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Notice the instructor first defines the contract for which he wants to pull the streaming data on line 8.
Next, on line 11, the instructor applies the function
reqMktData function which connects to the TWS, and assigns the security objects as the arguments. Observe that upon execution, the algo app returns a continuous stream of market data.
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Disclosure: Interactive Brokers
The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.