IBrokers和R从TWS检索市场数据的时间差异很大

如何解决IBrokers和R从TWS检索市场数据的时间差异很大

library(Ibrokers)
tws <- twsConnect()
symbols <- c("AAPL","MSFT","GOOGL","TWTR","BABA","JD","WLTW","DIA","QQQ","VOO","MOMO","IBB","VOOG","VYM","VNQ","BIDU","BA","AYX","ROKU","UBER","ACB","CRON","TTD","BAM","AZO","JPM","WMT","GRUB","TSN")
contracts <- lapply(symbols,function(x) twsEquity(x,'SMART','ISLAND'))
price_list <- vector('list',30)
i <- 1



system.time(
      for (contract in contracts) {
        price_list[[i]] <- reqmktData(tws,Contract = contract,snapshot = TRUE)
          i <- i + 1
          }
    )

最后一位从4秒到70秒不等。 为什么呢？