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It seems that many QC members have extensive experience with IB platform and trading IB account.
Does anybody know if IB always sends minute data or only if there was a trade executed during that minute?
Is OnData() guaranteed to trigger every minute even no minute trade bar came from the exchange?
Thanks
Nik
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Jared Broad
AddSecurity(securityType: SecurityType.Equity, symbol: "SPY", resolution: Resolution.Minute, fillDataForward: true, extendedMarketHours: false);I'm not sure how IB data behaves - maybe someone else has feedback on this part.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.
JP B
Nik milev
Nik milev
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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