"Requested market data is not subscribed" from IB

[Pete S]

I use IQFeed as a data provider and IB as my broker. I connect to IQFeed first, then IB. I have cancelled all of my IB market data subscriptions since I use NT as a front end exclusively and just use TWS as a pass-through.

When I start my strategies, I see the above error, "Requested market data is not subscribed", in the log. I can tell from the error text this is coming from IB. The strategies themselves run fine -- everything works as it should. But seeing this message in the log worries me -- why is a request being made to IB for market data?

[NinjaTrader_Dierk]

>> why is a request being made to IB for market data
Because NT is not aware that you canceled your IB subscriptions. Please connect IB second.

[Pete S]

I am, per the original post.

[NinjaTrader_Dierk]

Sorry, my fault.
- what's the exact (!) log line?
- please try to isolate which instrument causes the message.

[Pete S]

Sorry for the delay in responding, was taking some time off.

I initially thought this had something to do with being disconnected and reconnecting, but it does not. It's easy for me to reproduce. Either:

1. Start a chart
2. Connect to IQFeed
3. Connect to IB

OR

1. Connect to IQFeed
2. Connect to IB
3. Run a strategy (I just started SampleMACrossover)

I am using symbols on Nasdaq, e.g. CRDN.

You will see this message in the trace and log:
2007-12-28 07:55:52:305 ERROR: Requested market data is not subscribed. 354
2007-12-28 07:56:28:308 ERROR: Requested market data is not subscribed. 354

Like I said, the strategy runs fine. It just makes me nervous that that request is being made to IB.

[NinjaTrader_Dierk]

Sorry I can't reproduce.

- I added CSCO to my default instrument list (since this already is setup by default in NT)
- opened 1 minute chart on CSCO (no data in)
- connected DTN/IQFeed
- connected IB

-> no issue, nothing in the logs

[Pete S]

But does your IB account have a Nasdaq subscription?

[NinjaTrader_Dierk]

I tried demo account.

Also: Debug proved that NT does NOT try to subscribe for CSCO market data -> I suggest retrying with a pre-setup instrument like CSCO