Closed Despair2000 closed 4 years ago
... I also included a tickList for the delayed ticks (66-76) but this didn't help either.
I found the problem. The data for delayed quotes comes into the metadata buffer and not in the usual market data buffer as I expected.
I'm trying to receive a delayed quote for market data I haven't subscribed for but can't make it work. Before requesting the quote I set reqMarketDatatType = 3. When I afterwards issue reqMktData I see the response in the command window: "1 10167 Requested market data is not subscribed. Displaying delayed market data..."
So far so good but the buffer remains empty and I get no data. Any idea what is going on @softwarespartan ?