily compare the differences to the "official" sample. It is really minimal differ

Could somebody advise why I'm getting "No security definition" error for a contract with this local symbol : C SPX 20241218 5945 W Security: SPX index Strike: 5945 Side: Call Expiration: 2024-12-18 Type: Weekly Trying to send order to buy and sell SPX index options. When I set separate contract properties such as strike, symbol, expiration, currency, and exchange, place order request returns error "ambiguous definition" because API returns the same expiration date for monthly and weekly options. There are several ways to make contract definition for option unique, e.g. using TradingClass or LocalSymbol properties. When I try to use LocalSymbol I get error "No security definition found" Example of local symbol that I used : C SPX 20241218 5945 W Format mentioned in the docs : TWS API: Basic Contracts

Hi, I'been trying to run the cpp sample code to reqRealTimeBars for some contract. but the ib server returns no security defintionn found even though I was using the sample contract.