Hi,
thanks for this thread. The behavior of my system is slightly different. Between -1100 and -1102 I get sometimes some None messages, or one or more RTVolume, - it changes from time to time, - but only during night, when IB is restarting something. When I simulate this case by interrupting the internet-connection everything works as it should work. I testet different versions of TWS/Gateway on Mac against IB papertrading. My fix is similar to @vytautas-a 's one.

I used the quandl python lib, which returns a pandas DataFrame. Renaming columns and then using bt.feeds.PandasData to create a feed.

import quandl
quandl.ApiConfig.api_key = "xxxx"

df = quandl.get_table('SCF/PRICES',  quandl_code='CME_GC1_ON')
df.rename(columns={'settle': 'close','prev_day_open_interest':'openinterest'}, inplace=True)

data = bt.feeds.PandasData(dataname=df.iloc[::-1],datetime="date")