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Hi,
I deployed a strategy with an IB paper trading account. In my strategy, I used self.History() call to pull in some history for ES, NQ, and RTY histories. I subscribed to “US Securities Snapshot and Futures Value Bundle” and the data comes in fine except self.History() call. The log shows that there is no data returned from the self.History() call. And it is ok in backtesting.
Questions are:
- Do I need to subscribe to different data to get the History() working?
- If not, any idea why it doesn't return data?
Thanks for the help!
Louis Szeto
Hi Xinmin
It depends on which type of data you're using. LEAN don't support Daily and Hour resolution for future data. If you're using Minute resolution, please make sure IB is selected as data provided in the live deployment wizard. Should you have any further queries regarding live trading, please contact support@quantconnect.com for further assistance.
Best
Louis
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Xinmin Cai
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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