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Debugging Live IB Trading



  • Morning everyone,

    I am in the process of debugging some strategies on a paper account with Interactive Brokers and I keep hitting a snag.

    For some reason when I start the script, it will stay permanently at "Data Delayed". The docs indicate this is when the backfilling occurs and since I'm asking for Realtimebars I realize there are 5 seconds worth of data which need to be filled. The securities I'm trading are quite liquid and I can see trades being executed in the order book.

    I have read about qcheck but as I have played with that I haven't been able to find a working solution. At the moment the best solution I have found is to start the script as the market opens or a few seconds after which isn't ideal for this strategy.

    If someone could point me in the right direction, I'm a little out of ideas after reading the docs & threads.

    https://www.backtrader.com/blog/posts/2016-06-21-livedata-feed/live-data-feed.html

    I will post some debug logs, etc later when it occurs again.


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