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 Post subject: ib 的 market data居然要在收市又开市后再重新请求一次
PostPosted: 11/4/16 06:22 
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Joined: 6/1/12 01:31
Posts: 46
我用ib api做自动交易,因为tws需要每天重启,就用ib gateway(ib 网关)。我的交易程序用reqRealTimeBars来请求数据,请求一次以后,ib就会不停的送5秒钟的bar data。结果20点收市后,到第二天凌晨4点开市后就不再发送数据。市场数据储存那一行是红色的。打电话到客服,说是用tws请求一次就可以一直送数据,用ib网关就不行,每次收市后再开市必须重新请求,这个在任何文档上也没有说明,客服说只是知道有这个情况而已。

大家用ib 网关也是这种情况吗?


 
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