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Hi
Im already checking for BidSize but still getting non-tradable.
Some idea what's wrong?
Thankx Carsten
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Varad Kabade
Hi Carsten,
Thank you for your patience.
The above error occurs when the algorithm is trying to place orders for a security that has been removed from the universe. The error can be thrown when placing orders on an expired contract in the case of options. To resolve this, we recommend removing the part where we remove the contracts inside the GetOption method.
Refer to the attached backtest.
Best,
Varad Kabade
Carsten
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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