Lean.Brokerages.InteractiveBrokers
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IB Orders Rejected By Code 200 Do Not Lean to Algorithm Termination
Expected Behavior
If an order placed to IB is not accepted because of "No security definition has been found for the request", it is set to invalid.
Actual Behavior
If an order placed to IB is not accepted because of "No security definition has been found for the request", it is marked as an exception and the algorithm is terminated.
Potential Solution
If the error message comes from IBPlaceOrder, the order is set to Invalid.
Checklist
- [x] I have completely filled out this template
- [x] I have confirmed that this issue exists on the current
masterbranch - [x] I have confirmed that this is not a duplicate issue by searching issues
- [x] I have provided detailed steps to reproduce the issue
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