You use the API reqMktData method to request real-time market data. In IBSampleApp, you request market data on the Market Data tab under the Data tab:
To get market data, fill in the Contract fields, and then click the Add Ticker button.
The EWrapper interface defines several methods for the reception of market data: tickPrice, tickString, tickSize, etc. What these methods receive is a request identifier (tickerId), specific value that is being received (called the tick type) and the value itself. Once the market data request has been triggered, the information will arrive via these events. It is here when the importance of the tickerId attribute passed to the reqMktData call is highlighted: it is the only means by which a response can be related to its original request.
For more information about tick types, see the API Reference Guide.