Market Data type not modified

[djangodissilent]

Hi erdwit,

I'm trying to request some type 4 tick data from IB using the ib.reqMarketDataType(4) function, however, I receive nan values which indicate that IB never sent the data, But when debugging I found out that the market data type is 1!

Thanks in advance

[forna]

I have the same issue. I have set the marketDataType=2 (frozen) to receive the last price also when the market is closed but the result with the reqMktData method is always nan. Debugging the code I noticed the marketDataType is actually set to 1.

[erdewit]

It turns out that the wrapper.marketDataType callback can receive a different value than what is specified in the ib.reqMarketDataType request. This is IBKR's doing so nothing can be done about that on this side.

From experimenting with it, it seems that it's not possible to request delayed data when there's a data subscription for that data.