Backtrader:Can't connect to live data

rudj87 · Dec 27, 2021

Hi,
I just started learning programming in python for trading with backtrader, now I'm doing some connection tests with IB Gateway-Backtrader with IbPY API.
I can't understand why sometimes it works but most of the time the program seems that it can't download historical data to go and use live data.
This is the simple test program:

Code:

import sys
import time

import backtrader as bt


class Example(bt.Strategy):

    def logdata(self):
        txt = []
        txt.append('{}'.format(len(self)))

        txt.append('{}'.format(
            self.data.datetime.datetime(0).isoformat())
        )
        txt.append('{:.2f}'.format(self.data.open[0]))
        txt.append('{:.2f}'.format(self.data.high[0]))
        txt.append('{:.2f}'.format(self.data.low[0]))
        txt.append('{:.2f}'.format(self.data.close[0]))
        txt.append('{:.2f}'.format(self.data.volume[0]))
        txt.append('operate:{}'.format(self.operate))
        print(','.join(txt))

    def notify_data(self, data, status, *args, **kwargs):
        if status == data.LIVE:  # the data has switched to live data
            self.operate = True
            pass
        else:
            self.operate = False

    def next(self):

        self.logdata()
        self.buysell()

    def buysell(self):
        if self.operate == False:
            return
        print("buying 1000...")
        self.buy(size=1000)
        time.sleep(15)
        print("closing buy...")
        self.close()
        time.sleep(15)
        print("selling 1000...")
        self.sell(size=1000)
        time.sleep(15)
        print("closing sell...")
        self.close()
        time.sleep(15)


# https://www.backtrader.com/docu/live/ib/ib/
if __name__ == "__main__":
    print("inizializzo Strategia Di Esempio")
    ticker = 'EUR.USD'
    print(ticker)
    cerebro = bt.Cerebro()
    print(1)
    store = bt.stores.IBStore(port=4002, notifyall=True, _debug=False, reconnect=-1)
    print(2)
    data = bt.feeds.IBData(dataname='EUR.USD-CASH-IDEALPRO',
                           host='127.0.0.1', port=7496, clientId=35)
    print(3)
    #data = store.getdata(dataname=ticker, sectype='CASH', exchange='IDEALPRO', timeframe=bt.TimeFrame.Minutes)
    cerebro.resampledata(data, timeframe=bt.TimeFrame.Seconds, compression=15)

    cerebro.broker = store.getbroker()
    cerebro.addstrategy(Example)
    cerebro.run()

and this is the output:

init example strategy
EUR.USD
Server Version: 76
TWS Time at connection:20211227 14:57:44 CET
<managedAccounts accountsList=DU4825409>
<nextValidId orderId=1>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cashfarm>
<error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm>
<error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:cashhmds>
<error id=-1, errorCode=2107, errorMsg=HMDS data farm connection is inactive but should be available upon demand.ushmds>
<error id=-1, errorCode=2158, errorMsg=Sec-def data farm connection is OK:secdefil>
<currentTime time=1640613464>
<updateAccountValue key=AccountCode, value=DU4825409, currency=None, accountName=DU4825409>
<updateAccountValue key=AccountOrGroup, value=DU4825409, currency=BASE, accountName=DU4825409>
<updateAccountValue key=AccountOrGroup, value=DU4825409, currency=CAD, accountName=DU4825409>
<updateAccountValue key=AccountOrGroup, value=DU4825409, currency=EUR, accountName=DU4825409>
<updateAccountValue key=AccountOrGroup, value=DU4825409, currency=JPY, accountName=DU4825409>
<updateAccountValue key=AccountOrGroup, value=DU4825409, currency=USD, accountName=DU4825409>
<updateAccountValue key=AccountReady, value=true, currency=None, accountName=DU4825409>
<updateAccountValue key=AccountType, value=INDIVIDUAL, currency=None, accountName=DU4825409>
<updateAccountValue key=AccruedCash, value=-319.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=AccruedCash, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=AccruedCash, value=-319.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=AccruedCash, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=AccruedCash, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=AccruedCash-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=AccruedDividend, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=AccruedDividend-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=AvailableFunds, value=998383.89, currency=EUR, accountName=DU4825409>
<updateAccountValue key=AvailableFunds-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=Billable, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=Billable-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=BuyingPower, value=6655892.57, currency=EUR, accountName=DU4825409>
<updateAccountValue key=CashBalance, value=998702.8855, currency=BASE, accountName=DU4825409>
<updateAccountValue key=CashBalance, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=CashBalance, value=974715.2978, currency=EUR, accountName=DU4825409>
<updateAccountValue key=CashBalance, value=2401665.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=CashBalance, value=6202.962, currency=USD, accountName=DU4825409>
<updateAccountValue key=ColumnPrio-P, value=12, currency=None, accountName=DU4825409>
<updateAccountValue key=ColumnPrio-S, value=3, currency=None, accountName=DU4825409>
<updateAccountValue key=CorporateBondValue, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=CorporateBondValue, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=CorporateBondValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=CorporateBondValue, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=CorporateBondValue, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=Cryptocurrency, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=Cryptocurrency, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=Cryptocurrency, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=Cryptocurrency, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=Cryptocurrency, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=Currency, value=BASE, currency=BASE, accountName=DU4825409>
<updateAccountValue key=Currency, value=CAD, currency=CAD, accountName=DU4825409>
<updateAccountValue key=Currency, value=EUR, currency=EUR, accountName=DU4825409>
<updateAccountValue key=Currency, value=JPY, currency=JPY, accountName=DU4825409>
<updateAccountValue key=Currency, value=USD, currency=USD, accountName=DU4825409>
<updateAccountValue key=Cushion, value=1, currency=None, accountName=DU4825409>
<updateAccountValue key=EquityWithLoanValue, value=998383.89, currency=EUR, accountName=DU4825409>
<updateAccountValue key=EquityWithLoanValue-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=ExcessLiquidity, value=998383.89, currency=EUR, accountName=DU4825409>
<updateAccountValue key=ExcessLiquidity-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=ExchangeRate, value=1.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=ExchangeRate, value=0.6895466, currency=CAD, accountName=DU4825409>
<updateAccountValue key=ExchangeRate, value=1.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=ExchangeRate, value=0.0077203, currency=JPY, accountName=DU4825409>
<updateAccountValue key=ExchangeRate, value=0.8840756, currency=USD, accountName=DU4825409>
<updateAccountValue key=FullAvailableFunds, value=998383.89, currency=EUR, accountName=DU4825409>
<updateAccountValue key=FullAvailableFunds-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=FullExcessLiquidity, value=998383.89, currency=EUR, accountName=DU4825409>
<updateAccountValue key=FullExcessLiquidity-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=FullInitMarginReq, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=FullInitMarginReq-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=FullMaintMarginReq, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=FullMaintMarginReq-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=FundValue, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=FundValue, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=FundValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=FundValue, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=FundValue, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=FutureOptionValue, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=FutureOptionValue, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=FutureOptionValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=FutureOptionValue, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=FutureOptionValue, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=FuturesPNL, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=FuturesPNL, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=FuturesPNL, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=FuturesPNL, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=FuturesPNL, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=FxCashBalance, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=FxCashBalance, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=FxCashBalance, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=FxCashBalance, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=FxCashBalance, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=GrossPositionValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=GrossPositionValue-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=Guarantee, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=Guarantee-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=IndianStockHaircut, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=IndianStockHaircut-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=InitMarginReq, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=InitMarginReq-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=IssuerOptionValue, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=IssuerOptionValue, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=IssuerOptionValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=IssuerOptionValue, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=IssuerOptionValue, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=Leverage-P, value=0.00, currency=None, accountName=DU4825409>
<updateAccountValue key=Leverage-S, value=0.00, currency=None, accountName=DU4825409>
<updateAccountValue key=LookAheadAvailableFunds, value=998383.89, currency=EUR, accountName=DU4825409>
<updateAccountValue key=LookAheadAvailableFunds-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=LookAheadExcessLiquidity, value=998383.89, currency=EUR, accountName=DU4825409>
<updateAccountValue key=LookAheadExcessLiquidity-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=LookAheadInitMarginReq, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=LookAheadInitMarginReq-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=LookAheadMaintMarginReq, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=LookAheadMaintMarginReq-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=LookAheadNextChange, value=0, currency=None, accountName=DU4825409>
<updateAccountValue key=MaintMarginReq, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=MaintMarginReq-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=MoneyMarketFundValue, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=MoneyMarketFundValue, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=MoneyMarketFundValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=MoneyMarketFundValue, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=MoneyMarketFundValue, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=MutualFundValue, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=MutualFundValue, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=MutualFundValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=MutualFundValue, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=MutualFundValue, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=NLVAndMarginInReview, value=false, currency=None, accountName=DU4825409>
<updateAccountValue key=NetDividend, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=NetDividend, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=NetDividend, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=NetDividend, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=NetDividend, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=NetLiquidation, value=998383.89, currency=EUR, accountName=DU4825409>
<updateAccountValue key=NetLiquidation-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=NetLiquidationByCurrency, value=998383.8855, currency=BASE, accountName=DU4825409>
<updateAccountValue key=NetLiquidationByCurrency, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=NetLiquidationByCurrency, value=974396.2978, currency=EUR, accountName=DU4825409>
<updateAccountValue key=NetLiquidationByCurrency, value=2401665.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=NetLiquidationByCurrency, value=6202.962, currency=USD, accountName=DU4825409>
<updateAccountValue key=NetLiquidationUncertainty, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=OptionMarketValue, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=OptionMarketValue, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=OptionMarketValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=OptionMarketValue, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=OptionMarketValue, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=PASharesValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=PASharesValue-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=PhysicalCertificateValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=PhysicalCertificateValue-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=PostExpirationExcess, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=PostExpirationExcess-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=PostExpirationMargin, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=PostExpirationMargin-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=RealCurrency, value=BASE, currency=BASE, accountName=DU4825409>
<updateAccountValue key=RealCurrency, value=CAD, currency=CAD, accountName=DU4825409>
<updateAccountValue key=RealCurrency, value=EUR, currency=EUR, accountName=DU4825409>
<updateAccountValue key=RealCurrency, value=JPY, currency=JPY, accountName=DU4825409>
<updateAccountValue key=RealCurrency, value=USD, currency=USD, accountName=DU4825409>
<updateAccountValue key=RealizedPnL, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=RealizedPnL, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=RealizedPnL, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=RealizedPnL, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=RealizedPnL, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=SegmentTitle-P, value=Crypto at Paxos, currency=None, accountName=DU4825409>
<updateAccountValue key=SegmentTitle-S, value=CFD, currency=None, accountName=DU4825409>
<updateAccountValue key=StockMarketValue, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=StockMarketValue, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=StockMarketValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=StockMarketValue, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=StockMarketValue, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=TBillValue, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=TBillValue, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=TBillValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=TBillValue, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=TBillValue, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=TBondValue, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=TBondValue, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=TBondValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=TBondValue, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=TBondValue, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=TotalCashBalance, value=998702.8855, currency=BASE, accountName=DU4825409>
<updateAccountValue key=TotalCashBalance, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=TotalCashBalance, value=974715.2978, currency=EUR, accountName=DU4825409>
<updateAccountValue key=TotalCashBalance, value=2401665.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=TotalCashBalance, value=6202.962, currency=USD, accountName=DU4825409>
<updateAccountValue key=TotalCashValue, value=998702.89, currency=EUR, accountName=DU4825409>
<updateAccountValue key=TotalCashValue-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=TotalDebitCardPendingCharges, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=TotalDebitCardPendingCharges-P, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=TradingType-S, value=STKNOPT, currency=None, accountName=DU4825409>
<updateAccountValue key=UnrealizedPnL, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=UnrealizedPnL, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=UnrealizedPnL, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=UnrealizedPnL, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=UnrealizedPnL, value=0.00, currency=USD, accountName=DU4825409>
<updateAccountValue key=WarrantValue, value=0.00, currency=BASE, accountName=DU4825409>
<updateAccountValue key=WarrantValue, value=0.00, currency=CAD, accountName=DU4825409>
<updateAccountValue key=WarrantValue, value=0.00, currency=EUR, accountName=DU4825409>
<updateAccountValue key=WarrantValue, value=0.00, currency=JPY, accountName=DU4825409>
<updateAccountValue key=WarrantValue, value=0.00, currency=USD, accountName=DU4825409>
<updatePortfolio contract=<ib.ext.Contract.Contract object at 0x000001D55FC33C40>, position=-24994, marketPrice=1.13112495, marketValue=-28271.34, averageCost=1.1307192, unrealizedPNL=-10.14, realizedPNL=-8.45, accountName=DU4825409>
<updateAccountTime timeStamp=14:57>
<updatePortfolio contract=<ib.ext.Contract.Contract object at 0x000001D55FC48190>, position=-21000, marketPrice=114.7475052, marketValue=-2409697.61, averageCost=114.365, unrealizedPNL=-8032.61, realizedPNL=0.0, accountName=DU4825409>
<updateAccountTime timeStamp=14:56>
<updateAccountTime timeStamp=14:57>
<accountDownloadEnd accountName=DU4825409>
<contractDetails reqId=16777216, contractDetails=<ib.ext.ContractDetails.ContractDetails object at 0x000001D55FC482B0>>
<contractDetailsEnd reqId=16777216>
<backtrader.feeds.ibdata.IBData object at 0x000001D55FC26EE0> *** DATA NOTIF: DELAYED
<marketDataType reqId=16777217, marketDataType=1>

What could be the problem?

d08 · Dec 27, 2021

Too many requests in quick succession perhaps?

rudj87 · Dec 27, 2021

d08 said:
Too many requests in quick succession perhaps?

Do you mean because of the timeframe in seconds?

d08 · Dec 27, 2021

It doesn't matter if seconds or minutes or days.
I'm also curious why it's doing any switching between Delayed and Live.
No clue what's going on underneath with backtrader. My recommendation would be to use the native IB API or ibpythonic so you can talk using the API directly.

rudj87 · Dec 27, 2021

according to the Backtrader documentation, it's in DELAYED mode when it's downloading the historical data and when it finishes it switches to LIVE.
I'm using IbPY because was in the Backtrader documentation. Is there any test that I can do to find out what's the problem?

d08 · Dec 27, 2021

IbPy has long been abandoned. Not sure what BackTrader does when switching between delayed and live, it's not really required for the IB API.
My suggestion is to look at the native IB API examples and try the same thing without the added complexity from IbPy and BT.

rudj87 · Dec 27, 2021

I tried to study the ib API, but I'm a beginner, at the moment I can't understand that documentation. Anyway, I've just noticed that with the TWS it works well, I don't understand why with ibgateway it works just sometimes...

d08 · Dec 27, 2021

Check versions. For API purposes, TWS and Gateway are exactly the same. Another issue can be if you're requesting data both in your real and paper account at the same time.

nooby_mcnoob · Dec 28, 2021

don't use backtrader, write ur own