Fixing the issue with TWS API Bust events (err code 10225) #396
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This PR fixes the issue with realtimeBar subscriptions that stop working due to the bust events.
Up to the TWS API v972, IB realtimeBar subscriptions could stop working during the trading session and no error notification was sent to the application. This happens because of what's called 'busts' events.
Quoting the response in "TWS API Users Group" question:
"The busts occur when the datastream is interrupted or modified in the middle of a bar and the subscription is cancelled by the backend. They should be relatively uncommon but unfortunately no can't be avoided completely"
In TWS API v978,a special error code was added to notify the application about the bust event so that the subscription could be renewed. Below is the example of such error message (from TWS Gateway API logs):