Even more questions. When I run Zorro & IB with two assets: USD/JPY (the exchange rate) and JPY-FUT-20180319-6J-GLOBEX-USD (the big Japanese Yen Future at the Globex), and Zorro calls my tick() function, I would like Ask prices for the USD/JPY, but traded prices for the JPY-FUT-.

At what point do I need to call BrokerCommand (SET_PRICETYPE,...) ?

Kind regards,

gloria