Hi,

 

I would like to add new feature request for live trading with IB.

As I know, in QC and Lean it is possible to use same IB account only once, for 1 strategy and not for multiple strategy. This is not IB constraint, but QC constraint.

The problem is that WC allows only 0 for client ID. But IB allows multiple clients IDs and multiple sessions.

QC staffs explains that they allow only 0 client ID, because this is only client ID parameter that allows changing existing orders.

But, in most times, I don't change my orders. I just set market, limit and stop orders. 

I would like to be able to use different client id's even if I can't change existing orders with them.

Another solution is to open new accounts in IB, but this is inconvenient for several reasons. The most important one is that I can't use market data subscriptions for more than 1 strategy.

 

Since this is pretty basic constraint (everybody with 2 and more strategies with IB brokerage encountered this problem for sure), I would like to know how other people solve this problem.