Lean.Brokerages.InteractiveBrokers
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QuantConnect
InteractiveBrokers Brokerage Plugin
#### Expected Behavior Able to download options data on IBKR #### Actual Behavior Runtime exception looking up IBKR Symbols ``` 20240514 21:08:17.198 TRACE:: InteractiveBrokersBrokerage.LookupSymbols(): Requesting symbol list for AAPL ......
#### Expected Behavior Receive a message when the `NormalizePriceToBrokerage` method changes the price. #### Actual Behavior We are not notified about the change. #### Potential Solution Implement the same logic...
#### Expected Behavior Lean logs should be showing UnrealisedPnl and RealisedPnl in their respective columns. #### Actual Behavior The logs have these two swapped. An example of the output I'm...
#### Expected Behavior Be able to use a custom exchange via order properties. #### Actual Behavior The default exchange the Symbol should be routed to is hard-coded as "Smart," and...
Portfolio.Values not shows holding quantities from the broker even though there are holdings. In the example I give it is called from Initialize function but this can happen throughout the...
#### Expected Behavior We can use IB Data Provider with other brokerages. #### Actual Behavior If we deploy an algorithm that adds Futures with IB, we get the following exception:...
#### Expected Behavior Be able to subscribe and warm up more than 300 options. #### Actual Behavior It takes 2.2 seconds to add security, and make a historical request to...
#### Expected Behavior If the data connection is lost, LEAN recovers it. No need to restart the deployment. #### Actual Behavior Apparently the algorithm trading SPX options fails because the...
Hello, it says here that rate limit is 50 messages/3 seconds: https://github.com/QuantConnect/Lean.Brokerages.InteractiveBrokers/blob/65cd739f89ec1fb56803d4b08e7d5b84aa6491b4/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs#L158 however, in IB API documentation it says that the limit is 50 messages/1 second: > Aside from the...
#### Expected Behavior - Can trade cme crypto futures with IB #### Actual Behavior - IB requires mapping ref https://ibkr.info/article/3049 ``` CME (Bitcoin Futures): Enter the underlying symbol BRR in...
