Missing admin-bar on subdomain page WP integration

My main WP installation is on www.example.com.

I have a sub-domain page which is like this sub.example.com

In the index.php of the sub-domain I use:

define('WP_USE_THEMES', false);
/** Loads the WordPress Environment and Template */
require( '../wp-blog-header.php' );
/** Loads the header for this page */
require('header.php');

In header I have

<?php wp_head(); ?>

And in the footer

<?php wp_footer(); ?>

The problem I have is that the admin-bar is not loaded and even though I'm logged in on the main site, on the sub-domain this is not recognized.

Is there a way to resolve this issue?