Hello,
I'm aware of the fact that Quantconnect doesn't host EU-based ETFs, such as ISF, in the data library. Given this, I will be looking into using the Local Lean CLI to backtest strategies while importing the data from IBKR directly.
Before I jumped into that, I wanted to make sure I can still use QuantConnect's Live Trading feature to trade said ETFs. Based on my limited understanding of the platform, this should be possible as there's an option to pull data directly from IBKR when live trading.
Yet, I'm having difficulty pulling the right data, having tried both “ISF” and “ISF-STK-SMART-GBP” (the format that IBKR usually expects):
Launching analysis for L-dead916260bdd6c67cc466d54cc2d8b8 with LEAN Engine v2.5.0.0.13576
2022-02-04 10:09:41 : Runtime Error: No security definition has been found for the request. Origin: [Id=4] Subscribe: ISF (STK ISF USD Smart 0 )
2022-02-04 10:09:42 : Runtime Error: No security definition has been found for the request. Origin: [Id=4] Subscribe: ISF (STK ISF USD Smart 0 ): StackTrace: No security definition has been found for the request. Origin: [Id=4] Subscribe: ISF (STK ISF USD Smart 0 )
2022-02-04 13:12:54 : Runtime Error: No security definition has been found for the request. Origin: [Id=4] Subscribe: ISF-STK-SMART-GBP (STK ISF-STK-SMART-GBP USD Smart 0 )
2022-02-04 13:12:56 : Runtime Error: No security definition has been found for the request. Origin: [Id=4] Subscribe: ISF-STK-SMART-GBP (STK ISF-STK-SMART-GBP USD Smart 0 ): StackTrace: No security definition has been found for the request. Origin: [Id=4] Subscribe: ISF-STK-SMART-GBP (STK ISF-STK-SMART-GBP USD Smart 0 )
As seen in the logs, QC seems to default to “USD” as the base currency.
Is there any way I could override this with “GBP” instead?
Varad Kabade
Hi Buruiană,
We have an open GitHub issue for this feature:
Interactive Brokers - Support live trading of stocks and ETFs listed on LSE and IBIS #3944We need to make the following changes:
Best,
Varad Kabade
Buruiană Cătălin
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