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Published 20 hours ago • verified publisher icon QuantConnect

Handle multiple securities under the same symbol

Open jhonabreul opened this issue 7 months ago • 0 comments

Example: DAX futures has DAX, Mini DAX and Micro DAX (which in Lean are "FDAX", "FDXM", and "FDXS", respectively) under the same symbol ("DAX") but they differ on their contract multiplier and trade class.

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Related: https://github.com/QuantConnect/Lean/pull/8732 https://github.com/QuantConnect/Lean.Brokerages.InteractiveBrokers/pull/160

Potential solution

Refactor the symbol map dictionary so that a single IB symbol can be mapped to multiple Lean symbols. WIth this, the correct multiplier will be used to create the correct IB contract to make requests.

jhonabreul avatar Apr 29 '25 19:04 jhonabreul