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Hi,
I have opened 2 subaccounts with one user on IB.
I have deployed one algo on QC.
I am trying to deploy second to live trading using Lean.
The problem is that I get an meesage that session is already opened.
It seems that Lean is trying to start live mode with the same API id as the first strategy.
I haven;t tried, but I assume I would get the same error if I try to deploy second algo on QC.
How can I change the API client ID so that I can run 2 strategies simultonesly? I can't see client ID option in lean.json?
Jasper van Merle
Hi Mislav,
LEAN doesn't allow changing the client id and always uses id 0, because of the limitation that only clients with id 0 can cancel/modify existing orders created in TWS.
Mislav Sagovac
Hi @Jasper,
I didn't know about this limitation.
What if I don't modify my orders in algo (e.g. if I only use MarketOrders)?
The problem with multiple users is tha I have to pay for subscription in user base. If I have more users I have to pay more money for data even if I use only very short history of data. For example I use only 100 bars in History.
Jared Broad
Can you use QC's data feed in the cloud?
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Mislav Sagovac
I use QC feed in the cloud, but I plan to run this algo locally using Lean and I can't use QC data with Lean, only IB data. The only reason I run it locally are R functoins are call using POST requests.
Mislav Sagovac
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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