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Hi everyone!
When a live-trading algorithm gets redeployed, my understanding is that everything gets reset.
Assuming I'm live-trading with my IBKR account and my algorithm runs all of its stocks in minute resolution with universe selection and I'm using QuantConnect's data as my data feed, I have 2 questions:
- My indicators are warmed up with minute resolution history data, assuming that my algorithm is redeployed at 3:22 pm EST, will history data have history data up till 3:21 pm EST, or will the history data only contain data up till 3:00 pm EST?
- What should I do if my IBKR account already holds onto “GOOGL” stock but universe selection did not filter down “GOOGL”?
Best regards
Cheng Li
Mak K
Hi Li,
In this case would “GOOGL” be a personal holding or something that was held by your algorithm before it was terminated and re-deployed?
If the latter is the case, would it not being in the new fine mean that your algorithm would liquidate “GOOGL” or not?
Thanks!
Li Cheng
Hi @Mak k, It turns out that universe selection will not filter out assets that you're invested or have open orders in!
Mak K
Hi Li Cheng ,
Thanks for the update, I was not aware of that, so good to know!
Is your problem solved then or do you still need help?
Li Cheng
I still need help for the first question though, not sure how that works
Mak K
I see,
In your scenario when is the algorithm started and terminated? I see you saying when it would be redeployed but not the other two things I just mentioned.
Thanks!
Li Cheng
Hi @Mak K, sorry I might have formulated my question vaguely.
Assuming that my live-trading algorithm gets terminated at 3:00 pm EST, and it gets redeployed at 3:22 pm EST, will minute resolution historical data contain all data up till 3:22 pm EST, or will historical data only contain history data up to the hour (i.e. 3:00 pm EST)?
I need this information to make sure that my indicators are warmed up correctly.
Fred Painchaud
Hi Li,
You'll say DAMN YOU FOLKS! 😊
I'm adding another question on top of Mak's. At 3:22 pm EST, does your algo call History or not?
Fred
Li Cheng
Hi Fred,
My algorithm will make a history call because it manually warms up its indicators with history data.
Best regards
Cheng
Varad Kabade
Hi Li Cheng,
My indicators are warmed up with minute resolution history data, assuming that my algorithm is redeployed at 3:22 pm EST, will history data have history data up till 3:21 pm EST, or will the history data only contain data up till 3:00 pm EST?
The historical data request will be supported till the algorithm time. If we redeploy at 3.22 and the history call happens at 3.35 we will get data till 3.35.
Best,
Varad Kabade
Li Cheng
Hi Varad,
Thank you for the information! You just answered a question of mine that I've been wondering for awhile.
Best regards!
Li Cheng
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