Hi,
Is it possible to run LEAN with TWS instead of the Gateway on my local machine? I went through the setup and managed to run it with the Gateway but wasn't able to connect to TWS directly...
Thanks
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Asking if LEAN can run with TWS instead of Gateway on local machine. Managed to run with Gateway but not TWS.
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Lean with TWS on local machine
Georgea Trading | Georgea Tann | December 2020
Hi,
Is it possible to run LEAN with TWS instead of the Gateway on my local machine? I went through the setup and managed to run it with the Gateway but wasn't able to connect to TWS directly...
Thanks
There is an event handler for this called
OnEndOfAlgorithm
Example of use:
def OnEndOfAlgorithm(self):
self.Debug("Algorithm stopped!")
Further details: class reference.
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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Aaron Janeiro Stone
Yes, although the particular version of TWS must be specified in the Launcher config file (it is rather picky about this). What error messages are you receiving upon launching?
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.
Georgea Trading
Thank you, this is what happens when I already have a TWS session open:
20201204 16:23:03.249 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IBAutomater error - Code: ExistingSessionDetected Message: An existing session was detected and will not be automatically disconnected. Please close the existing session manually.
20201204 16:23:03.248 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Existing session detected]
20201204 16:23:03.250 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Exit Application]
20201204 16:23:03.252 ERROR:: Brokerage.OnMessage(): Error - Code: ExistingSessionDetected - An existing session was detected and will not be automatically disconnected. Please close the existing session manually.
20201204 16:23:03.278 ERROR:: LiveTradingResultHandler.Update(): Algorithm not yet initialized.
20201204 16:23:03.325 ERROR:: Engine.Run(): System.Exception: InteractiveBrokersBrokerage.CheckIbAutomaterError(): ExistingSessionDetected - An existing session was detected and will not be automatically disconnected. Please close the existing session manually.
at QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage.CheckIbAutomaterError(StartResult result, Boolean throwException) in C:\Users\laure\source\repos\Lean\Brokerages\InteractiveBrokers\InteractiveBrokersBrokerage.cs:line 30820201204 16:23:03.328 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Existing session detected]
1
at QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage..ctor(IAlgorithm algorithm, IOrderProvider orderProvider, ISecurityProvider securityProvider, IDataAggregator aggregator, String account, String host, Int32 port, String ibDire20201204 16:23:03.330 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [Existing session detected]
ctory, String ibVersion, String userName, String password, String tradingMode, String agentDescription) in C:\Users\laure\source\repos\Lean\Brokerages\InteractiveBrokers\InteractiveBrokersBrokerage.cs:line 260
at QuantConnect.Brokerages.InteractiveBrok20201204 16:23:03.331 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [Authenticating...]
ers.InteractiveBrokersBrokerageFactory.CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm) in C:\Users\laure\source\repos\Lean\Brokerages\InteractiveBrokers\InteractiveBrokersBrokerageFactory.cs:line 95
at QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.CreateBrokerage(AlgorithmNodePacket algorithmNodePacket, IAlgorithm uninitializedAlgorithm, IBrokerageFactory& factory) in C:\Users\laure\source\repos\Lean\Engine\Setup\BrokerageSetupHandler.cs:line 128
at QuantConnect.Lean.Engine.Engine.Run(AlgorithmNodePacket job, AlgorithmManager manager, String assemblyPath, WorkerThread workerThread) in C:\Users\laure\source\repos\Lean\Engine\Engine.cs:line 136
Is there just a way t stop the IB Automater to try to initialize a Gateway session?
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.
Derek Melchin
Hi Georgea,
There can only be one active TWS session. Refer to the IB docs. To resolve this, ensure all other sessions are closed before trying to connect.
Best,
Derek Melchin
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.
Georgea Trading
Hi, but is it possible to get the TWS started instead of the Gateway? I would like to be able to interact with my account while autotrading without having to have 2 sessions opened.
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.
Derek Melchin
Hi Georgea Trading,
It's not possible. To interact with the account, use the IB website. Alternatively, the QC IDE can be used to add securities and place orders manually in the Holdings Tab.
Best,
Derek Melchin
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.
Derek Melchin
Hi everyone,
This is a known issue we are working to resolve. Sorry for the inconvenience and thank you for your patience.
Best,
Derek Melchin
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.
Kevin Du INVESTOR
Any update on this? I use mac and chrome the autocomplete doesn't work at all. I can't make any progress coding, especially I'm new.
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.
Derek Melchin
Hi Kevin,
This thread is in regards to autocomplete in our web IDE. Refer to this readme for guidance setting up autocomplete in a local environment. Please open a new thread for further assistance if autocomplete still doesn't work after following the readme.
Best,
Derek Melchin
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.
Laurent Crouzet
Kevin Du : it seems that autocomplete is eventually working again for me (Windows, using Chrome to connect to the web IDE)
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.
Kevin Du INVESTOR
It worked in my web enviornment too!
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.
Jared Broad
Yes we fixed this last week :), sorry for the hassle
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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