Handle Ambiguous Contract Description

[AlexCatarino]

Expected Behavior

If we get the "ambiguous contract description" error, we try to choose the correct contract.

Actual Behavior

LEAN exist.

2025-01-08T17:16:52.0276524Z TRACE:: EventBasedDataQueueHandlerSubscriptionManager.Subscribe(): SPY 250108C00591000 2025-01-08T17:16:52.0285534Z TRACE:: InteractiveBrokersBrokerage.Subscribe(): Subscribe Request: SPY 250108C00591000 2025-01-08T17:16:52.0319947Z TRACE:: InteractiveBrokersBrokerage.GetContractDetails(): SPY 250108C00591000 (OPT SPY USD Smart) 2025-01-08T17:16:52.8429421Z TRACE:: InteractiveBrokersBrokerage.GetContractDetails(): clientOnContractDetails event: OPT SPY USD SMART 20250108 591 C SPY 2025-01-08T17:16:52.8435285Z TRACE:: InteractiveBrokersBrokerage.GetContractDetails(): contracts found: 2 2025-01-08T17:16:52.8468728Z TRACE:: InteractiveBrokersBrokerage.Subscribe(): Subscribe Processed: SPY 250108C00591000 (OPT SPY USD Smart 20250108 591 C) # 5. SubscribedSymbols.Count: 1 2025-01-08T17:16:52.8484828Z TRACE:: DataManager.AddSubscription(): Added SPY 250108C00591000,#0,SPY,Minute,QuoteBar,Quote,Raw,OpenInterest. Start: 1/8/2025 5:16:52 PM. End: 12/31/2050 5:00:00 AM 2025-01-08T17:16:52.8541028Z TRACE:: DataManager.AddSubscription(): Added SPY 250108C00591000,#0,SPY,Minute,TradeBar,Trade,Raw,OpenInterest. Start: 1/8/2025 5:16:52 PM. End: 12/31/2050 5:00:00 AM 2025-01-08T17:16:52.8555233Z TRACE:: DataManager.AddSubscription(): Added SPY 250108C00591000,#0,SPY,Minute,OpenInterest,OpenInterest,Raw,OpenInterest,Internal. Start: 1/8/2025 5:00:00 AM. End: 12/31/2050 5:00:00 AM 2025-01-08T17:16:53.2809796Z TRACE:: EventBasedDataQueueHandlerSubscriptionManager.Subscribe(): SPY 2025-01-08T17:16:53.2814848Z TRACE:: InteractiveBrokersBrokerage.Subscribe(): Subscribe Request: SPY 2025-01-08T17:16:53.2823305Z TRACE:: InteractiveBrokersBrokerage.GetContractDetails(): SPY (STK SPY USD Smart) 2025-01-08T17:16:53.3568480Z TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: 5 ErrorCode: 200 - The contract description specified for SPY is ambiguous.. Origin: [Id=5] Subscribe: SPY 250108C00591000 (OPT SPY USD Smart 20250108 591 C) 2025-01-08T17:16:53.3605450Z ERROR:: Brokerage.OnMessage(): Error - Code: 200 - The contract description specified for SPY is ambiguous.. Origin: [Id=5] Subscribe: SPY 250108C00591000 (OPT SPY USD Smart 20250108 591 C)

Potential Solution

N/A. Perhaps we can do something when we find more than one. 2025-01-08T17:16:52.8435285Z TRACE:: InteractiveBrokersBrokerage.GetContractDetails(): contracts found: 2

Reproducing the Problem

# region imports
from AlgorithmImports import *
# endregion
class AmbiguousContractDescription(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2025,1,8)
        self.add_option_contract(
            Symbol.create_option(
                Symbol.create("SPY", SecurityType.EQUITY, Market.USA), Market.USA,
                OptionStyle.AMERICAN, OptionRight.CALL, 591, self.start_date
            )
        )

Checklist

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• [x] I have provided detailed steps to reproduce the issue