So in my backtests this code works fine to grab history. The code snippet I've attached will return 100 for the counter in backtests, but 0 when run on live. Basically it's not returning anything and so my consolidators don't get triggered. How do I request history for NQ on live?
Yuri Lopukhov
Anything in the logs? Do you have appropriate subscription in the brokerage you are connecting to?
Brent Oster
I have an IBKR account with a CBOE subscription. Do I need something else as well?
Brent Oster
Oh, and no, nothing in the logs. No errors.
Brent Oster
Update: Still no success. I tried it with a paper account and a real account just in case there were differences between them. The method appears to work with SPY on live as well (though index[2] would need to be changed to index[1]). I've also tried using the futures init from the continuous contracts post (again, works in backtests, doesn't work in live):
Louis Szeto
Hi Brent
For live trading issues, please contact support@quantconnect.com for further assistance.
Best
Louis
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Brent Oster
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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