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I was reading over the continuous futures implementation and was wondering how this would look for live trading with IB? I understand using an IB data subscription and setting up the algorithm with that as custom data is necessary, but how would that look using multiple assets as SymbolData objects?
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Varad Kabade
Hi Sean Tiffen,
Implementation of continuous futures in live trading is the same as backtesting irrespective of how many assets we have a subscription for we need to store all the relevant data and methods for the assets as SymbolData objects keyed by the symbol irrespective of whether we are using IB or QC data. Please get in touch with support@quantconnect.com for issues regarding live trading.
Best,
Varad Kabade
Sean Tiffen
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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