Alexandre Catarino

Results 57 comments of Alexandre Catarino

Hi @pranavathreya, please follow the Docs on [how to add indicators](https://www.quantconnect.com/docs/v2/lean-engine/contributions/indicators) to LEAN.

Review: "The Value of Options" ``` TimeValue = Premium - IntrinsicValue -7 = 10 - 17 ``` The premium must be higher than the intrinsic value or the time value...

The link to the custom data: http://www.cboe.com/publish/scheduledtask/mktdata/datahouse/equitypc.csv is dead.

Already implemented by Quantpedia, but I think we could write a tutorial and improve their code since I have spotted some issues.

Hi @violet-day, The OrderProperties has the [Exchange](https://github.com/QuantConnect/Lean/blob/master/Common/Orders/OrderProperties.cs#L35) property. We can use this property to set the [contract.Exchange](https://github.com/QuantConnect/Lean.Brokerages.InteractiveBrokers/blob/master/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs#L2909). We have an example on how to use order properties [here](https://github.com/QuantConnect/Lean.Brokerages.InteractiveBrokers/blob/master/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs#L2527). Good luck!

For combo orders, we could assume the minimum tick is 0.01.

We had a second report today (Jul 22nd, 2024).

LEAN should not trigger soft restart > 2024-08-11T23:51:08.7178800Z TRACE:: InteractiveBrokersBrokerage.StartGatewayRestartTask(): triggering soft restart for data connection if there are no subscriptions: > 2024-08-11T22:11:27.0548386Z TRACE:: CompositeDataQueueHandler.SetJob(): will use ["QuantConnect.DataDistribution.Common.LocalDataDistributionConsumer"] ... >...

@ALENOC , Have you experienced this issue? We don't have recent reports, so we won't address this ticket.

An algorithm placed limit orders to force getting contract details to cache them and the speed increased. 20 orders that fetched contract details took 3.5 seconds against 1.5 seconds of...