@hiphopppy Try this: https://discord.gg/n6pVxUNY

@ultra1971 thanks to @dasch i can use
pip install git+https://github.com/ultra1971/backtrader_ib_insync

as a installation method

@hercp, at RTB 5sec level TWS api still deliver a OLHC bar.

But the TWS api implementation under 5 sec deliver price based on tick data. The IBStore (based on IBPy2) pull tickers with tick code= 233 for non "CASH" symbols, take a look into function def reqMktData() and IBData feed take this and calculate a price usinf function def _load_rtvolume():

The IB API tick type documentation is here:
https://interactivebrokers.github.io/tws-api/tick_types.html

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@vladisld It was quite useful. Thank you.

Also, have you had a usecase where you're having data resampled to different timeframes (like you want to get 15m bar of futures and only 5m bar of options for entry based on futures) work?

When I keep all the datafeeds at 5s snapshot, i am receiving data.
But if I keep few feeds at 1s snapshot and few at 5s, I am not receiving any data at all.

Have you faced this?

@li-mike I don't think BT supports "boxed" positions (simultaneous long and short in the same security) but I would think you could fake it by adding the same feed for the security twice and just treating one of them as the long and the other as the short.

@davidavr You can definitely load data in that way. The performance of course will depend on many factors. Let us know how goes.

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@zuj what results are massively different?