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Hi
If I connect my algo with my interactive brokers account,
1. Where the data comes from to the algo? QC or IB ?
2. Will I be able to log in to the same IB user from my phone? Or will it interrupt the connection to QC?
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Dave Mueller
Hi Gil:
I'm not with QC so I apologize if I mislead you.
1) When going live with your algo there will be a few options they let select including server size and brokerage account. Included in those is the option to use QC data or IB data. If you use IB data make sure you're aware of what market data subscription you have as I don't believe IB data gets paid for by QC. QC's data I believe you can use for any of the brokerage and asset types.
2) This one I'm not 100%, but I believe you can log into IB account management without interupting your algo, but you cannot enter TWS without interupting your algo.
Hope this helps!
Rahul Chowdhury
Thanks Dave for that great answer. Just to add some points for clarification.
1. Live algorithms can receive data from QuantConnect or the brokerage. When we deploy an algorithm, a wizard will guide us though the process and it includes the selection of the data provider. If we select the brokerage, we need to ensure that we have acquired a data subscription.
At the moment options and futures data comes only from IB. Although you will need to buy the data package from IB to access it. QC will soon be providing options and futures data from its own data feed.
2. It is not possible, under any circumstances, to log in to any IB service while connected to Lean, this includes TWS and mobile.
Gil Sapir
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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