Live mode error => binance Crypto TradeBar data not supported. Please consider reviewing the data providers selection.

Hello,

My algorithm is returned this error, which I can not fix.

 20241115 10:07:50.170 TRACE:: BrokerageMultiWebSocketSubscriptionManager.GetWebSocketForSymbol(): added symbol: BTCUSDT 18R to websocket: 65721624 - Count: 1
20241115 10:07:50.179 TRACE:: DataManager.AddSubscription(): Added BTCUSDT,#0,BTCUSDT,Minute,TradeBar,Trade,Adjusted,OpenInterest,Internal. Start: 11/15/2024 10:06:00 AM. End: 12/31/2050 5:00:00 AM
20241115 10:07:50.179 TRACE:: UniverseSelection.AddPendingInternalDataFeeds(): Adding internal benchmark data feed BTCUSDT,#0,BTCUSDT,Minute,TradeBar,Trade,Adjusted,OpenInterest,Internal
20241115 10:07:50.192 TRACE:: LiveTradingDataFeed.HandleUnsupportedConfigurationEvent(): detected unsupported configuration: BTCUSDT,#0,BTCUSDT,Minute,TradeBar,Trade,Adjusted,OpenInterest,Internal
20241115 10:07:50.193 TRACE:: DataManager.AddSubscription(): Added BTCUSDT,#0,BTCUSDT,Minute,TradeBar,Trade,Adjusted,OpenInterest,Internal. Start: 11/15/2024 10:07:49 AM. End: 12/31/2050 5:00:00 AM
20241115 10:07:50.196 TRACE:: DataManager.RemoveSubscription(): Removed BTCUSDT,#0,BTCUSDT,Minute,TradeBar,Trade,Adjusted,OpenInterest,Internal
20241115 10:07:50.485 TRACE:: Debug: binance account base currency: USD
20241115 10:07:50.485 TRACE:: Debug: Changing account currency from USD to USDT...
20241115 10:07:50.486 TRACE:: Debug: Accurate daily end-times now enabled by default. See more at https://qnt.co/3YHaWHL. To disable it and use legacy daily bars set self.settings.daily_precise_end_time = False.
20241115 10:07:50.486 TRACE:: Debug: Warning: binance Crypto TradeBar data not supported. Please consider reviewing the data providers selection.
20241115 10:08:48.541 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 24, Sample: 165, App: 1592, CurrentTimeStepElapsed: 00:00.000. CPU: 5%

My code is the follow:

def initialize(self):
    
    self.set_start_date(2024, 1, 1)  # Set Start Date
    self.set_end_date(2024, 1, 15)
    self.set_account_currency("USDT")
    self.set_cash(1000)
    self.rsi_hold_period = int(self.get_parameter("rsi_hold_period"))
    self.top_profit_pct = float(self.get_parameter("top_profit_pct"))
    # universe settings
    self.universe_settings.asynchronous = True
    self.universe_settings.resolution = Resolution.HOUR
    self.universe_settings.minimum_time_in_universe = timedelta(days=360)
    self.settings.minimum_order_margin_portfolio_percentage = self.order_size
    self.settings.automatic_indicator_warm_up = True
    self.set_brokerage_model(BrokerageName.BINANCE_FUTURES, AccountType.MARGIN)
    self.add_universe(CryptoUniverse.binance(self._select_assets))
    self.set_portfolio_construction(
        AccumulativeInsightPortfolioConstructionModel(percent=self.order_size))
    self.add_risk_management(
        MaximumTopPercentPerSecurity(maximum_top_percent=self.top_profit_pct))
    self.set_execution(ImmediateExecutionModel())
def _select_assets(self, data):
    selected = sorted(
        [x for x in data if x.volume_in_usd],
        key=lambda x: x.volume_in_usd
    )[-50:]
    return [x.symbol for x in selected]
def on_securities_changed(self, changes: SecurityChanges) -> None:
    # Create and register indicator for each security in the universe
    security_by_symbol = {}
    for security in changes.added_securities:
        security_by_symbol[security.symbol] = security
        # Create an indicator that automatically updates each month
        security.indicator = self.rsi(security.symbol, self.lookback_months, MovingAverageType.SIMPLE,
                                      Resolution.HOUR)
        # security.indicator_mom = self.mom(security.symbol, period=20, resolution=Resolution.DAILY)
        self._register_indicator(security)
        self.securities_list.append(security)
def _register_indicator(self, security):
    security.consolidator = TradeBarConsolidator(Resolution.DAILY)
    self.subscription_manager.add_consolidator(security.symbol, security.consolidator)
    security.indicator.updated += self.update_event_handler
+ Expand
- Collapse

What am I doing wrong that complains about TradeBar and does not sync with Binance? when I do the backtesting it works properly only happens in LiveMode

from datetime import timedelta
def initialize(self):
self.set_start_date(2024, 1, 1) # Set Start Date
self.set_end_date(2024, 1, 15)
self.set_account_currency("USDT")
self.set_cash(1000)
self.rsi_hold_period = int(self.get_parameter("rsi_hold_period"))
self.top_profit_pct = float(self.get_parameter("top_profit_pct"))
# universe settings
self.universe_settings.asynchronous = True
self.universe_settings.resolution = Resolution.MINUTE # Change to a supported resolution
self.universe_settings.minimum_time_in_universe = timedelta(days=360)
self.settings.minimum_order_margin_portfolio_percentage = self.order_size
self.settings.automatic_indicator_warm_up = True
self.set_brokerage_model(BrokerageName.BINANCE_FUTURES, AccountType.MARGIN)
self.add_universe(CryptoUniverse.binance(self._select_assets))
self.set_portfolio_construction(
AccumulativeInsightPortfolioConstructionModel(percent=self.order_size))
self.add_risk_management(
MaximumDrawdownPercentPerSecurity(maximum_drawdown_percent=self.top_profit_pct))
self.set_execution(ImmediateExecutionModel())
def on_securities_changed(self, changes: SecurityChanges) -> None:
security_by_symbol = {}
for security in changes.added_securities:
security_by_symbol[security.symbol] = security
# Create an indicator with a supported resolution
security.indicator = self.rsi(security.symbol, self.lookback_months, MovingAverageType.SIMPLE,
Resolution.MINUTE) # Change to a supported resolution
self._register_indicator(security)
self.securities_list.append(security)
def _register_indicator(self, security):
security.consolidator = TradeBarConsolidator(Resolution.MINUTE) # Change to a supported resolution
self.subscription_manager.add_consolidator(security.symbol, security.consolidator)
security.indicator.updated += self.update_event_handler

+ Expand

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Upvote

Ruben Fanjul

Ruben Fanjul | November 2024

How I do know the possible resolutions for binance? and why it does not fail during the back testing ?

Upvote

20241115 13:15:03.225 TRACE:: DataManager.AddSubscription(): Added BTCUSDT,#0,BTCUSDT,Minute,TradeBar,Trade,Adjusted,OpenInterest,Internal. Start: 11/15/2024 1:14:00 PM. End: 12/31/2050 5:00:00 AM
20241115 13:15:03.226 TRACE:: UniverseSelection.AddPendingInternalDataFeeds(): Adding internal benchmark data feed BTCUSDT,#0,BTCUSDT,Minute,TradeBar,Trade,Adjusted,OpenInterest,Internal
20241115 13:15:03.240 TRACE:: LiveTradingDataFeed.HandleUnsupportedConfigurationEvent(): detected unsupported configuration: BTCUSDT,#0,BTCUSDT,Minute,TradeBar,Trade,Adjusted,OpenInterest,Internal
20241115 13:15:03.240 TRACE:: DataManager.AddSubscription(): Added BTCUSDT,#0,BTCUSDT,Minute,TradeBar,Trade,Adjusted,OpenInterest,Internal. Start: 11/15/2024 1:15:02 PM. End: 12/31/2050 5:00:00 AM

Mia Alissi INVESTOR

November 2024

from datetime import timedelta
def initialize(self):
    self.set_start_date(2024, 1, 1)  # Set Start Date
    self.set_end_date(2024, 1, 15)
    self.set_account_currency("USDT")
    self.set_cash(1000)
    self.rsi_hold_period = int(self.get_parameter("rsi_hold_period"))
    self.top_profit_pct = float(self.get_parameter("top_profit_pct"))
    # universe settings
    self.universe_settings.asynchronous = True
    self.universe_settings.resolution = Resolution.MINUTE  # Change to a supported resolution
    self.universe_settings.minimum_time_in_universe = timedelta(days=360)
    self.settings.minimum_order_margin_portfolio_percentage = self.order_size
    self.settings.automatic_indicator_warm_up = True
    self.set_brokerage_model(BrokerageName.BINANCE_FUTURES, AccountType.MARGIN)
    self.add_universe(CryptoUniverse.binance(self._select_assets))
    self.set_portfolio_construction(
        AccumulativeInsightPortfolioConstructionModel(percent=self.order_size))
    self.add_risk_management(
        MaximumDrawdownPercentPerSecurity(maximum_drawdown_percent=self.top_profit_pct))
    self.set_execution(ImmediateExecutionModel())
def on_securities_changed(self, changes: SecurityChanges) -> None:
    security_by_symbol = {}
    for security in changes.added_securities:
        security_by_symbol[security.symbol] = security
        # Create an indicator with a supported resolution
        security.indicator = self.rsi(security.symbol, self.lookback_months, MovingAverageType.SIMPLE,
                                      Resolution.MINUTE)  # Change to a supported resolution
        self._register_indicator(security)
        self.securities_list.append(security)
def _register_indicator(self, security):
    security.consolidator = TradeBarConsolidator(Resolution.MINUTE)  # Change to a supported resolution
    self.subscription_manager.add_consolidator(security.symbol, security.consolidator)
    security.indicator.updated += self.update_event_handler
+ Expand
- Collapse

Sources: Time Period Consolidators - QuantConnect.com, Requesting Data - QuantConnect.com, Bybit Crypto Futures Regression Algorithm, Binance Crypto Price Data - QuantConnect.com, Futures Fast Trend Following, with Trend Strength

Ruben Fanjul INVESTOR

from where are comming those logs

20241115 13:15:03.225 TRACE:: DataManager.AddSubscription(): Added BTCUSDT,#0,BTCUSDT,Minute,TradeBar,Trade,Adjusted,OpenInterest,Internal. Start: 11/15/2024 1:14:00 PM. End: 12/31/2050 5:00:00 AM
20241115 13:15:03.226 TRACE:: UniverseSelection.AddPendingInternalDataFeeds(): Adding internal benchmark data feed BTCUSDT,#0,BTCUSDT,Minute,TradeBar,Trade,Adjusted,OpenInterest,Internal
20241115 13:15:03.240 TRACE:: LiveTradingDataFeed.HandleUnsupportedConfigurationEvent(): detected unsupported configuration: BTCUSDT,#0,BTCUSDT,Minute,TradeBar,Trade,Adjusted,OpenInterest,Internal
20241115 13:15:03.240 TRACE:: DataManager.AddSubscription(): Added BTCUSDT,#0,BTCUSDT,Minute,TradeBar,Trade,Adjusted,OpenInterest,Internal. Start: 11/15/2024 1:15:02 PM. End: 12/31/2050 5:00:00 AM

I am not using Resolution.Mininute anywhere

Alexandre Catarino INVESTOR

QuantConnect | 23 days ago

Hi Ruben Fanjul,

Thank you for your patience.
For live trading issues, please contact support, and attach the project.
In general, we need more context than what you can provide in this forum. I can see you have successfully deployed the algorithm, so I think the issue has been solved.

Best regards,
Alex

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