Problem getting data and placing order in live IB

[Steven Johnson]

I AM subscribed to IB live data. I have no problem getting live data when I use IB's native python API - IBJts. However when I try to use Backtrader and ran the following code, I got UNSUBSCRIBED status and can't place order. What am I missing?

Server Version: 76
TWS Time at connection:20200227 21:37:34 EST
***** DATA NOTIF: DELAYED
***** DATA NOTIF: NOTSUBSCRIBED

Process finished with exit code 0

from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import backtrader as bt


class St(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]))
        print(','.join(txt))

    data_live = False

    def notify_data(self, data, status, *args, **kwargs):
        print('*' * 5, 'DATA NOTIF:', data._getstatusname(status), *args)
        if status == data.LIVE:
            self.data_live = True

    def notify_order(self, order):
        if order.status == order.Completed:
            buysell = 'BUY ' if order.isbuy() else 'SELL'
            txt = '{} {}@{}'.format(buysell, order.executed.size,
                                    order.executed.price)
            print(txt)

    bought = 0
    sold = 0

    def next(self):
        self.logdata()
        # if not self.data_live:
        #     return
        #
        # if not self.bought:
        #     self.bought = len(self)  # keep entry bar
        #     self.buy()
        # elif not self.sold:
        #     if len(self) == (self.bought + 3):
        #         self.sell()


def run(args=None):
    cerebro = bt.Cerebro(stdstats=False)
    store = bt.stores.IBStore(port=7497)

    data = store.getdata(dataname='TWTR', timeframe=bt.TimeFrame.Ticks)
    cerebro.resampledata(data, timeframe=bt.TimeFrame.Seconds, compression=10)

    cerebro.broker = store.getbroker()

    cerebro.addstrategy(St)
    cerebro.run()


if __name__ == '__main__':
    run()

[vladisld]

Comparing TWS API logs for both scenarios would probably help.