diff --git a/src/quant_platform_kit/ibkr/market_data.py b/src/quant_platform_kit/ibkr/market_data.py
index be36ec1..fa650a0 100644
--- a/src/quant_platform_kit/ibkr/market_data.py
+++ b/src/quant_platform_kit/ibkr/market_data.py
@@ -253,7 +253,9 @@ def fetch_quote_snapshots(
     attempts_per_data_type = max(int(attempts_per_data_type or 1), 1)
 
     setter = getattr(ib, "reqMarketDataType", None)
-    market_data_types = (1, 2, 4) if callable(setter) else (1,)
+    # Prefer delayed data before live data so accounts without live subscriptions do
+    # not emit noisy IBKR 10089 permission errors before falling back.
+    market_data_types = (3, 4, 1, 2) if callable(setter) else (1,)
 
     try:
         for market_data_type in market_data_types:
diff --git a/tests/test_ibkr_market_data.py b/tests/test_ibkr_market_data.py
index 37f642e..e140e2e 100644
--- a/tests/test_ibkr_market_data.py
+++ b/tests/test_ibkr_market_data.py
@@ -237,7 +237,7 @@ def reqMktData(self, contract, *_args):
                 key = (self.market_data_type, contract.symbol)
                 attempt = self.market_data_attempts.get(key, 0)
                 self.market_data_attempts[key] = attempt + 1
-                if self.market_data_type == 1 and attempt == 0:
+                if self.market_data_type == 3 and attempt == 0:
                     return FakeTicker(-1.0, close=float("nan"), bid=None, ask=None)
                 return FakeTicker(101.8, close=101.8, bid=101.7, ask=101.9)
 
@@ -252,7 +252,8 @@ def reqMktData(self, contract, *_args):
         )
 
         self.assertEqual(snapshots["SPY"].last_price, 101.8)
-        self.assertEqual(ib.market_data_attempts[(1, "SPY")], 2)
+        self.assertEqual(ib.market_data_attempts[(3, "SPY")], 2)
+        self.assertEqual(ib.market_data_type_calls, [3, 1])
         self.assertNotIn(2, ib.market_data_type_calls)
         self.assertNotIn(4, ib.market_data_type_calls)
 
@@ -269,9 +270,9 @@ def reqMarketDataType(self, market_data_type):
 
             def reqMktData(self, contract, *_args):
                 self.last_market_data_contract = contract
-                if self.market_data_type == 1:
+                if self.market_data_type == 3:
                     return FakeTicker(-1.0, close=float("nan"), bid=None, ask=None)
-                if self.market_data_type == 2:
+                if self.market_data_type == 4:
                     return FakeTicker(-1.0, close=float("nan"), bid=None, ask=None)
                 return FakeTicker(-1.0, close=101.8, bid=None, ask=None)
 
@@ -284,7 +285,7 @@ def reqMktData(self, contract, *_args):
         )
 
         self.assertEqual(snapshots["SPY"].last_price, 101.8)
-        self.assertEqual(ib.market_data_type_calls, [1, 2, 4, 1])
+        self.assertEqual(ib.market_data_type_calls, [3, 4, 1, 1])
 
 
 if __name__ == "__main__":