I occasionally get an error message like this when requesting realtime ticks for a list of sids using collect_market_data():
quantrocket_flightlog_1|2021-06-03 05:49:04 quantrocket.realtime: WARNING IBKR reports NOV STK (sid FIBBG000BJX8C8) cannot be found in their system, this is commonly due to a stock delisting or switching exchanges or a derivative contract expiring, see http://qrok.it/h/err/200 for more help (error code 200: No security definition has been found for the request)
The docs explain this error and why it may happen. But is there a way to access which sids returned an error (and so are not returning ticks), other than observing flightlog?
I need to access the ones that have no realtime data to remove them from watch (and also fill the bounced slot with a different security, when limited by IBKR streaming max). I've tried get_active_collections(detail=True), but the sids returned as active include the ones that bounced with error.