[IB Feed] Subscription is not canceled on Bust error (err 10225)

[vladisld]

Community Forum Discussion:

• https://community.backtrader.com/topic/2300/ib-realtimebar-subscription-stops-during-the-trading-session-due-to-bust-events

• https://groups.io/g/twsapi/topic/69943076

Description

Up to the TWS API v972, IB realtimeBar subscriptions could stop working during the trading session and no error notification was sent to the application. This happens because of what's called 'busts' events.

Upon bust event the current data subscription should be first canceled, before issuing a new subscription request

The original 'fix' for handling bust events missed this part.

Erroneous behavior

Upon bust event the IB log will show that new subscription request was sent, however in some cases data subscription will not be renewed due to the race condition on IB server side.