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Clarification on Architecture / Total Connection Count

If I run more than 1 algo on a particular account how many connections will be made to the upstream broker using account credentials tied to the account owner?

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Two separate connections would be maintained.

But you cannot run two algorithms on the same brokerage account. This would cause the portfolio state to be unknown and our LEAN would automatically shut down both algorithms.

Imagine you check Portfolio.Cash, but one algorithm has changed that cash with an order. It would create errors and your algorithm could fail. Because of this when we detect an order we did not trigger; we stop the algorithm running immediately.

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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.


OK. Then my next question (and really my main question I guess) is how are brokers like OANDA which allow multiple accounts via a single API key, but have limits on connections handled? Do we select an account when we go live? I've not actually run an algorithm live yet so that is why I'm curious.

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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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