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I just tried to deploy an algorithm to IBKR, and I received this error: Runtime Error: Requested market data is not subscribed.Delayed market data is available.Error&BEST/STK/Top&BEST/STK/Top. Origin: [Id=3] Subscribe: SPY (STK SPY USD Smart ARCA 0 )
Now I know there are many threads with this error, and I have gone through them and made all the changes.
1. I am subscribed to market data under the same user that I use for quantconnect.
2. I subscribed 2 days ago and I confirmed with IBKR that the subscription is live.
3. I have US securities snapshot and Futures value bundle. and I am trying to access Futures.Currencies.EUR. IBKR rep suggested I try other futures symbols, and I did but same error.
I spent half an hour with a very patient IBKR rep, who eventually told me that there is nothing wrong with my market subscription and I should talk to the API platform. Can anybody please point me in right direction?
Spacetime
Are you using IBKR Paper account to trade?
If so, then you need to ensure the live data feed is ON for your paper account and that it is feeding the subscribed data to your IBKR Paper account.
There should be an option under your IBKR Market Data Subscription to configure the data feed for your paper account.
Derek Melchin
Hi Harsh,
If this is still an issue, please contact support@quantconnect.com with the live deployment attached.
Best,
Derek Melchin
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jared Broad
This is the SPY stock subscription; given you're trying to access futures it's likely you do not have the stock subscription.
This is the benchmark subscription - you can remove the benchmark from your algorithm and it won't require it anymore for live trading, and you won't need the subscription in live trading.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Harsh Shah
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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