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Published 20 hours ago • verified publisher icon QuantConnect

Implement IB Fix Connection

Open Martin-Molinero opened this issue 1 year ago • 0 comments

Expected Behavior

  • Implement IB Fix Connection

See https://www.interactivebrokers.com/download/IB_FIX_Manual.pdf

See existing brokerage fix connection we already support, https://github.com/QuantConnect/Lean.Brokerages.Wolverine, https://github.com/QuantConnect/Lean.Brokerages.RaiffeisenBankInternational https://github.com/QuantConnect/Lean.Brokerages.TradingTechnologies

  • Todo start thinking, designing an abstracted base brokerage fix implementation - ideally we pass in a config, fix version - minor overloading/handling for some special behavior or api call on each brokerage

Martin-Molinero avatar Jun 07 '24 22:06 Martin-Molinero