2nd MAJOR API ISSUE

We are able to obtain the access token without any issues. However, when requesting data, we do not receive any errors, but we also do not receive the expected data.

We signed the CME ILA agreement.

When subscribing to market data (charts and quotes), we often do not receive data on the first attempt. We need to resubscribe multiple times before it starts coming through.

This issue is not isolated to a single account—it also happens intermittently with other accounts. To work around it, we currently have to terminate the process and restart it until the data starts flowing.

Please provide solution.

Personally I am not using this feed since I am not willing to pay the ILS fee. BTW, how much is it now?

Instead I am using Databento for my feed with zero issues. It was also quick to implement. Happy to share my TypeScript implementation.

That be great, we are using python code and connecting via api for tradovate. CME is $450 a month.

Databento will cost you less than $40/mo for the same thing.

They have Python libs standard. See: