Lean.Brokerages.InteractiveBrokers
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QuantConnect
InteractiveBrokers Brokerage Plugin
#### Expected Behavior When the algorithm places an order, the contract details should have been cached before. #### Actual Behavior The contract details are fetched before we place the orders....
#### Expected Behavior If we deploy an algorithm with an IB account ID, LEAN loads only the capital from that account ID. #### Actual Behavior LEAN loads the capital from...
#### Expected Behavior Be able to trade crypto in an IB account. #### Actual Behavior Not supported. #### Potential Solution Implement crypto support to IB: https://interactivebrokers.github.io/tws-api/cryptocurrency.html #### Reproducing the Problem...
#### Expected Behavior Add possibility to live trade stocks and ETFs listed on LSE and IBIS through Interactive Brokers. Support for backtesting is not in scope. Request similar to https://www.quantconnect.com/forum/discussion/1269/trading-and-back-testing-international-stocks-on-quantconnect/p1...
#### 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...
#### Expected Behavior `IBDownloader` can fetch data from all securities types. https://interactivebrokers.github.io/tws-api/historical_data.html #### Actual Behavior Only forex is supported. #### Potential Solution Extends `IBDownloader` to support all security types. ####...
#### Expected Behavior When LEAN fetches an open order, we get the time is was recorded by IB. #### Actual Behavior The order timestamp is `DateTime.MinValue`. #### Potential Solution ####...
#### Expected Behavior - Implement IB Fix Connection See https://www.interactivebrokers.com/download/IB_FIX_Manual.pdf See existing brokerage fix connection we already support, https://github.com/QuantConnect/Lean.Brokerages.Wolverine, https://github.com/QuantConnect/Lean.Brokerages.RaiffeisenBankInternational https://github.com/QuantConnect/Lean.Brokerages.TradingTechnologies - Todo start thinking, designing an abstracted base brokerage...
Option universe is now file based after https://github.com/QuantConnect/Lean/pull/8212 The idea would be to evaluate whether the brokerage provides any of the data required to generate OptionUniverse files and if so,...
