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Hi All,
I am running into issues with either QC or IBKR when deploy live trading with paper money or real money. i am based in Australia so my currency is AUD but in the log reporting when trying to complete the connection, the logs stop at “Changing account currency from USD to AUD...”
So the connection doesn't complete after this final log report - i lodged a support ticket and the feedback was “Your algorithm is receiving data, as we can see in the Holdings tab” but signals are not feeding into the live deployment. So i am confused whether the issue is with QC or with IBKR.
my second problem is, i am subscribed for live data for MES and MNQ futures but when i run my algo on the live trading for MNQ, QC says i don't have live data but when i run this on MES it is fine. Very strange and i assume this issue is with QC.
lastly, the alternative was to use QC's data for live deployment but i get the error from the log report, "Warning: usa Index TradeBar data not supported. Please consider reviewing the data providers selection.
Any assistance with the 3 points will be appreciated. Thank you.
Mia Alissi
It seems like you're encountering a few distinct issues while attempting to deploy your algorithm for live trading with Interactive Brokers (IBKR) through QuantConnect (QC). Let's address each point separately:
1. Connection Issue with Account Currency Change from USD to AUD
The log message "Changing account currency from USD to AUD..." indicates an attempt by the system to reconcile the account currency settings between your IBKR account and the QuantConnect platform. This process is part of the initialization phase when connecting to the brokerage. If the connection doesn't complete after this message, it could be due to a variety of reasons, including but not limited to:
Since you've already contacted support and they've indicated that your algorithm is receiving data, it suggests that the connection might eventually be successful, but there could be delays or issues in the initialization process. The fact that signals are not feeding into the live deployment could be related to how the algorithm is coded to handle data or execute trades, especially in relation to the account currency.
2. Data Subscription Issue for MNQ Futures
For the issue with the MNQ futures data subscription, it's important to ensure that:
If all these conditions are met and you're still facing issues, it's likely a problem on the QC side, possibly related to how the platform is interpreting or accessing your data subscription status with IBKR.
3. Using QC's Data for Live Deployment
The warning message about "usa Index TradeBar data not supported" suggests that your algorithm is requesting a type of data that is not available through QC's data feed for live trading. This could be due to:
To resolve this, you might need to adjust your algorithm to only request data types and symbols that are supported by QC for live trading. Alternatively, exploring other data sources or adjusting your strategy to work within the limitations of the available data might be necessary.
Conclusion
For all these issues, continuing to work closely with QC's support team will be crucial. Providing them with detailed information about your setup, the exact errors or issues you're encountering, and any relevant portions of your algorithm's code can help them diagnose and resolve the problems more effectively.
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.
Emre
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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