"Requested market data is not subscribed" from IB

Pete S · 12-21-2007, 08:03 AM

I use IQFeed as a data provider and IB as my broker. I connect to IQFeed first, then IB. I have cancelled all of my IB market data subscriptions since I use NT as a front end exclusively and just use TWS as a pass-through.

When I start my strategies, I see the above error, "Requested market data is not subscribed", in the log. I can tell from the error text this is coming from IB. The strategies themselves run fine -- everything works as it should. But seeing this message in the log worries me -- why is a request being made to IB for market data?

NinjaTrader_Dierk · 12-21-2007, 08:27 AM

>> why is a request being made to IB for market data
Because NT is not aware that you canceled your IB subscriptions. Please connect IB second.

Pete S · 12-21-2007, 08:41 AM

I am, per the original post.

NinjaTrader_Dierk · 12-21-2007, 08:45 AM

Sorry, my fault.
- what's the exact (!) log line?
- please try to isolate which instrument causes the message.

Pete S · 12-28-2007, 06:04 AM

Sorry for the delay in responding, was taking some time off.

I initially thought this had something to do with being disconnected and reconnecting, but it does not. It's easy for me to reproduce. Either:

1. Start a chart
2. Connect to IQFeed
3. Connect to IB

OR

1. Connect to IQFeed
2. Connect to IB
3. Run a strategy (I just started SampleMACrossover)

I am using symbols on Nasdaq, e.g. CRDN.

You will see this message in the trace and log:
2007-12-28 07:55:52:305 ERROR: Requested market data is not subscribed. 354
2007-12-28 07:56:28:308 ERROR: Requested market data is not subscribed. 354

Like I said, the strategy runs fine. It just makes me nervous that that request is being made to IB.

NinjaTrader_Dierk · 12-28-2007, 06:17 AM

Sorry I can't reproduce.

- I added CSCO to my default instrument list (since this already is setup by default in NT)
- opened 1 minute chart on CSCO (no data in)
- connected DTN/IQFeed
- connected IB

-> no issue, nothing in the logs

Pete S · 12-28-2007, 07:12 AM

But does your IB account have a Nasdaq subscription?

NinjaTrader_Dierk · 12-28-2007, 07:14 AM

I tried demo account.

Also: Debug proved that NT does NOT try to subscribe for CSCO market data -> I suggest retrying with a pre-setup instrument like CSCO

12-21-2007, 08:03 AM	#1
Pete S Senior Member Join Date: Jul 2007 Location: Fairfax, VA Posts: 216 Thanks: 0 Thanked 0 times in 0 posts	"Requested market data is not subscribed" from IB I use IQFeed as a data provider and IB as my broker. I connect to IQFeed first, then IB. I have cancelled all of my IB market data subscriptions since I use NT as a front end exclusively and just use TWS as a pass-through. When I start my strategies, I see the above error, "Requested market data is not subscribed", in the log. I can tell from the error text this is coming from IB. The strategies themselves run fine -- everything works as it should. But seeing this message in the log worries me -- why is a request being made to IB for market data?
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12-21-2007, 08:27 AM	#2
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	>> why is a request being made to IB for market data Because NT is not aware that you canceled your IB subscriptions. Please connect IB second. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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12-21-2007, 08:41 AM	#3
Pete S Senior Member Join Date: Jul 2007 Location: Fairfax, VA Posts: 216 Thanks: 0 Thanked 0 times in 0 posts	I am, per the original post.
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12-21-2007, 08:45 AM	#4
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	Sorry, my fault. - what's the exact (!) log line? - please try to isolate which instrument causes the message. Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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12-28-2007, 06:04 AM	#5
Pete S Senior Member Join Date: Jul 2007 Location: Fairfax, VA Posts: 216 Thanks: 0 Thanked 0 times in 0 posts	Sorry for the delay in responding, was taking some time off. I initially thought this had something to do with being disconnected and reconnecting, but it does not. It's easy for me to reproduce. Either: 1. Start a chart 2. Connect to IQFeed 3. Connect to IB OR 1. Connect to IQFeed 2. Connect to IB 3. Run a strategy (I just started SampleMACrossover) I am using symbols on Nasdaq, e.g. CRDN. You will see this message in the trace and log: 2007-12-28 07:55:52:305 ERROR: Requested market data is not subscribed. 354 2007-12-28 07:56:28:308 ERROR: Requested market data is not subscribed. 354 Like I said, the strategy runs fine. It just makes me nervous that that request is being made to IB.
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12-28-2007, 06:17 AM	#6
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	Sorry I can't reproduce. - I added CSCO to my default instrument list (since this already is setup by default in NT) - opened 1 minute chart on CSCO (no data in) - connected DTN/IQFeed - connected IB -> no issue, nothing in the logs Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

12-28-2007, 07:12 AM	#7
Pete S Senior Member Join Date: Jul 2007 Location: Fairfax, VA Posts: 216 Thanks: 0 Thanked 0 times in 0 posts	But does your IB account have a Nasdaq subscription?
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12-28-2007, 07:14 AM	#8
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	I tried demo account. Also: Debug proved that NT does NOT try to subscribe for CSCO market data -> I suggest retrying with a pre-setup instrument like CSCO Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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