and here is the log. backtrader stops streaming prices after that.

AUD.CAD-CASH-IDEALPRO 2018-08-17 04:37:30 0.95555
AUD.CAD-CASH-IDEALPRO_1m 2018-08-17 04:37:30 0.95555
AUD.CAD-CASH-IDEALPRO_15m 2018-08-17 04:37:30 0.95555


Server Version: 76
TWS Time at connection:20180817 04:38:01 Eastern European Time
***** 2018-08-17 04:38:05.929322 DATA NOTIF: CONNBROKEN
AUD.CAD-CASH-IDEALPRO
***** 2018-08-17 04:38:05.929374 DATA NOTIF: DELAYED
AUD.CAD-CASH-IDEALPRO
AUD.CAD-CASH-IDEALPRO 2018-08-17 04:38:00 0.95559
AUD.CAD-CASH-IDEALPRO_1m 2018-08-17 04:38:00 0.95559
AUD.CAD-CASH-IDEALPRO_15m 2018-08-17 04:38:00 0.95559


***** 2018-08-17 04:38:05.935522 STORE NOTIF: <error id=None, errorCode=None, errorMsg=unpack requires a buffer of 1 bytes>
***** 2018-08-17 04:38:05.935564 STORE NOTIF: <error id=-1, errorCode=504, errorMsg=Not connected>

***** 2018-08-17 04:38:05.936275 STORE NOTIF: <error id=-1, errorCode=502, errorMsg=Couldn't connect to TWS.  Confirm that "Enable ActiveX and Socket Clients" is enabled on the TWS "Configure->API" menu.>
***** 2018-08-17 04:38:05.936309 STORE NOTIF: <error id=-1, errorCode=502, errorMsg=Couldn't connect to TWS.  Confirm that "Enable ActiveX and Socket Clients" is enabled on the TWS "Configure->API" menu.>
***** 2018-08-17 04:38:05.936346 STORE NOTIF: <error id=-1, errorCode=502, errorMsg=Couldn't connect to TWS.  Confirm that "Enable ActiveX and Socket Clients" is enabled on the TWS "Configure->API" menu.>
***** 2018-08-17 04:38:05.936384 STORE NOTIF: <error id=-1, errorCode=2119, errorMsg=Market data farm is connecting:cashfarm>
***** 2018-08-17 04:38:05.936408 STORE NOTIF: <error id=-1, errorCode=2119, errorMsg=Market data farm is connecting:cashfarm>
***** 2018-08-17 04:38:05.936437 STORE NOTIF: <error id=-1, errorCode=2104, errorMsg=Market data farm connection is OK:cashfarm>
***** 2018-08-17 04:38:05.936471 STORE NOTIF: <error id=-1, errorCode=2106, errorMsg=HMDS data farm connection is OK:cashhmds>
***** 2018-08-17 04:38:05.941009 DATA NOTIF: LIVE
AUD.CAD-CASH-IDEALPRO
AUD.CAD-CASH-IDEALPRO 2018-08-17 04:38:30 0.9556
AUD.CAD-CASH-IDEALPRO_1m 2018-08-17 04:38:30 0.9556
AUD.CAD-CASH-IDEALPRO_15m 2018-08-17 04:38:30 0.9556

@backtrader I have experienced the same thing again today at exactly same time (04:38:30). I believe this is due to IB server restart or similar. backtrader stopped streaming again. I had the same problem with my other client in parallel which uses ib_insync. ib_insync client gave an AttributeError saying marketPrice of contract was not available. So I just resubscribed with reqMktData. The stream continued with ib_insync. Does backtrader resubscribe?

I print out the prices every 30 secs and every morning when I check the printout, it stops at some time ( today it was 04:38 utc ). There is no warning/error, the client is still connected to the IB Gateway. In parallel I am running another client app with ib_insync, it keeps streaming.

@backtrader what did you do to reproduce this issue?

I will try to reproduce and provide the results/logs you could need. What will you need to analyze the problem besides API logs/client logs?

Is there any solution for this issue?

@you @Guest have you managed to figure it out somehow?

referring to the code:

data = ibstore.getdata(dataname=instrumentName)
cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=1)
cerebro.replaydata(data, timeframe=bt.TimeFrame.Minutes, compression=5)

it is not obvious to the coder that the replay is done on the resampled data. I thought resampling and replaying were done independently on the tick data. You could probably update the doc to point this out. Thank you for your help.

I have just noticed if I resample tick data to 30 secs first and then replaydata on higher timeframes, the replayed data only updates with 30 secs intervals together with resampled data instead of updating with tick data. Is this a bug or a feature? :D

if still not clear, the strategy has to work on open bar ( which just needs to be updated every 20-30 secs) in low and high timeframes, how would you make it happen with 250ms tick data on backtrader?

@backtrader ... seriously? my approach could be wrong. though do you have anything else in mind as a solution? resampling everything for sure wouldn't work cos recent data plays important role. Is this doable with backtrader or am I simply wasting my time here?

@backtrader seems I was not clear enough. how can I replay on the resampled data? Let's assume the IB tick data arrives every 250ms. Instead of directly replaying on this tick data, I want to first resample the tick data to 30 secs and run replay on 30 sec data. How would that be possible?