IBKR not getting live data

Raylan

Hi,

I have been unable to get LIVE data from IBKR. Am trading ES futures.

I can get historical data. That all works fine, but once i try to get LIVE data the feed is stuck on DELAYED, and I'm not getting any data at all.

I have looked in earlier topics and I did see the issue come up, but I didn't see a solution that worked for me. Any ideas would be greatly appreciated.

The main part of my code

    cerebro = bt.Cerebro(stdstats=True, tradehistory=True)
    store = bt.stores.IBStore(host="127.0.0.1", port=7497, clientId=35)
    cerebro.broker = store.getbroker()
    stockkwargs = dict(
        timeframe = bt.TimeFrame.Ticks,
        useRTH = False,
        rtBar = False,
        #backfill_start=False, 
        #backfill=False
        #historical = True,  # only historical download
        #fromdate = fromdate,  # get data from..
        #todate = todate,
        )
    data = store.getdata(dataname='ES-FUT-GLOBEX-USD-202212-50', **stockkwargs)
    cerebro.resampledata(data, timeframe=bt.TimeFrame.Seconds, compression=10)
    cerebro.addwriter(bt.WriterFile, csv=True, out='output.csv'.format('ES'))
    cerebro.addstrategy(Levels)
    cerebro.addobserver(bt.obs.Trades) 
    cerebro.addanalyzer(trade_list, _name="trade_list")
    result = cerebro.run()

Raylan

Not sure how to edit. But I forgot to add that the above I'm running on my paper account. I do however have a funded account and market data subscriptions, so I do get live futures data on the paper account in TWS.

Lennie

I just made a through post for this

related posts [106455, 10384, 12483, 6138, 6522106455, 10384, 12483, 6138, 6522]

It is possible the answer is an update to IB API that doesn't accept GMT timezone for backfilling. (after version 10.16)

currently the only fix I could find is to remove backfilling.

setting the data args backfill_start=False, backfill=False fixes the hanging problem but creates other problems if backfilling data is required for indicators

Lennie

This post is deleted!