Trade with IB paper account that not subscribed to Live Data

arikenig

Hi backtraders,

I manage to backtest my strategy using IB Live account (port-7497).
But when trying to run my strategy on the paper account I'm getting below message:
*****STORE NOTIF:<error id=16777217, errorCode=10168, errorMsg=Requested market data is not subscribed. Delayed market data is not enabled>

I'm using the test code that in
https://github.com/mementum/backtrader/blob/master/samples/ibtest/ibtest.py

End getting below error:
<error id=16777217, errorCode=10168, errorMsg=Requested market data is not subscribed. Delayed market data is not enabled

Any idea how can I run it even if if i'm not subscribed - to run it on delayed data..

Thanks,
Arik

arikenig

@arikenig
I'm using below arguments:
ibtest.py --port 7497 --data0 AAPL-STK-SMART-USD --resample --timeframe Seconds --broker --trade

and below is the full output:

--------------------------------------------------
Strategy Created
--------------------------------------------------
Timezone from ContractDetails: EST (Eastern Standard Time)
Datetime, Open, High, Low, Close, Volume, OpenInterest, SMA
***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture.nj>
***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:hfarm>
***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm.nj>
***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:eufarm>
***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:jfarm>
***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfuture>
***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cashfarm>
***** STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:usfarm>
***** STORE NOTIF: <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:euhmds>
***** STORE NOTIF: <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds.nj>
***** STORE NOTIF: <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:fundfarm>
***** STORE NOTIF: <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:ushmds>
***** STORE NOTIF: <error id=-1, errorCode=2158, errorMsg=Sec-def data farm connection is OK:secdefnj>
***** DATA NOTIF: DELAYED
***** STORE NOTIF: <error id=16777217, errorCode=10168, errorMsg=Requested market data is not subscribed. Delayed market data is not enabled>

arikenig

Thanks EMR for your comment,

I searched where backtrader use reqMarketDataType & added a breakpoint there
I checked the flow of the test strategy and I don't see that it call ...Python38\site-packages\ib\ext\EClientSocket.py - method: reqMarketDataType
I've also opened both Live & paper in my machine but still getting the same error - errorCode=10168, errorMsg=Requested market data is not subscribed
which after that it not continue.
I'm expecting to get into next method but it stucked in load data:
below the stack that it never get out of it:

_load, ibdata.py:446
load, feed.py:479
next, feed.py:407
_runnext, cerebro.py:1542
runstrategies, cerebro.py:1298
run, cerebro.py:1127
runstrategy, ibtest.py:336
<module>, ibtest.py:558

It never exit line 1506 in cerebro.py file:

code_text
```        while d0ret or d0ret is None: