May be you can help how check type of order that accepted? Because I am updating take profit Limit order by moving average price and every updating of price I receiving new Limit order - previous not replaced.

I understand that this is not bug by backtrader, but anyway maybe someone had the same.

When stock is hold by exchange or sometimes after overnight I see that type of error. How I can catch this?

File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1130, in run
    runstrat = self.runstrategies(iterstrat)
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1301, in runstrategies
    self._runnext(runstrats)
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1545, in _runnext
    drets.append(d.next(ticks=False))
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/feed.py", line 407, in next
    ret = self.load()
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/feed.py", line 479, in load
    _loadret = self._load()
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/alpaca_backtrader_api/alpacadata.py", line 301, in _load
    ret = self._load_tick(msg)
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/alpaca_backtrader_api/alpacadata.py", line 401, in _load_tick
    msg['bidprice'])
KeyError: 'bidprice'

@Ronan-Dunham do you have experience with Alpaca API?

@ab_trader all my questions about orders event handling. But I understand that if I had broker terminal I wasn't confused with logs output and next(). Anyway, thank you for replies!

@ab_trader how to check what minimal timeframe data feed can send?

@Yaroslav-Horyslavets thx for reply. Looks like I can't understand it because I test it without broker platfrom (only live feed) and my logs show after each "next()".

Last 2 days I am testing live data feed. I noticed, that first resample timeframe is major for "next(self):" function. right?
So, if all logic calculates inside of this "loop" it will calculates at the same "speed" as your major timeframe, right?
My major resample timeframe is 1 minute, and when I receive signal my order create and it executes after 1 minute...or I am wrong? On backtesting I didn't understant this moment untill try live data, so looking for asnwer from experienced guys. Thx!

@vladisld thank you for reply. Yes, I was asking about internal timezone for live data feed. So, you need add "tz" argument to Datafactory(tz=timezone). But if you want show in logs same timezone, need add to cerebro.run():

timezone = pytz.timezone("US/Eastern")
cerebro.run(tz=timezone)

With last param I was confused because in logs I saw right timezone, but data feed has different (UTC).

My data feed time in UNIX time 1588157340000 in milliseconds.
Using this site - https://www.epochconverter.com/ I see that this is GMT timezone. How convert to US/Eastern? It's possible?

timezone = pytz.timezone("US/Eastern")
cerebro.run()

This code change timezone for logs, but not for data feed.

2020-05-04, 22:03:35, Price 1.37
2020-05-04, 22:03:37, Price 1.38
2020-05-04, 22:03:40, Price 1.38
2020-05-04, 22:03:49, Price 1.38
2020-05-04, 22:03:51, Price 1.38
2020-05-04, 22:04:01, Price 1.37
2020-05-04, 22:04:03, Price 1.37
2020-05-04, 22:04:04, Price 1.37
2020-05-04, 22:04:05, Price 1.37
2020-05-04, 22:04:06, Price 1.37
2020-05-04, 22:04:08, Price 1.37
2020-05-04, 22:04:09, Price 1.37
2020-05-04, 22:04:13, Price 1.37
2020-05-04, 22:04:18, Price 1.37
2020-05-04, 22:04:21, Price 1.37
2020-05-04, 22:04:23, Price 1.37
2020-05-04, 22:04:24, Price 1.38
2020-05-04, 22:04:25, Price 1.38
2020-05-04, 22:04:40, Price 1.38
2020-05-04, 22:04:44, Price 1.38
2020-05-04, 22:04:54, Price 1.38
2020-05-04, 22:04:56, Price 1.38
2020-05-04, 22:04:58, Price 1.38
Traceback (most recent call last):
"/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1130, in run
    runstrat = self.runstrategies(iterstrat)
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1301, in runstrategies
    self._runnext(runstrats)
  File "/home/x777/anaconda3/envs/env_backtrader/lib/python3.6/site-packages/backtrader/cerebro.py", line 1560, in _runnext
    dt0 = min((d for i, d in enumerate(dts)
ValueError: min() arg is an empty sequence

After random time of running script falling. I saw similar error on forum, but not clear understand why it happens. Can anybody explain me? Thanks!