TWS sends a marketDataType(type) callback to the API, where type is set to Frozen or RealTime, to announce that market data has been switched between frozen and real-time. This notification occurs only when market data switches between real-time and frozen. The marketDataType( ) callback accepts a reqId parameter and is sent per every subscription because different contracts can generally trade on a different schedule.
void marketDataType(int reqId, int type)
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Parameter |
Description |
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int reqId |
Id of the data request |
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type |
1 for real-time streaming market data or 2 for frozen market data.. |