Hello all,
When I try to deploy a strategy live on IB in my paper trade account for one of the subaccounts from the master account, I get this message:
Runtime Error: System.Exception: Requested market data is not subscribed.Delayed market data is available.Error&BEST/STK/Top&BEST/STK/Top. Origin: Subscribe: STK IJH USD Smart 2018-02-16 00:59:37 : Runtime Error: System.Exception: Requested market data is not subscribed.Delayed market data is available.Error&BEST/STK/Top&BEST/STK/Top. Origin: Subscribe: STK IJH USD Smart
Any idea what the issue is? I thought paper trade accounts get market data as well. If only delayed data from IB is available, is it possible to use that?
Jared Broad
Hi KILLC -- this is how IB has set up their datafeeds. You can deliver your data subscription to paper or live; but not both accounts. If you want to switch which endpoint receives data or request delayed data please contact IB for more information on how to do that.
We provide a realtime QC datastream for free with your live trading subscription.
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.
KILLC
Thank you for the support Jared! Your quick responses are always appreciated.
Jared Broad
Just an update; support for this was added in LEAN but its slightly more difficult to add in the website platform. We'll keep it under consideration for a future feature.
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.
Apollos Hill
You have to enable live market data feed subscriptions to pass to your paper trading accounts under settings>Account Settings> look to the right and see paper trading> click cog wheel> click enable data feed for paper account. I still haven't had anyluck though. I have been on the phone with 5 people from IBKR........According to them and the mobile, app, I am subscribed to real time data but i keep getting an error when i deploy saying i'm not subscribed.Â
Jared Broad
@Apollos - when you make changes to your IB account it can take 24 hours for them to propogate across to all IB servers. When did you map your paper data subscription across?
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.
Spacetime
Make sure you have the correct subscription for market data packages, as well as, have live data feed enabled in IB paper account. I had a similar issue with futures in the past. Hope this helps.
https://www.interactivebrokers.com/en/software/am3/am/settings/marketdatasubscriptions.htm
Chris G Coetzee
Jared Broad I know this thread is quite old but has support for IB's delayed data feed been added to QUANTCONNECT since then?
Jared Broad
Sorry, no updates at this time. We highly recommend using the QC data feed if seeking a free data feed. The QC feed is far far higher quality than what is available from Interactive Brokers. We have direct cross-connections to the full US SIP, delivered in milliseconds over local fiber connections to local server machines. Its apples and oranges =) Â
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.
Chris G Coetzee
Thanks Jared.
KILLC
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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