Interactive Brokers EOD bar discrepancy

[tomek-r]

Bug Report

Use this template only for issues that fit the Bug definition.

Term	Definition
Bug	Behavior that contradicts the platform’s documented or intended design as per code, docs, or specs. (i.e., the implementation is incorrect.)
Expectation mismatch	Behavior that follows the platform’s documented or intended design but differs from what you expected. (i.e., the design/spec might be the problem.)
Enhancement request	A request for new functionality or behavior that is not implied by existing design. (i.e., “It would be great if the platform could…”)

Note:

• Submitting this issue automatically applies the bug label.
• bug-labeled issues are triaged with higher priority because they require corrective implementation work.
• Expectation mismatches and design-level concerns should be opened as Discussions, or RFCs instead, where they can be validated and discussed to consensus before any work is scheduled.
• The absence of a feature is typically not an expectation mismatch, and should be filed as an enhancement request.

Confirmation

Before opening a bug report, please confirm:

• I’ve re-read the relevant sections of the documentation.
• I’ve searched existing issues and discussions to avoid duplicates.
• I’ve reviewed or skimmed the source code (or examples) to confirm the behavior is not by design.
• I’ve tested this issue using a recent development wheel (dev develop or a nightly) and can still reproduce it.

Checking a recent development wheel can save time because the issue may already have been fixed.
You can install a development wheel by running:

pip install -U nautilus_trader --pre --index-url https://packages.nautechsystems.io/simple

See the development-wheels section for more details.

Expected Behavior

I can receive EOD bar data.

Actual Behavior

No EOD bar data received.

Steps to Reproduce the Problem

1. Go to example code which shows how to use Interactive Brokers provider for live trading i.e https://github.com/nautechsystems/nautilus_trader/blob/develop/examples/live/interactive_brokers/connect_with_tws.py
2. Add strategy that only prints bar from on_bar callback
3. Check the received sequence against EOD bar

Code Snippets or Logs

Assuming the EOD bar is at 11:59 am (1 minute time frame):

time: 2025-05-26T11:57:00-05:00
time: 2025-05-26T11:58:00-05:00

There is no 11:59:00 bar being received.

In TWS you can check that it exists:

Specifications

• OS platform: MAC
• Python version: 3.12
• nautilus_trader version: 1.216.0