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If I get a data subscription from IB that includes after hours data, does Quantconnect support trading after hours fully? Any glitches I should know about?
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Alexandre Catarino
Yes, it does. When we subscribe to data, we need to specify we want include extended market data:
AddEquity("SPY", Resolution.Minute, Market.USA, true, // Fill data forward 2m, // Leverage true); // Extended Market Hours (default is false)In this case, OnData will be called after market hours and we are able to place orders.
Then it is up to IB to accept/fill the orders.
Warren Harding
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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