I can't establish FX market data subscriptions against paper account TWS. I had this working previously, now it stopped working and I can't figure out what change on my side caused this.
Can someone please let me know what I am doing wrong?
Thanks.
Code with dummy mean reverting strat:
import backtrader as bt
import meanrev as mr
def run(args=None):
cerebro = bt.Cerebro()
store = bt.stores.IBStore(host='127.0.0.1', port=4002, clientId=None, reconnect=100, timeout=3.0, _debug=False)
for sym,config in mr.syms.items():
print('starting strategy for ' + sym)
data = store.getdata(dataname=f"{sym}-CASH-IDEALPRO", tradename=f"{sym[:3]}-CFD-SMART-{sym[4:]}", timeframe=bt.TimeFrame.Ticks)
cerebro.resampledata(data, timeframe=bt.TimeFrame.Seconds, compression=30)
cerebro.addstrategy(mr.MeanRevStrat, md=data, sym=sym, config=config)
cerebro.broker = store.getbroker()
cerebro.run()
if __name__ == '__main__':
run()
From IB logs API:
10:21:34:256 <- 20-5-16777228-12087792-EUR-CASH--0.0---IDEALPRO--USD-EUR.USD-EUR.USD-0-20220914 09:21:33 GMT-30 secs-28800 S-0-BID-2-
10:21:34:277 -> 4-2-16777228-10314-End Date/Time: The date, time, or time-zone entered is invalid. The correct format is yyyymmdd hh:mm:ss xxx where yyyymmdd and xxx are optional. E.g.: 20031126 15:59:00 US/Eastern Note that there is a space between the date and time, and between the time and time-zone. If no date is specified, current date is assumed. If no time-zone is specified, local time-zone is assumed(deprecated). You can also provide yyyymmddd-hh:mm:ss time is in UTC. Note that there is a dash between the date and time in UTC notation.-
venv depedencies:
backtrader 1.9.76.123
cycler 0.11.0
fonttools 4.33.3
ibapi 9.81.1.post1
IbPy2 0.8.0
kiwisolver 1.4.3
matplotlib 3.5.3
numpy 1.23.0
packaging 21.3
pandas 1.4.3
Pillow 9.2.0
pip 22.0.2
pyparsing 3.0.9
python-dateutil 2.8.2
pytz 2022.1
setuptools 59.6.0
six 1.16.0
TWS versions:
Build 10.18.1d, Sep 13, 2022 3:41:49 PM
Jolt Build 1.18.9, Jul 5, 2022 05:27:19 PM
Nia Build 2.24.2, Jan 17, 2022 05:48:10 PM
ModelNav Build 1.13.2, Jan 24, 2022 04:59:21 PM
Riskfeed Build 2.45.3, Jul 25, 2022 06:42:42 PM