Only getting data when 'rubbing' wires
You need to connect three wires: CAN-H, CAN-L, and ground. The CAN lines are differential, but they are still ground-referenced. That's another way of saying that your CAN receiver probably has a limited common mode input range.

If you do have ground connected, then you are not making good connections to the CAN lines. Make sure the clips are digging into the bare wires properly. Make sure that the teeth of the clips are on the wires, then manually squeeze the clips together more.

Also make sure you don't have the CAN lines flipped. The best way to identify the lines is to look at their voltages on a scope. When the bus is idle, both lines will be at the same voltage, usually around 2.5&nbsp;V. When the bus is in the dominant state, then CAN-H should be about 1.8&nbsp;V higher than CAN-L.

Keep the total wire length from the car wires to your receiver short. CAN is not meant to be in a star configuration, which is what you are creating. CAN will still work if the stubs are short enough. The CAN bus will already have a terminator at each end, so make sure your receiver does not have any terminator enabled. Some receivers have the option for this. Remember that in CAN, it is the bus that is terminated, not individual devices.