I still experience this: Once or twice in a week IB stops delivering book data and does not resume. This happens between 14:30 and 14:35 exchange time. You can see that in the market data file, when book balance and price does not change anymore. For instance, yesterday June 6, 2013, it happened 14:31:20 and looked like this 060613,143115,-6.88,1612.875,1 060613,143116,-6.91,1612.875,10 060613,143117,-6.84,1612.875,2 060613,143118,-6.72,1612.875,10 060613,143119,-6.82,1612.875,1 060613,143120,-6.86,1612.875,5 060613,143121,-6.86,1612.875,3 060613,143122,-6.86,1612.875,8 060613,143123,-6.86,1612.875,39 060613,143124,-6.86,1612.875,3 060613,143125,-6.86,1612.875,9 060613,143126,-6.86,1612.875,4 060613,143127,-6.86,1612.875,4 060613,143128,-6.86,1612.875,0 060613,143129,-6.86,1612.875,1 060613,143130,-6.86,1612.875,11 060613,143131,-6.86,1612.875,1 060613,143132,-6.86,1612.875,3 060613,143133,-6.86,1612.875,136 060613,143134,-6.86,1612.875,563 ... Has anyone of you experienced the same problem, or am I the only one ?
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