Market Data: Delayed

Market Data Type Behavior

View as MarkdownOpen in Claude

  1. If user sends reqMarketDataType(1) – TWS will start sending only regular (1) market data.

  2. If user sends reqMarketDataType(2) – frozen, TWS will start sending regular (1) as default and frozen (2) market data. TWS sends marketDataType callback (1 or 2) indicating what market data will be sent after this callback. It can be regular or frozen.

  3. If user sends reqMarketDataType(3) – delayed, TWS will start sending regular (1) as default and delayed (3) market data.

  4. If user sends reqMarketDataType(4) – delayed-frozen, TWS will start sending regular (1) as default, delayed (3) and delayed-frozen (4) market data.

Interactive Brokers data will always try to provide the most up to date market data possible, but will permit additional delayed or frozen data if available upon request.