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Deployed my algorithm on live, and I see in the console “Warning: usa Index TradeBar data not supported. Please consider reviewing the data providers selection.”. Selected data provider is QuantConnect. Whats the issue and how to fix it?
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Mia Alissi
The warning message "usa Index TradeBar data not supported" means that the QuantConnect data provider does not offer live data feeds for US Index TradeBars. To resolve this issue, you'll need to select a data provider that supports US Index TradeBars for live trading.
Here's what you can do to fix the issue:
Choose a Supported Data Provider: Review the list of available live data providers on QuantConnect and select one that supports US Index TradeBars. Options include IQFeed, Polygon, ThetaData, among others.
Configure Data Provider: Once you've chosen a suitable data provider, you'll need to configure your algorithm to use this provider. This involves entering the number corresponding to your chosen provider during the deployment step or updating your algorithm settings to integrate with the new provider.
Modify Your Algorithm: If changing providers isn't an option, consider modifying your algorithm to use supported data types. For instance, you might use US Equity data instead of an Index if applicable to your strategy.
By selecting a compatible data provider that supports the data type you require, you'll be able to deploy your algorithm for live trading without encountering this specific warning.
Sources: US Equities - QuantConnect.com, TradeStation - QuantConnect.com, Tradier - QuantConnect.com, QuantConnect Paper Trading - QuantConnect.com, Requesting Data - QuantConnect.com
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Evgeni Aizikovich
Is there a recommended data provider?
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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