Getting wrong values

[shinhwas]

I am trying to integrate with this lib. (Thank you) I am getting wrong value like below. 2022-02-02T19:41:54.263717,-1.000000,-1.000000,-1.000000,-1.000000,67418 2022-02-02T19:41:54.872746,0.000000,0.000000,0.000000,0.000000,0

    datakwargs = dict(
        timeframe=bt.TimeFrame.Seconds, compression=10,
        fromdate=dt_now,
    )

    # data0 = ibdata(dataname='EUR.USD-CASH-IDEALPRO', **datakwargs)
    data0 = ibdata(dataname='MNQ-FUT-GLOBEX-USD-202203-2', **datakwargs)
    cerebro.adddata(data0)

is there anything need to set or fix?

[ultra1971]

Hi,

It appears that this issue is related to IB data, pls check with another symbol to verify.

Also I suggest for this timeframe check the rtbar parameter to setup ibdata function:

• rtbar (default: False) If True the 5 Seconds Realtime bars provided by Interactive Brokers will be used as the smalles tick. According to the documentation they correspond to real-time values (once collated and curated by IB) If False then the RTVolume prices will be used, which are based on receiving ticks. In the case of CASH assets (like for example EUR.JPY) RTVolume will always be used and from it the bid price (industry de-facto standard with IB according to the literature scattered over the Internet) Even if set to True, if the data is resampled/kept to a timeframe/compression below Seconds/5, no real time bars will be used, because IB doesn't serve them below that level

[ultra1971]

Closed