Dear Quants,
Due to rate limiting Alpaca has blocked our production IP's from accessing their paper trading servers. We have temporarily disabled Alpaca Paper Trading to prevent deploying to this unstable environment. We're awaiting support from their engineering team to white list our production systems.
We do not recommend deploying with their brokerage at this time. We'll update you once they update their IP rate limit for the community.
Best,
Jared
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.
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.
Thanks for the update, Jared!
Does this problem affect the live trading environment with Alpaca, or just the paper trading environment?
Currently, it is just paper but I guess this is just a factor of the number of requests and they'll probably also rate-limit live-trading as more people go to live until they update their systems. I'd recommend you post to Alpaca support requesting to unblock the QC API.
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.
That sucks. I just left a message on their slack channel, hopefully will hear back.
I just emailed their support team - will post any updates I hear.
The immediate fix is simply to white list our API, as we have been successfully trading from the production system for over a year.
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.
Makes sense. Have they been in contact with you?
No. I've sent the emails they've requested, directly messaged their engineering teams, and provided scripts that prove the rate limit block. I noted this 6 days ago and have seen no change or reply from them at all.
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.
That's too bad, they looked like a promising brokerage..
That is really sad. I will wait for updates
Certainly glad I didn't move money in to start live trading over there if we can't paper trade to test first.
Opinion on next best brokerage to use?
Alpaca replied they're working on it and will get back to us in the next few days.
We try and remain brokerage neutral so can't recommend individual brokerages, but the only other brokerage we currently support for US Equities is Interactive Brokers. If using this brokerage make sure to get the Pro plan (not free Lite) as Lite does not support API trading.
We have an implementation of Tradier Brokerage in LEAN we can bring back if it continues much longer. We were also open to sponsoring an integration to TD as its API has been picking up steam recently.
In late January we should have an integration to Atreyu shipped.
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.
No update from them Andrey; please ping them directly to let them know it's important for the community.
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.
Anyone having trouble deploying to live Alpaca?
Hi Connor,
Both paper and live trading with Alpaca are currently down. We're looking into work arounds to support this long term.
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.
Thanks for the heads-up!
This issue is taking a while to resolve but has nothing to do with technical barriers.
The delay is because Alpaca is trying to ask QuantConnect to sign an API agreement that does not adequately protect your’s and QuantConnect’s IP rights and overreaches in protecting Alpaca’s IP.
Given that we have a lot of IP and technology in the algorithmic trading space, we cannot in good faith sign this agreement. Alpaca needs to make minor modifications to show they are reasonably limiting what they claim is their IP.
I apologize that the community has to bear the brunt of this and hope it can be resolved soon.
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.
Thanks for the update, Jared! That's too bad - they seemed interesting.
Thanks for the update, Jared.
Sadly as of Feb 2nd, it's been 2 weeks with no replies to repeated requests for updates. We've begun the process of removing Alpaca from the website and LEAN so the users impacted are not left hanging and thinking this is a maintenance issue. If you have a live algorithm today it will continue to run until it stops. There will no longer be an option to redeploy to Alpaca.
We're fast-tracking a Tradier Brokerage implementation. It is also an API brokerage with $0 fees.
In the meantime, we'll be happy to extend a $100 QCC credit to those impacted to help your migration to another brokerage. Send a message to support@quantconnect.com and we'll apply the credit to your accounts.
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.
I came here to say with that deploying my python algo to Alpaca was one of the worst decisions I made, and numerous errors and support issues with their platform caused me to lose money and weeks of trading time. They couldn't even return my proper account balance or PnL half of the time. Even if Alpaca comes back, I wouldn't build on it until they stabalize their systems.
Hi Jonathan,
Thanks for sharing your experience with Alpaca to the community.
I'd suggest to all users that before dedicating a significant amount of capital to a trading algorithm, trade a trivial amount of money live to test the robustness of a system.
Best,
Shile Wen
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.
Is there any way we can keep track of the potential TD integration?
You can subscribe to events here and follow along
https://github.com/QuantConnect/Lean/issues/4647
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 and Team,
Alpaca looked promising but not happy with their support and QC rate limiting. Tradier looks interesting, but I would put them on same category as Alpaca. Prefer the TD integration if possible.
Thanks
Thanks Ramesh good to know.
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.
Just signed into Alpaca's slack, looks like there is no upddate yet. I had to liquidate my positions manually, and switch to QC's paper trading to continue forward testing!
fyi. below is the response from one of Alpaca's staff a month ago:
"Alpaca is still in the process of working with QuantConnect to resolve these issues. No ETA on a final fix. A positive step is that there is a solid technical solution, however the implementation needs to be worked out which involves some changes on the QuantConnect side. We'll keep everyone posted."
pangyuteng Sorry you were impacted.
FYI it has nothing to do with technical changes. We have finished Tradier implementation which is also a $0 fee brokerage; and will install it into the website after that Alpha Market bug fixes have settled down =).
Onwards and upwards!
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.
What sort of timeframe do you think we're looking at with the Tradier integration?
Update- Alpaca has crossed the last line. The polygon.io support is no longer supported. Now you will have to pay $199 for market data. Surprised how things went quickly downhill.
Ouch =(
Connor -- It's done in LEAN now we are working hard fighting a few fires in live trading then will be in a more stable place to deploy Tradier to the website. Hopefully next week.
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.
The loss of polygon is particulalry bad, and means I'll be moving away from Alpaca. I've found that their in house historical data is quite bad, and it also is missing a lot of volume. Too bad.
I agree polygon.io was a key feature. I was using it to practice building my own SQL database, CRUD operations. Using this database I would run my paper trading algos. It's the hard way, but learned a lot while doing it. Their in-house historical data is terrible, especially for minute data. Additionally, when I tried intraday queries it would sometimes break. Even the documentation provided by support would sometimes fix the bugs. Definitely think you would lose money if you tried to trade live with them.
Gained an appreciation of QuantConnect and where it is going.
How's the Tradier integration looking?
Hi Conner,
The Tradier support has been merged, and we will make it available to QC Cloud as soon as possible. A great way to get the current statuses of features is through the Issues or PRs pages on Github, and subscribe to the threads to get notifications.
Once it is available, to use the brokerage, use the following line of code in Initialize: self.SetBrokerageModel(BrokerageName.TradierBrokerage)
Best,
Shile Wen
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.
Hey Shile,
I'm familiar with the self.SetBrokerageModel logic - and Jared had mentioned above that the integration was complete in LEAN a while ago. I was curious as to if there was a timeframe on deployment to the website, as it had been a couple weeks since Jared posted above.
Shipped this afternoon, let me know if there are any issues. Officially still in "beta" mode.
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.
Awesome! Excited to test that out!
Hey guys Ive notcied tradier isnt insured. Should I be worried about this ?
Hi Superfatkorean,
Please open a dedicated thread for this question, since it's outside of the scope of this thread and other members may want to comment.
If you'd feel safer with some protection, consider using Interactive Brokers. They offer some Account Protection.
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.
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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