Introduction

Streaming market data values corresponding to data shown in TWS watchlists is available via the EClient.reqMktData. This data is not tick-by-tick but consists of aggregate snapshots taken several times per second. A set of ‘default’ tick types are returned by default from a call to EClient.reqMktData, and additional tick types are available by specifying the corresponding generic tick type in the market data request. Including the generic tick types many, but not all, types of data are available that can be displayed in TWS watchlists by adding additional columns.