Lean.Brokerages.InteractiveBrokers
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InteractiveBrokers Brokerage Plugin
Currently in lean, there is no way to ensure a specific trade will actually fill. Through [this](https://interactivebrokers.github.io/tws-api/margin.html) ibkr tws api functionality it is possible to know if a specific trade...
Disable subscribe symbol if end with CNT #### Related Issue Brokerages.InteractiveBrokers #131 #### Motivation and Context If symbol end with CNT, qc deploy will throw exception. In this PR, when...
#### Expected Behavior The algorithm Log includes the "No market data during competing live session" message. #### Actual Behavior "No market data during competing live session" is only sent to...
#### Expected Behavior The algorithm state matches the IB portfolio, #### Actual Behavior We have observed the following case: No positions at 5:21Z: > 2024-11-26T05:21:37.3783447Z TRACE:: InteractiveBrokersBrokerage.HandlePortfolioUpdates(): Contract: FUT MNQ...
#### Expected Behavior When subscribing to minute-resolution data, we receive one data point per minute. #### Actual Behavior Algorithm has consistently received one bar at the zeroth second and at...
#### Expected Behavior "No security definition" doesn't raise an exception for non-tradable asset. > Any symbol ending in "..CNT" represents a non-tradable Escrow entitlement (potential future distribution) resulting from a...
#### Expected Behavior Receive a Disconnection event prior to a reconnection event. #### Actual Behavior When we receive this disconnection event: ``` 2024-10-31T12:16:39.1238952Z TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: -1 ErrorCode: 1100 -...
The five-second delay is not enough: 2025-10-17T**20:00:01.1531836**Z TRACE:: BrokerageTransactionHandler.Process(): 10/17/2025 20:00:01 UTC: Submit Order: (9) - OrderId: 9 (BrokerId: ) New MarketOnOpen order for -2905 units of INTC Status: Unprocessed...
In the documentation, it's mentioned that IB accounts enrolled in the Insured Bank Deposit Sweep Program (**IBDSP**) are not supported. Quote: > "Insured Bank Deposit Sweep Program > LEAN doesn't...
After a historical data request for EURUSD, the algorithm times out because we haven't received a response: 2025-10-29T**20:43:41**.7887769Z TRACE:: InfluxDbHistoryProvider.GetHistory(): EURUSD 8G Forex 2025-10-27T04:00:00.0000000Z to 2025-10-29T20:37:48.5560823Z. QuoteBar. Quote. Daily 2025-10-29T20:43:41.7889630Z...