It seems that Lean CLI live trading with Interactive Broker has stopped working since yesterday. Has anyone experienced this?
Error messages on console:
20230322 07:38:02.799 ERROR:: Engine.Run(): During the algorithm initialization, the following exception has occurred:
System.MissingMethodException: Method not found: 'System.Decimal QuantConnect.Orders.GroupOrderExtensions.GetOrderLegRatio(System.Decimal,
QuantConnect.Orders.GroupOrderManager)'.
at QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage.a(Symbol A_0, Boolean A_1, List`1 A_2, String A_3)
at QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage.GetHistory(HistoryRequest request)+MoveNext()
at QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator.MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/Enumerators/QuoteBarFillForwardEnumerator.cs:line 70
at QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator.MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/Enumerators/FillForwardEnumerator.cs:line 138
at QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator.MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/Enumerators/SubscriptionDataEnumerator.cs:line 71
at QuantConnect.Lean.Engine.DataFeeds.Subscription.MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/Subscription.cs:line 206
at QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider.CreateSliceEnumerableFromSubscriptions(List`1 subscriptions, DateTimeZone
sliceTimeZone)+MoveNext() in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/HistoricalData/SynchronizingHistoryProvider.cs:line 61
at QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator`1.GetBruteForceMethod(IEnumerator`1[] enumerators)+MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/Enumerators/SynchronizingEnumerator.cs:line 143
at QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator`1.MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/Enumerators/SynchronizingEnumerator.cs:line 91
at QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager.GetHistory(IEnumerable`1 requests, DateTimeZone sliceTimeZone)+MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/HistoricalData/HistoryProviderManager.cs:line 120
at QuantConnect.Data.SliceExtensions.PushThrough(IEnumerable`1 slices, Action`1 handler) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Data/SliceExtensions.cs:line 228
at QuantConnect.Lean.Engine.Setup.BaseSetupHandler.SetupCurrencyConversions(IAlgorithm algorithm, UniverseSelection universeSelection) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/Setup/BaseSetupHandler.cs:line 104
at QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.Setup(SetupHandlerParameters parameters) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/Setup/BrokerageSetupHandler.cs:line 325Method not found: 'System.Decimal
QuantConnect.Orders.GroupOrderExtensions.GetOrderLegRatio(System.Decimal, QuantConnect.Orders.GroupOrderManager)'. in QuoteBarFillForwardEnumerator.cs:line
70 Method not found: 'System.Decimal QuantConnect.Orders.GroupOrderExtensions.GetOrderLegRatio(System.Decimal, QuantConnect.Orders.GroupOrderManager)'.
20230322 07:38:02.811 TRACE:: JOB HANDLERS:
DataFeed: QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed
Setup: QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler
RealTime: QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler
Results: QuantConnect.Lean.Engine.Results.LiveTradingResultHandler
Transactions: QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler
Alpha: QuantConnect.Lean.Engine.Alphas.DefaultAlphaHandler
Object Store: QuantConnect.Lean.Engine.Storage.LocalObjectStore
History Provider: QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager
Brokerage: QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage
Data Provider: QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider
20230322 07:38:02.811 TRACE:: StopSafely(): Waiting for 'RealTimeScheduleEventService' thread to stop...
20230322 07:38:02.812 TRACE:: LiveTradingDataFeed.Exit(): Start. Setting cancellation token...
20230322 07:38:02.812 TRACE:: StopSafely(): Waiting for 'CustomDataExchange' thread to stop...
20230322 07:38:02.812 TRACE:: BaseDataExchange(CustomDataExchange).ConsumeQueue(): Exiting...
20230322 07:38:02.816 TRACE:: LiveTradingDataFeed.Exit(): Exit Finished.
20230322 07:38:02.816 TRACE:: FileSystemDataFeed.Exit(): Start. Setting cancellation token...
20230322 07:38:02.817 TRACE:: FileSystemDataFeed.Exit(): Exit Finished.
20230322 07:38:02.818 TRACE:: DefaultAlphaHandler.Exit(): Exiting...
20230322 07:38:02.822 TRACE:: DefaultAlphaHandler.Exit(): Ended
20230322 07:38:02.829 TRACE:: StopSafely(): Waiting for 'Result Thread' thread to stop...
20230322 07:38:02.830 ERROR:: During the algorithm initialization, the following exception has occurred: System.MissingMethodException: Method
not found: 'System.Decimal QuantConnect.Orders.GroupOrderExtensions.GetOrderLegRatio(System.Decimal, QuantConnect.Orders.GroupOrderManager)'.
at QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage.a(Symbol A_0, Boolean A_1, List`1 A_2, String A_3)
at QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage.GetHistory(HistoryRequest request)+MoveNext()
at QuantConnect.Lean.Engine.DataFeeds.Enumerators.QuoteBarFillForwardEnumerator.MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/Enumerators/QuoteBarFillForwardEnumerator.cs:line 70
at QuantConnect.Lean.Engine.DataFeeds.Enumerators.FillForwardEnumerator.MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/Enumerators/FillForwardEnumerator.cs:line 138
at QuantConnect.Lean.Engine.DataFeeds.Enumerators.SubscriptionDataEnumerator.MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/Enumerators/SubscriptionDataEnumerator.cs:line 71
at QuantConnect.Lean.Engine.DataFeeds.Subscription.MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/Subscription.cs:line 206
at QuantConnect.Lean.Engine.HistoricalData.SynchronizingHistoryProvider.CreateSliceEnumerableFromSubscriptions(List`1 subscriptions, DateTimeZone
sliceTimeZone)+MoveNext() in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/HistoricalData/SynchronizingHistoryProvider.cs:line 61
at QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator`1.GetBruteForceMethod(IEnumerator`1[] enumerators)+MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/Enumerators/SynchronizingEnumerator.cs:line 143
at QuantConnect.Lean.Engine.DataFeeds.Enumerators.SynchronizingEnumerator`1.MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/DataFeeds/Enumerators/SynchronizingEnumerator.cs:line 91
at QuantConnect.Lean.Engine.HistoricalData.HistoryProviderManager.GetHistory(IEnumerable`1 requests, DateTimeZone sliceTimeZone)+MoveNext() in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/HistoricalData/HistoryProviderManager.cs:line 120
at QuantConnect.Data.SliceExtensions.PushThrough(IEnumerable`1 slices, Action`1 handler) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Data/SliceExtensions.cs:line 228
at QuantConnect.Lean.Engine.Setup.BaseSetupHandler.SetupCurrencyConversions(IAlgorithm algorithm, UniverseSelection universeSelection) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/Setup/BaseSetupHandler.cs:line 104
at QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.Setup(SetupHandlerParameters parameters) in
/LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/Setup/BrokerageSetupHandler.cs:line 325Method not found: 'System.Decimal
QuantConnect.Orders.GroupOrderExtensions.GetOrderLegRatio(System.Decimal, QuantConnect.Orders.GroupOrderManager)'. in QuoteBarFillForwardEnumerator.cs:line
70 Method not found: 'System.Decimal QuantConnect.Orders.GroupOrderExtensions.GetOrderLegRatio(System.Decimal, QuantConnect.Orders.GroupOrderManager)'.
Method not found: 'System.Decimal QuantConnect.Orders.GroupOrderExtensions.GetOrderLegRatio(System.Decimal, QuantConnect.Orders.GroupOrderManager)'. in
QuoteBarFillForwardEnumerator.cs:line 70 Method not found: 'System.Decimal QuantConnect.Orders.GroupOrderExtensions.GetOrderLegRatio(System.Decimal,
QuantConnect.Orders.GroupOrderManager)'.
20230322 07:38:02.831 TRACE:: Debug: Interactive Brokers Brokerage account base currency: USD
20230322 07:38:02.831 TRACE:: Debug: Detected 'InteractiveBrokers' data feed. Adjusting algorithm Settings.DataSubscriptionLimit to 100. Can override this
setting on Initialize.
20230322 07:38:02.831 TRACE:: Debug: Changing account currency from USD to USD...
20230322 07:38:02.831 TRACE:: Debug: Warning: SetBenchmark(SPY): no existing symbol found, benchmark security will be added with Equity type.
20230322 07:38:02.831 TRACE:: LiveTradingResultHandler.Run(): Ending Thread...
20230322 07:38:02.833 TRACE:: LiveTradingResultHandler.SendFinalResult(): Starting...
20230322 07:38:02.889 TRACE:: LiveTradingResultHandler.SendFinalResult(): Finished storing results. Start sending...
20230322 07:38:02.889 TRACE:: LiveTradingResultHandler.SendFinalResult(): Ended
20230322 07:38:02.889 TRACE:: Engine.Run(): Disconnecting from brokerage...
20230322 07:38:02.892 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: -1 ErrorCode: 2100 - API client has been unsubscribed from account
data.
20230322 07:38:02.893 TRACE:: Brokerage.OnMessage(): Warning - Code: 2100 - API client has been unsubscribed from account data.
20230322 07:38:02.896 TRACE:: InteractiveBrokersBrokerage.Connect(): IB message processing thread ended: #22
20230322 07:38:02.901 TRACE:: InteractiveBrokersBrokerage.HandleConnectionClosed(): API client disconnected [Server Version: 0].
20230322 07:38:02.901 TRACE:: InteractiveBrokersBrokerage.Dispose(): Disposing of IB resources.
20230322 07:38:02.901 TRACE:: StopSafely(): Waiting for 'IbHeartBeat' thread to stop...
20230322 07:38:02.903 TRACE:: InteractiveBrokersBrokerage.RunHeartBeatThread(): ended
20230322 07:38:02.905 TRACE:: ComboOrdersFillTimeoutMonitor.Start(): ended
20230322 07:38:02.905 TRACE:: StopSafely(): Waiting for 'ComboOrdersFillTimeoutMonitor' thread to stop...
20230322 07:38:02.905 TRACE:: InteractiveBrokersBrokerage.HandleConnectionClosed(): API client disconnected [Server Version: 0].
20230322 07:38:02.910 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Updating IBGateway configuration file:
/root/ibgateway/ibgateway.vmoptions
20230322 07:38:02.911 TRACE:: Engine.Run(): Disposing of setup handler...
20230322 07:38:02.912 TRACE:: BrokerageSetupHandler.Setup(): Found data queue handler to dispose:
QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage
20230322 07:38:02.912 TRACE:: Engine.Main(): Analysis Completed and Results Posted.
Engine.Main(): Analysis Complete.
20230322 07:38:02.914 TRACE:: Engine.Main(): Packet removed from queue: L-3730265079
20230322 07:38:02.914 TRACE:: LeanEngineSystemHandlers.Dispose(): start...
20230322 07:38:02.914 TRACE:: LeanEngineSystemHandlers.Dispose(): Disposed of system handlers.
20230322 07:38:02.914 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): start...
20230322 07:38:02.914 TRACE:: BrokerageSetupHandler.Setup(): Found data queue handler to dispose:
QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage
20230322 07:38:02.914 TRACE:: LeanEngineAlgorithmHandlers.Dispose(): Disposed of algorithm handlers.
20230322 07:38:02.915 TRACE:: StopSafely(): Waiting for 'CpuPerformance' thread to stop...
20230322 07:38:02.918 TRACE:: PythonInitializer.Shutdown(): start
20230322 07:38:02.922 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterErrorDataReceived(): java: Fatal IO error 11 (Resource temporarily unavailable) on X
server :1.
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterErrorDataReceived(): free(): corrupted unsorted chunks
20230322 07:38:02.922 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): #
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): # A fatal error has been detected by the Java Runtime
Environment:
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): #
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): # SIGSEGV (0xb) at pc=0x00007f05161918a6, pid=160,
tid=0x00007f04b93cb700
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): #
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): # JRE version: Java(TM) SE Runtime Environment (8.0_202-b08)
(build 1.8.0_202-b08)
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): # Java VM: Java HotSpot(TM) 64-Bit Server VM (25.202-b08 mixed
mode linux-amd64 compressed oops)
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): # Problematic frame:
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): # C [libc.so.6+0x468a6]
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): #
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): # Core dump written. Default location: /root/ibgateway/core or
core.160
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): #
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): # An error report file with more information is saved as:
20230322 07:38:02.925 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): # /root/ibgateway/hs_err_pid160.log
20230322 07:38:03.103 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterErrorDataReceived(): /Lean/Launcher/bin/Debug/IBAutomater.sh: line 14: 160 Aborted
(core dumped) $1/ibgateway
20230322 07:38:03.105 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IBGateway process exited
20230322 07:38:03.109 TRACE:: InteractiveBrokersBrokerage.OnIbAutomaterExited(): Exit code: 0
20230322 07:38:05.194 TRACE:: PythonInitializer.Shutdown(): ended
20230322 07:38:05.194 TRACE:: Program.Main(): Exiting Lean...
Martin Molinero
Hey AC!
We have shipped a fix for combo orders which requires to pull the latest version of lean to solve the issue, `docker pull quantconnect/lean` or add `--update` to the `lean live deploy` command.
Sorry for the inconvenience. Please let us know if it solves the issue for youÂ
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.
Ac_2020
Thanks
Ac_2020
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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