Streaming Data Snapshots
With an exchange market data subscription, such as Network A (NYSE), Network B(ARCA), or Network C(NASDAQ) for US stocks, it is possible to request a snapshot of the current state of the market once instead of requesting a stream of updates continuously as market values change. By invoking the EClient.reqMktData function passing in true for the snapshot parameter, the client application will receive the currently available market data once before a EWrapper.tickSnapshotEnd event is sent 11 seconds later. Snapshot requests can only be made for the default tick types; no generic ticks can be specified. It is important to note that a snapshot request will only return available data over the 11 second span; in some cases values may not be returned for all tick types.
EWrapper.tickSnapshotEnd (
tickerId: int. Request identifier used to track data.
)
When requesting market data snapshots, this market will indicate the snapshot reception is finished. Expected to occur 11 seconds after beginning of request.