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please help
I try to do live test via IB. get error below:
20220407 03:13:51.915 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: -1 ErrorCode: 2106 - HMDS data farm
connection is OK:ushmds
20220407 03:13:51.916 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: -1 ErrorCode: 2158 - Sec-def data
farm connection is OK:secdefnj
20220407 03:13:51.926 TRACE:: InteractiveBrokersBrokerage.HandleManagedAccounts(): Account list: U3********
20220407 03:13:51.941 TRACE:: InteractiveBrokersBrokerage.HandleFamilyCodes(): Account id: *, Family code:
20220407 03:13:51.962 TRACE:: Brokerage.OnAccountChanged(): Account USD Balance: 143.26
20220407 03:13:52.014 TRACE:: InteractiveBrokersBrokerage.HandlePortfolioUpdates(): Contract: OPT ARKK USD , ConId:
536098777, Position: 1, MarketPrice: 0.04981305, MarketValue: 4.98, AverageCost: 146.0392, UnrealisedPnl: -141.06,
RealisedPnl: 0, AccountName: U3*********
20220407 03:13:52.077 ERROR:: InteractiveBrokersSymbolMapper.GetLeanSymbol(): Error in GetLeanSymbol
System.ArgumentException: ApiDataProvider(): Must be subscribed to map and factor files to use the ApiDataProvider to
download Equity data from QuantConnect. Please visit https://www.quantconnect.com/datasets/quantconnect-security-master
for details.
at QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider.NeedToDownload(String filePath) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/ApiDataProvider.cs:line 204
at QuantConnect.Lean.Engine.DataFeeds.BaseDownloaderDataProvider.DownloadOnce(String key, Action1download)∈LeanCloudCI.Builderb∈DebugsrcQuantCo∩ectLeanEng∈eDataFeedsBaseDownloaderDataProvr.cs:l∈e39 atQuantCo∩ect.Lean.Eng∈e.DataFeeds.AπDataProvr.Fetch(Str∈gkey)∈LeanCloudCI.Builderb∈DebugsrcQuantCo∩ectLeanEng∈eDataFeedsAπDataProvr.cs:l∈e131 atQuantCo∩ect.Data.Auξliary.LocalZipMapFi≤Provr.GetMapFi≤Resolver(AuξliaryDataKeyauξliaryDataKey)∈LeanCloudCI.Builderb∈DebugsrcQuantCo∩ectLeanCommonDataAuξliaryLocalZipMapFi≤Provr.cs:l∈e112 atQuantCo∩ect.Data.Auξliary.LocalZipMapFi≤Provr.Get(AuξliaryDataKeyauξliaryDataKey)∈LeanCloudCI.Builderb∈DebugsrcQuantCo∩ectLeanCommonDataAuξliaryLocalZipMapFi≤Provr.cs:l∈e78 atQuantCo∩ect.SecurityIdentifier.GetFirstTickerAndDate(IMapFi≤ProvrmapFi≤Provr,Str∈gtickerToday,Str∈gmarket,SecurityTypesecurityType,Nl̲ab≤1 mappingResolveDate) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/SecurityIdentifier.cs:line 645
at QuantConnect.SecurityIdentifier.GenerateEquity(String symbol, String market, Boolean mapSymbol, IMapFileProvider
mapFileProvider, Nullable`1 mappingResolveDate) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/SecurityIdentifier.cs:line 434
at QuantConnect.Symbol.CreateOption(String underlying, String market, OptionStyle style, OptionRight right, Decimal
strike, DateTime expiry, String alias, Boolean mapSymbol) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Symbol.cs:line 160
at QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersSymbolMapper.GetLeanSymbol(String brokerageSymbol,
SecurityType securityType, String market, DateTime expirationDate, Decimal strike, OptionRight optionRight) in /LeanClo
ud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Brokerages/InteractiveBrokers/InteractiveBrokersSymbolMapper.cs:line 160
20220407 03:13:52.079 ERROR:: InteractiveBrokersBrokerage.HandlePortfolioUpdates(): System.Exception:
InteractiveBrokersBrokerage.MapSymbol(): Failed to convert contract for ARKK; Contract description: OPT ARKK USD AMEX
20220414 75 C
---> System.ArgumentException: Invalid symbol: ARKK, security type: Option, market: usa.
at QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersSymbolMapper.GetLeanSymbol(String brokerageSymbol,
SecurityType securityType, String market, DateTime expirationDate, Decimal strike, OptionRight optionRight) in /LeanClo
ud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Brokerages/InteractiveBrokers/InteractiveBrokersSymbolMapper.cs:line 205
at QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage.MapSymbol(Contract contract) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Brokerages/InteractiveBrokers/InteractiveBrokersBrokerage.cs:line
2552
--- End of inner exception stack trace ---
at QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage.MapSymbol(Contract contract) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Brokerages/InteractiveBrokers/InteractiveBrokersBrokerage.cs:line
2559
at QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage.HandlePortfolioUpdates(Object sender,
UpdatePortfolioEventArgs e) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Brokerages/InteractiveBrokers/InteractiveBrokersBrokerage.cs:line
1813
Fred Painchaud
Hi Alex,
It looks like you are trying to live trade locally with IB but you do not have paid for the data subscription.
“Must be subscribed to map and factor files to use the ApiDataProvider to
download Equity data from QuantConnect. Please visit https://www.quantconnect.com/datasets/quantconnect-security-master
for details.”
Fred
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.
Travis Teichelmann
Micheal - I made a few changes to the example to parse price and use WSJ's composite market data. I tried running my own version and the one that you made but neither work. That's pretty cool how you generated that spreadsheet. I was wondering where you got it from.
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.
Travis Teichelmann
Update! I redact my previous question about backtesting live data since it doesn't make sense. Lol What I meant was that I wanted to pull in data directly from a site at runtime without having to make the algorithm go live. I found a page scraper extension on the chrome web store to generate csv files. Here's a guess at how to add a price filter
if(line.StartsWith(@"3.69")) { //return price }Still working on that part I got the algorithm to pull in data from today and what you see below is actually the algorithm buying UNT on January 6th 2015 which is today's current highest gainer.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.
Tadas Talaikis
Hi, guys. One question. How can I update witth custom data, for example Open:
where _vars.UpdateSkew(cf.EndTime, cf.Price)
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.
Tadas Talaikis
Figured cusytom updates out. Anotehr one. What is the best way to close symbols not based on SecurityChanges, but defining specific ("where"?) rules?
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.
Zhang Dong
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.
Quant Trader
Hi,
I want to simulate and use the same data as in Quantopian and given by the author or articles/ research papers. For this reason a SP500 selection is often used. The definition is:
When is this to be added to the selection? Selecting on volume and dollarvolume is not the same as above.
J.
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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