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Algorithm.AddSecurity(): System.Exception: The maximum number of concurrent market data subscriptions was exceeded (100).Please reduce the number of symbols requested or increase the limit using Settings.DataSubscriptionLimit.
at QuantConnect.Lean.Engine.DataFeeds.DataManager.SubscriptionManagerGetOrAdd (QuantConnect.Data.SubscriptionDataConfig newConfig) [0x000c0] in <b55bc169045640eb84dcb65d4f356e71>:0
at QuantConnect.Lean.Engine.DataFeeds.DataManager.Add (QuantConnect.Symbol symbol, QuantConnect.Resolution resolution, System.Boolean fillForward, System.Boolean extendedMarketHours, System.Boolean isFilteredSubscription, System.Boolean isInternalFeed, System.Boolean isCustomData, System.Collections.Generic.List`1[T] subscriptionDataTypes) [0x001c5] in <b55bc169045640eb84dcb65d4f356e71>:0
at QuantConnect.Algorithm.QCAlgorithm.AddSecurity (QuantConnect.SecurityType securityType, System.String symbol, QuantConnect.Resolution resolution, System.String market, System.Boolean fillDataForward, System.Decimal leverage, System.Boolean extendedMarketHours) [0x000a6] in <382c47ee38da41b38e81f33184b96164>:0 During the algorithm initialization, the following exception has occurred: System.NullReferenceException: Object reference not set to an instance of an object
at QuantConnect.Algorithm.QCAlgorithm.ConfigureUnderlyingSecurity (QuantConnect.Securities.Security security) [0x00001] in <382c47ee38da41b38e81f33184b96164>:0
at QuantConnect.Algorithm.QCAlgorithm.OnEndOfTimeStep () [0x0017f] in <382c47ee38da41b38e81f33184b96164>:0
at (wrapper remoting-invoke-with-check) QuantConnect.Algorithm.QCAlgorithm:OnEndOfTimeStep ()
at QuantConnect.Algorithm.QCAlgorithm.PostInitialize () [0x00098] in <382c47ee38da41b38e81f33184b96164>:0
at QuantConnect.AlgorithmFactory.Python.Wrappers.AlgorithmPythonWrapper.PostInitialize () [0x00001] in <550d8d4778a8426b99f48f7db8e3b65b>:0
at QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.Setup (QuantConnect.Interfaces.IAlgorithm algorithm, QuantConnect.Interfaces.IBrokerage brokerage, QuantConnect.Packets.AlgorithmNodePacket job, QuantConnect.Lean.Engine.Results.IResultHandler resultHandler, QuantConnect.Lean.Engine.TransactionHandlers.ITransactionHandler transactionHandler, QuantConnect.Lean.Engine.RealTime.IRealTimeHandler realTimeHandler) [0x00580] in <b55bc169045640eb84dcb65d4f356e71>:0 Object reference not set to an instance of an objectI'd like to trade around 300 symbols. How exactly can I increase that limit?
Kind regards,
Christian
Alexandre Catarino
Hi Christian Lauer, your question was answered by the exception message: :-)
The maximum number of concurrent market data subscriptions was exceeded (100).Please reduce the number of symbols requested or increase the limit using Settings.DataSubscriptionLimit.How would you do that?
def Initialize(self): self.Settings.DataSubscriptionLimit = 300Christian Lauer
Hello Alex,
unfortunately your solution is not working. I found out that there is a defaut limit of 100 simultaneous market data subscriptions for your Interactive Brokers account. You have to buy quote boosters from them to increase that.
Kind regards,
Christian
Alexandre Catarino
Right, Christian Lauer. When I answered you, I assumed that you had bought a booster package to include 300 market data subscriptions. Users need to acquire them before increasing Settings.DataSubscriptionLimit.
Kevin Du
I've got the same error but my algo trade options of one symbol only(SPY), Is it because different options are considered different symbols?Â
Derek Melchin
Hi Kevin,
Each option contract requires a different/independent data subscription and contributes to the limit.
Best,
Derek Melchin
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Christian Lauer
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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