This is Peter Davies from Jigsaw here - had to re-register 'cause I couldn't get through your 'forgot password' page.. duh.
I am attaching a simple indicator. It's a slightly modified version of the "SampleMarketDepth" indicator.
Problem is with Interactive Brokers.
1 - Connect to Interactive Brokers (938.1e)
2 - Open a chart for ES 03-14
3 - Add attached indicator
4 - Change symbol on the chart to YM 03-14
5 - Change symbol on the chart to NQ 03-14
6 - Change symbol on the chart to 6E 03-14
The indicator will no longer return any print statements as it has been unable to connect to the Market Depth for 6E 03-14.
The following message appears in the log; 23/12/2013 01:17:17|3|4|Max number (3) of market depth requests has been reached 309
Whilst IB does indeed have a subscription limit, we are just looking at 1 instrument at a time.
Ninja should be letting go of the subscriptions or telling IB that it is no longer used.
Cheers
Pete
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