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24h data stream from IB, connection problems



  • Hello,

    As I have partially posted on other threads, I have been testing the connection between IB and bt and want to assure 24h data stream. For that, I have been using ibtest.py and running it with ibtest.py --port 4002 --data0 EUR.USD-CASH-IDEALPRO --data1 USD.JPY-CASH-IDEALPRO --resample --timeframe Seconds --compression 5 --broker --trade --stake 50000

    After IB server restart, bt connection to IB gateway is established ( or maybe not but at least IB gateway still shows 1 connected client) but there is no data stream anymore. I would like to find out if this is an already existing problem, if yes, is there any workaround for this.

    I have been doing this test with my paper trading account.

    I presume the problem is due to IB server restart since this occurs mostly in IB server restart times. ( around 04:35 UTC ).

    1.134284, Data0, 9020, 736936.1903356481, 2018-08-30T04:34:05.000000, 1.17, 1.17, 1.16998, 1.17, 0.0, 0, 1.169966
    1.134436, Data1, 8908, 736936.1903356481, 2018-08-30T04:34:05.000000, 111.644, 111.644, 111.643, 111.643, 0.0, 0, nan
    1.083455, Data0, 9021, 736936.1903935185, 2018-08-30T04:34:10.000000, 1.16998, 1.17005, 1.16998, 1.17005, 0.0, 0, 1.1699860000000002
    1.083587, Data1, 8909, 736936.1903935185, 2018-08-30T04:34:10.000000, 111.642, 111.642, 111.641, 111.641, 0.0, 0, nan
    1.963113, Data0, 9022, 736936.190451389, 2018-08-30T04:34:15.000000, 1.17004, 1.17007, 1.17003, 1.17007, 0.0, 0, 1.170012
    6.963257, Data1, 8909, 736936.1903935185, 2018-08-30T04:34:10.000000, 111.642, 111.642, 111.641, 111.641, 0.0, 0, nan
    7.250003, Data0, 9022, 736936.190451389, 2018-08-30T04:34:15.000000, 1.17004, 1.17007, 1.17003, 1.17007, 0.0, 0, 1.170012
    2.25016, Data1, 8910, 736936.1905092592, 2018-08-30T04:34:20.000000, 111.642, 111.642, 111.642, 111.642, 0.0, 0, nan
    ***** STORE NOTIF: <error id=-1, errorCode=1100, errorMsg=Connectivity between IB and Trader Workstation has been lost.>
    ***** STORE NOTIF: <error id=-1, errorCode=1100, errorMsg=Connectivity between IB and Trader Workstation has been lost.>
    


  • have tested this time with IB's Europe server instead of America. Still same results.



  • Has anyone ever managed to run backtrader with IB 24h without any data streaming issues as described here?