I'm guessing the IQfeed server checks to see if you're watching a symbol before allowing you to subscribe to regionals. However, there seems to be a race condition on the server itself.

A program which sends:
"wSPY\r\nS,REGON,SPY\r\n" will never get regional data. However, if you wait until the fundamental quote arrives and send the REGON command, it works fine.

from brief testing this morning, sending "wSPY\r\nS,REGON,SPY\r\n" does in fact return regionals. I am not sure what would cause it to not work for you. However, there should be no need to ever send "wSPY\r\nS,REGON,SPY\r\n". You can simply request regionals, 'S,REGON,SPY\n", and IQConnect will automaticly issue a watch command for the symbol if it is currently unwatched.

That's really odd--the exact same code would not run last night at about 6pm eastern (tried dozens of times with dozens of symbols). I would get quotes, but no "R" records. Today, it works great.

There's still something odd here. Tonight (like right now), if I issue:

"wSPY\r\nS,REGON,SPY\r\n"
I get market depth no problem. However, if I issue:

"wTUO MW\r\nS,REGON,TUO MW\r\n"
I get no market depth at all. However, if I wait for the fundamental quote to arrive for TUO MW and then S,REGON,TUO MW, it works fine.

This still feels like a race condition on the server side.

I'm looking into this further.

Hi Steve,

Thanks! It appears to be continuing during the day today. TUO MW will not get regionals if the S,REGON is sent as a burst with the watch, but others will.