Hello,
I am using Backtrader to trade live using the Interactive Brokers data feeds. When trading on a handful of data feeds, the notify_order method is called quickly and everything works according to the documentation. However, when I bump up my live data feeds to about 90, the notify_order method is never called most of the time but there has been times where it is called but extremely delayed (30 minutes after submitting and order and seeing that the order got filled on Interactive Brokers TWS). What can be the reason? It is a simple strategy where I just send buy/sell orders and wait for them to come through as order.Completed in the notify_order method to log the price at which it was executed at.
Thank you