I'm using the AdxRtList COM API in my C++ application to subscribe for market data. When I subscribe for prices for any given RIC code, I immediately get RT_ITEM_STALE status passed back to the listener. I'm making the same set of calls as in the AdxRtList example, which works fine, so I have no idea what could be causing the RT_ITEM_STALE status to be sent when I make the same calls within my application.
I don't recall having seen the behavior you describe. At the risk of stating the obvious, if the example works as expected, the problem must be within your code. I'm afraid there's not much more I can add based solely on the information provided. Perhaps you might want to create a new project aiming at a simple example? If you can reproduce the issue with this simple example, you may want to post it here. And if you cannot reproduce the issue, it may help you figure out what you did differently in your current project.