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Hi All - I am running local lean Visual Studio build and connecting to Interactive Broker Paper Trading. Looks like IB is not supporting old IBGateway now, when trying to use IBGateway version 978, it gives error as unsupported version and exit. So I am using IBGateway 1019 and connectivity seems fine however unable to Historical data, while real time data works fine. (Note IB data subscription is there on paper account so that is not an issue.)
Is anyone using IBGateway higher than 928 and facing this issue recently and any fixes need, don't see any error though only zero rows are received even for simpler request
Secondly has anyone recently looked into getting IBAutomater working with TWS instead of IBGateway.
Code:
class MyAlgoTest1(QCAlgorithm):
def Initialize(self):
self.SetStartDate(2013,10,7) #Set Start Date
self.SetEndDate(2013,10,11) #Set End Date
self.SetCash(100000) #Set Strategy Cash
self.Debug("------------ Request Live data -----------")
self.AddEquity("SPY", Resolution.Minute, Market.USA, True, 1, True)
self.AddEquity("IBM", Resolution.Minute, Market.USA, True, 1, True)
self.Debug("------------ Request IBM historical data -----------")
history = self.History(["IBM"], 10, Resolution.Minute)
for tuple in history.itertuples():
time = tuple.Index[1]
close = tuple.close
self.Log(str(time)+' '+str(close))
def OnData(self, data):
self.Debug(data["SPY"])
self.Debug(data["IBM"])
OUTPUT – no historical data but getting live data.
20230509 09:51:46.678 TRACE:: Debug: Detected 'InteractiveBrokers' data feed. Adjusting algorithm Settings.DataSubscriptionLimit to 100. Can override this setting on Initialize.
20230509 09:51:46.678 TRACE:: Debug: ------------ Request Live data -----------
20230509 09:51:46.678 TRACE:: Debug: ------------ Request IBM historical data -----------
20230509 09:51:47.102 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: 67 ErrorCode: 10285 - Your API version does not support fractional size rules. Please upgrade to a minimum version 163.. Origin: [Id=67] Subscribe: EURUSD (CASH EUR USD IDEALPRO 0 )
20230509 09:51:47.103 TRACE:: Brokerage.OnMessage(): Information - Code: 10285 - Your API version does not support fractional size rules. Please upgrade to a minimum version 163.. Origin: [Id=67] Subscribe: EURUSD (CASH EUR USD IDEALPRO 0 )
20230509 09:51:47.323 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: 68 ErrorCode: 10285 - Your API version does not support fractional size rules. Please upgrade to a minimum version 163.. Origin: [Id=68] Subscribe: USDSGD (CASH USD SGD IDEALPRO 0 )
20230509 09:51:47.323 TRACE:: Brokerage.OnMessage(): Information - Code: 10285 - Your API version does not support fractional size rules. Please upgrade to a minimum version 163.. Origin: [Id=68] Subscribe: USDSGD (CASH USD SGD IDEALPRO 0 )
20230509 09:51:47.540 TRACE:: InteractiveBrokersBrokerage.HandleError(): RequestId: 69 ErrorCode: 10285 - Your API version does not support fractional size rules. Please upgrade to a minimum version 163.. Origin: [Id=69] Subscribe: USDHKD (CASH USD HKD IDEALPRO 0 )
20230509 09:51:47.541 TRACE:: Brokerage.OnMessage(): Information - Code: 10285 - Your API version does not support fractional size rules. Please upgrade to a minimum version 163.. Origin: [Id=69] Subscribe: USDHKD (CASH USD HKD IDEALPRO 0 )
20230509 09:51:48.682 TRACE:: Debug: Brokerage Info: Your API version does not support fractional size rules. Please upgrade to a minimum version 163.. Origin: [Id=67] Subscribe: EURUSD (CASH EUR USD IDEALPRO 0 )
20230509 09:51:48.683 TRACE:: Debug: Brokerage Info: Your API version does not support fractional size rules. Please upgrade to a minimum version 163.. Origin: [Id=68] Subscribe: USDSGD (CASH USD SGD IDEALPRO 0 )
20230509 09:51:48.683 TRACE:: Debug: Brokerage Info: Your API version does not support fractional size rules. Please upgrade to a minimum version 163.. Origin: [Id=69] Subscribe: USDHKD (CASH USD HKD IDEALPRO 0 )
20230509 09:52:00.785 TRACE:: Debug: SPY: O: 411.35 H: 411.35 L: 411.35 C: 411.35 V: 2
20230509 09:52:00.785 TRACE:: Debug: IBM: O: 121.74 H: 121.74 L: 121.74 C: 121.74 V: 2
20230509 09:52:45.900 TRACE:: Isolator.ExecuteWithTimeLimit(): Used: 36, Sample: 326, App: 575, CurrentTimeStepElapsed: 00:00.000. CPU: 0%
Louis Szeto
Hi Diwakar
It might be because you're missing historical data subscription from the data source, or the configuration of the data provider is off. We suggest using Lean CLI for easy configuration.
Best
Louis
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Diwakar
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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