IB data collection for CL seems to be stuck for me and would appreciate any suggestions to help troubleshoot. I'm not currently an active subscriber at this time as I want to confirm setup, data collection, etc.
- Running on cloud server
- IB gateway running against live account (only one account setup)
- Subscribe to NYMEX data in IB
Steps completed so far:
- Completed steps in the notebook to define universe of CL futures and create database
- Limited started date to Jan 1, 2023 (to help reduce the data collection)
- Kicked off collection process
The detailed log repeats versions of the following:
- Retrying historical data request for 7D to 1min of BID_ASK for CLXX FUT ending YYYYMMDD after no response received from IBKR after XX seconds
- ibg1 client XXXX got IBKR message code 366: No historical data query found for ticker id: XX
- Historical Market Data Service error message: API historical data query cancelled
Then after several versions of the above in the log, it shows "Exception in thread historical_data_request_worker" and then "TimeoutError: waiting for next gateway for more than 5 minutes, this is probably a bug"
Then seems to restart and go through the same cycle as above.
I'm assuming there is a step that I'm missing or something in the config/setup that I need to correct. Appreciate any guidance.