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Hi,
Suppose I have both IB & Tradier account, can I use these 2 brokerages at the same time?
My guess is it's not currently supported: in
Lean/Launcher/config.jsonhttps://github.com/QuantConnect/Lean/blob/master/Launcher/config.json"environment": "backtesting", // "live-paper", "backtesting", "live-interactive", "live-interactive-iqfeed"
looks like environment can only be set to one single value.
But I think it will be nice to be able to use these 2 brokerages at the same time in the live sessions.
1) sometimes a brokerage may go down during trading hours; then we can have the other account to continue trade.
2) the data feed of one brokerage may have delay at certain point during the day, we can use the lastest data feed from the other account.
Thoughts? shall I log a feature request in github?
Rahul Chowdhury
Hi Ming,
You can run two instances of the same algorithm on two different brokerages. However, it is not possible to run a single instance of an algorithm on two different brokerages.
Deploying two algorithms to the same brokerage account is slightly more difficult. Imagine you had two algorithms fighting to set the target portfolio; one trying to buy shares in Apple, and the other trying to sell them. It would be impossible to maintain a stable portfolio. Because of this problem, we don't allow deploying two projects to the same brokerage account. Learn more in the documentation about running multiple algorithms.
QuantConnect does not support Tradier Brokerage in the cloud, but it's implementation is available in Lean.
The brokerage redundancy proposed is not feasible because each brokerage has a different portfolio. As for data redundancy, you can select the QuantConnect datafeed that comes directly from the exchange.
Ming Wu
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