Got it. It seems that I need to subscribe the data. Thanks Eugene!

Ben

On Monday, August 11, 2014 8:48:41 PM UTC-5, Eugene Kononov wrote:
>
> This line in report explains it:
> 354: Requested market data is not subscribed.NQ NYSE/DEEP (for id 2)
>
> In TWS, select an instrument, and pop up the "Market Depth" window. If you 
> can' see market depth in TWS, you will not be able to get in JBT.
>
>
>

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