Thanks for the info, we will continue testing and let you know.
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SubscribeMarketData does not work properly
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Hi moscu,
Thanks for your patience.
I could not fully reproduce your reported behavior.
What I could reproduce though was the effect that disconnecting / reconnecting IB had...you will then need to restatus on / off your TS studies in order to start getting Bid / Ask data from IB again. This is a current known limitation of the ATI.
Have a great day!
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Bertrand:
The client of the NTDirect dll does not get notify of the Broker's disconnect. So there is no way to know when this data is invalid. Therefore this feature can not be relyied on in real trading. This task should be assumed by NT. You need to make changes to your code so that when a user subscribes to the data of a symbol and as long as is connected and subscribe you keep that state. The DLL client is responsible for keeping connected to NT. You see that my code does that. I keep checking if I am connected and if not then I connect again.
Moscu
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