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"no market data during competing live session"


Brian Lim
 

A login for my tax deferred account has data subscriptions and it experienced this message today "no market data during competing live session". This session was denied data.

A login for my taxable account also has data subscriptions and it shares data with the login for the paper trading account. I used the paper trading login on a different machine.

The error message was unexpected because: 1. The wording of the message says "competing live session" yet the other login which was the paper trading login is not "live" in IB's sense of the word. It's a paper trading session. In fact, IB forces the user to use a drop down menu to explicitly select "paper". 2. The paper trading login gets data from the login for a different account (the taxable account). In effect, I am paying for data for two logins but it seems I haven't experienced a benefit from paying twice.

Was this message produced in error?


Brian Lim
 

To quote from IB:

Market Data Considerations for the Paper Trading Account

As a licensed distributor of exchange market data, IB is obligated to respect constraints imposed by the exchanges which serve to govern the dissemination and/or retransmission of this data. As a general rule, a given >subscription can be associated with only one account or user ID, although the sharing of that user ID between different devices (e.g., stand-alone PC, smart phone) is permitted as long as the user ID does not access multiple devices simultaneously.

Accordingly, clients seeking to simultaneously operate both live and paper trading account TWS sessions must do so on the same device in order to share a given market data subscription. If concurrent logins on >different devices are detected, the live account session will be afforded the real-time market data subscriptions and the paper trading account session delayed data, as available.

Clients who wish to run multiple sessions on different devices may do so by opening a second user for their existing account. While this approach will result in additional fees for any subscriptions elected, one would be >able to maintain a different subscription set from that of the main user and will then be capable of running simultaneous live and paper trading account sessions on different devices. Moving forward, an option will be >provided whereby the same fee-based subscriptions will be offered for the paper trading account independent of those elected in the live account.

The part "may do so by opening a second user for their existing account. While this approach will result in additional fees for any subscriptions" would seem to describe my situation so the error is not accounted for. Not only that the comment about "the live account session would be afforded the real-time market data subscriptions" would seem to be contradicted by the actual behavior wherein it was the live account that failed to get data.


btw
 

It's been explained here.  https://groups.io/g/twsapi/message/40551

It's never happened to me again.


Brian Lim
 

I did see your post from August before I wrote my inquiry.

What I experienced is somewhat different from what you described.

You said the message "no market data during competing live session" can be inappropriately sent to a live session (when the wording suggests that it is intended to be sent to the paper session) and that it is "returned with live data". My problem is that the data was denied to the live session.

This problem was posted to a IB support ticket on November 1, the same day the problem was experienced. As of December 1 the ticket is still outstanding.


 

For what it’s worth, I frequently receive this message, and the data always  starts coming  eventually.

 

Richard

 

 

From: twsapi@groups.io <twsapi@groups.io> On Behalf Of Brian Lim
Sent: 01 December 2018 23:30
To: twsapi@groups.io
Subject: Re: [TWS API] "no market data during competing live session"

 

I did see your post from August before I wrote my inquiry.

What I experienced is somewhat different from what you described.

You said the message "no market data during competing live session" can be inappropriately sent to a live session (when the wording suggests that it is intended to be sent to the paper session) and that it is "returned with live data". My problem is that the data was denied to the live session.

This problem was posted to a IB support ticket on November 1, the same day the problem was experienced. As of December 1 the ticket is still outstanding.


Brian Lim
 

Richard, That's good to know and is probably reassuring for some users other than me. I will nevertheless need IB to fix this bug because my strategy requires data the entire U.S. equity trading day.


 

The purpose of my post was to alert you to the fact that there doesn’t seem to be a real problem here, other than a spurious error message.

 

I’ve no reason to believe that there’s something in any way special about my setup. In other words, if the data continues to flow for me then I suspect it will continue to flow for everyone else, including you. And by the way, I’m not talking about some lengthy delay until the data flows again, just a few seconds.

 

I certainly had a problem when this error message started happening, and I certainly put the blame on IB: suddenly my market data re-establishment code, which had for many years been working perfectly after reconnection of TWS to IB servers, stopped working. I’m slightly embarrassed to have to admit that it took me far too long to really take a close look at my own code, only to discover that this unexpected error message was causing me to remove the relevant ticker from my table of current market data subscriptions, so that it wouldn’t actually be re-requested (in the case of a ‘data has been lost’ re-connection), and any market data that did subsequently arrive (in the case of a ‘data maintained’ re-connection) would just be discarded. Once I added a line of code to ignore this error, everything was fine again (though I did take the opportunity to make some related improvements, so it wasn’t just a one-line fix).

 

So now I’m back at getting market data all day long with no problems.

 

While I agree that IB are at fault for perpetrating this erroneous error message, waiting for them to fix it doesn’t seem to be an optimal strategy – I doubt they will.

 

Richard

 

 

From: twsapi@groups.io <twsapi@groups.io> On Behalf Of Brian Lim
Sent: 02 December 2018 23:52
To: twsapi@groups.io
Subject: Re: [TWS API] "no market data during competing live session"

 

Richard, That's good to know and is probably reassuring for some users other than me. I will nevertheless need IB to fix this bug because my strategy requires data the entire U.S. equity trading day.


Brian Lim
 

Richard, Thank you for the comments. I think my software patiently re-requested before determining the problem was insurmountable but perhaps I too should have a closer look at my code. I haven't had the occasion to try to make the bug happen again.


Jeff Han
 

I just found out that this message could also happen when server is down:

I have paper and prod running on same machine: paper server is down, prod is ok and it has the error message:
Error. SYM[ES][21:30:46-378][0] Id: 1000002, Code: 10197, Msg: No market data during competing live session
Error. SYM[RTY][21:30:46-385][0] Id: 4000002, Code: 10197, Msg: No market data during competing live session
Error. SYM[YM][21:30:46-386][0] Id: 3000002, Code: 10197, Msg: No market data during competing live session
Error. SYM[NQ][21:30:46-390][0] Id: 2000002, Code: 10197, Msg: No market data during competing live session

Error. SYM[NQ][21:31:42-082][0] Id: 2000004, Code: 310, Msg: Can't find the subscribed market depth with tickerId:2000004
Error. SYM[ES][21:31:42-431][0] Id: 1000004, Code: 310, Msg: Can't find the subscribed market depth with tickerId:1000004
Error. SYM[RTY][21:31:44-186][0] Id: 4000005, Code: 310, Msg: Can't find the subscribed market depth with tickerId:4000005

this is for tick subscribe (lvl2 is same), both had the problem, but bar is ok (think it is a different server maybe)