Thank you for the quick reply,
Can you please tell me what to look for in the data feed reference to help me skip backfilling?
Thank you

Hello,
Is there a way to skip backfilling when using IB, and just use the broker for the order execution but not for data feed management?
Thank you

Can you please specify how to activate the option? and how can I know from the messages what is slowing me down?
Thank you

Hello,
I using IB for live trade but the waiting time for backfill is very long(~20 minutes+),
I need daily bars of the last year for my strategy to start so its not many bars but still, I wait a long time,
here is my code :
I have a list of strategies(one in the added example) the symbols are read from csv file(2 in this case), then IB is registered and operated, nothing fancy.
'''
def live_trade():
feed_folder = 'quotes'
constituents = []
constituents.append('SPY')

cerebro = bt.Cerebro()
ibstore = bt.stores.IBStore(host='127.0.0.1', port=8002, clientId=33,notifyall=True)
cerebro.broker = ibstore.getbroker()

lookback = datetime.timedelta(days=200)
strategies = [RiskPair_NN]
for strategy in strategies:
    strats = cerebro.addstrategy(strategy=strategy, timeframe=datetime.timedelta(days=1),optimizing=False,
                                 feed_folder=feed_folder, start_date=datetime.datetime.now() - lookback,\
                                 end_date=datetime.datetime.now())

symbol_list = ['SPY']
for strategy in strategies:
    with open(strategy.get_symbol_list_filename(), 'r') as f:
        reader = csv.reader(f)
        for ticker in reader:
            if len(ticker): symbol_list.append(ticker[0])

symbol_list = set(symbol_list)

for ticker in symbol_list:
    ib_dataname = ticker+'-STK-SMART-USD'
    data = ibstore.getdata(dataname=ib_dataname, name=ticker, clientId=33, reverse=False)
    cerebro.adddata(data)

cerebro.run()

'''
Can anyone share if they have to wait a long time too? can something be done about this?
Please advise,
Thank you.

I have the same problem as reported in the initial post:
in my strategy, I call self.order_target_value(...), when debugging into that function I get to the framework call value = self.broker.getvalue(datas=[data]) , this call returns an invalid value(a very large value, close to the value of the entire portfolio), in my case, it should return 0 since the ticker does not exist in IB portfolio
Can you try and replicate this behavior and fix in case there is a bug?
Thank you

OK, Cheers.

Thx !
Can I set a parameter for the analyzer to constantly update?

Hi,
Is there a way to get the results of an analyzer in the stop() method of the strategy instead of waiting for cerebro.run() to finish?

Thank you

Found the problem, the size parameter cant be float value, even if it is 170.0 it must be converted to an int

Hello,
I use ib as the live broker and everything seems to be ok until I get to the code that actually buys a stock
self.buy(data=self.getdatabyname(ticker), size=100)
I get the error "error() takes 2 positional arguments but 4 were given"
can anyone help?