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Hi,
When I'm using Market Order or Liquidate I've been getting the error; “Warning: fill at stale price”.
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Varad Kabade
Hi Bahadır Uzel,
The above error occurred due to a data issue which has now been fixed please re-run the algorithm. We are sorry for the inconvenience caused.
Best,
Varad Kabade
Matt Mcwaters
Hey guys still seeing this occasionally! Causing huge drawdowns as I lose 10-12% of my portfolio on a stale price. I want to avoid posting my backtest here if I can, is there any general advice on how to avoid these occurances?
Fred Painchaud
Hi Matt,
If you make orders with the right data resolution, the only way I can think of stale prices is when there is a problem with the data feed. When it does, the only way I could imagine is to resort to another data feed - which I don't think is easy to do dynamically here…
Wrt data resolution, you do not want for instance to do intra-day orders with daily res data. But I'm sure that's not the case here or you would get the error all the time, not just sometimes.
This made me think that you can also have the occasional stale price error if the asset you trade is illiquid/not traded often. Last time I checked, price was considered stale by LEAN if it is 10 minutes old or more… So if the last tick for your asset is more than 10 minutes old and you order, you get the stale price error.
Fred
Bahadır Uzel
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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