I was selling a high-isk item (black eagle drone link augmentor) at a citadel near Dodixie. It hadn’t sold, so I looked at eve-marketdata. It wasn’t showing up there. Meanwhile, three of the same item were for sale in Dodixie at prices that would clearly make shoppers go elsewhere. Those were visible at eve-marketdata.
If CCP wants to encourage people to use player stations for trade, their goods should be visible on market aggregators like eve-marketdata.
Citadel markets are only exposed via public API if they are truly public. If the owner has people on deny lists, the citadel’s market data is not publicly available.
Citadel markets are not exposed via the main market api.
You have to query structure by structure to get them. Public structures (entirely public, no denies) show up on the structure list in the api. If you have an authenticated ESI session, you can query them.
It takes a while 
It’s done for performance reasons. Because you have to query the ACL for every structure in the region, for every item type. (That’s 10k items)
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