Well, I tried, I'll provide everything here and its up to the community to use/develop it or not.

@alexbrillant the YYYYMM format for Futures is incorrect, it needs to be YYYYMMDD

@vladisld I'm still learning python.

I used ibpythonic because it wouldn't require as much changes to the existing code comparing to a complete transition to
the official TWS api (which right now is beyond my abilities).

Also, I decided to start doing this because.. well.. nobody else did. IbPy is quite old (2015 if memory serves), there's a lot of new functionality we could be using in BT by transitioning to the TWS api. The way I'm implementing this is by keeping the old ibbroker/ibstore/ibdata files and doing everything in a copy of these files. I'll try to rename all functions in the new files so they won't interfere with the old versions, meaning one could use the old or the new, their choice.

Let me do some cleanup and I'll place the 3 files here, you can review/change and place in your github repo (backtrader2).

Seriously, no interest at all?

And where are you initializing the data feeds?

Orders seem to work fine, moving on to contract request rework by using separate fields for sectype, symbol, exchange, currency, local_symbol, expiry_date, multiplier, etc, instead of a very weird 'name' conversion.

After this is done, I'll look into news feeds & market signals requests, the idea is to have a separate function for each (like next(): market_signals() && news_feeds() and possibly acting on them separately)

If someone's interested in any of this - let me know.

So, I've made some progress, historical downloads now resume normally, I had to pass the historicalDataEnd() message to the Queue and check the message type. Now I'm onto ibbroker and orders, hopefully all will go well. Updates to follow.

@iswrapper
@ibregister
def historicalDataEnd(self, msg):
    ## For multi-tiered downloads we'd need to rebind the queue to a new
    ## tickerId (in case tickerIds are not reusable) and instead of putting
    ## None, issue a new reqHistData with the new data and move formward
    tickerId = msg.reqId
    q = self.qs[tickerId]
    self.histfmt.pop(tickerId, None)
    self.histsend.pop(tickerId, None)
    self.histtz.pop(tickerId, None)
    kargs = self.histexreq.pop(tickerId, None)
    if kargs is not None:
        self.reqHistoricalDataEx(tickerId=tickerId, **kargs)
        return
    else:
        msg.start = None
        msg.end = None
        # <historicalDataEnd reqId=16777220, start=None, end=None>
        # Put this message on the queue, check it's type @ ibdata->_load() -> elif self._state == self._ST_HISTORBACK:
        q.put(msg)

        if self.validQueue(q):
            self.cancelQueue(q, False)


@ibregister
def historicalData(self, msg):
    '''Receives the events of a historical data request'''

    # For multi-tiered downloads we'd need to rebind the queue to a new
    # tickerId (in case tickerIds are not reusable) and instead of putting
    # None, issue a new reqHistData with the new data and move formward
    tickerId = msg.reqId
    q = self.qs[tickerId]
    msg_date = msg.bar.date # 'BarData' object

    dtstr = msg.bar.date
    if self.histfmt[tickerId]:
        sessionend = self.histsend[tickerId]
        dt = datetime.strptime(dtstr, '%Y%m%d')
        dteos = datetime.combine(dt, sessionend)
        tz = self.histtz[tickerId]
        if tz:
            dteostz = tz.localize(dteos)
            dteosutc = dteostz.astimezone(UTC).replace(tzinfo=None)
            # When requesting for example daily bars, the current day
            # will be returned with the already happened data. If the
            # session end were added, the new ticks wouldn't make it
            # through, because they happen before the end of time
        else:
            dteosutc = dteos

        if dteosutc <= datetime.utcnow():
            dt = dteosutc

        msg.bar.date = dt # msg.date -> msg.bar.date
    else:
        msg.bar.date = datetime.utcfromtimestamp(long(dtstr))

    q.put(msg)



        # . . . . . . . . . Functions in ibdata->_load() before this one:

        elif self._state == self._ST_HISTORBACK:
            msg = self.qhist.get()
            if msg is None:  # Conn broken during historical/backfilling
                #print("_load _ST_HISTORBACK msg is None; DISCONNECTED")

                # Situation not managed. Simply bail out
                self._subcription_valid = False
                self.put_notification(status=self.DISCONNECTED)
                return False  # error management cancelled the queue

            # . . . . . . . . . Functions in between

            msgType = msg.__class__.__name__
            if msgType == "HistoricalDataEnd":
                #print("Historical data download end, continuing...")
                pass
            else:
                if msg.bar.date is not None: # msg.date -> msg.bar.date
                    #print("_load date is not None; _load_rtbar #2, hist=True: {}".format(msg))
                    if self._load_rtbar(msg, hist=True):
                        #print("_load date _load_rtbar() returned True; True")
                        return True  # loading worked

                    # the date is from overlapping historical request
                    #print("_load date _load_rtbar() returned False, continuing")
                    continue

            # . . . . . . . . . Functions after

Check the next bar prices, they will match.
For example you place order on 1st, you see price "x", however, the order will execute on the next daily bar with its prices.

@baykids4 Also, the samples are very helpful, once you read them .. you'll start getting it.

I also thought I'd need someone to help teach me, however, after reading the source code of bt a few times (and learning python in the mean time), I started to do what I need myself.