All open orders and positionsfrom IB Live

Here's a review and an improved version of your approach for fetching open orders and holdings from Interactive Brokers (IB) in QuantConnect, with best-practice comments specific to QuantConnect's environment:

Key Review Points

1. Brokerage Access:

   • self.brokerage is not always accessible or supported in all environments (especially research/backtest, and even in some live configurations). Attempting to use it, as in your code, can result in the error:

     “Brokerage connection not available. Cannot fetch IB orders.”
     

   • This attribute may not exist unless you are running in live mode and the engine exposes it (generally only on Beta/Research clusters or private LEAN deployments).

2. Portfolio & Transactions:

   • QuantConnect’s engine automatically syncs account state (orders, holdings) with the broker, including for many trades placed externally, but only for subscribed assets.
   • You should always be ready to gracefully fall back to using self.Portfolio (for holdings) and self.Transactions.GetOpenOrders() if direct IB queries are not possible.

3. Live/Backtest Compatibility:

   • The recommended way is a hybrid method: try broker direct access first if live+available, else use the engine's state.

4. Monitoring Disconnections:

   • Handle possible reconnections and use on_brokerage_message to monitor brokerage events and log errors.

Example: Robust Pattern

from AlgorithmImports import *
from datetime import timedelta
class IBStateInspector(QCAlgorithm):
    def initialize(self) -> None:
        self.set_start_date(2021, 1, 1)
        self.set_end_date(2022, 1, 1)
        self.set_cash(100_000)

        self._symbol = self.add_equity("SPY", Resolution.MINUTE).symbol

        # ask for the brokerage state every 30 minutes
        self.schedule.on(
            self.date_rules.every_day(self._symbol),
            self.time_rules.every(timedelta(minutes=30)),
            self._fetch_brokerage_state,
        )

    def _fetch_brokerage_state(self) -> None:
        """
        1. Try to query the live Interactive Brokers handle.
        2. Fall back to QC’s Portfolio / Transactions if the handle is missing.
        """
        # ---- 1) open orders ------------------------------------------------
        orders: list[Order] = []
        brokerage = getattr(self, "brokerage", None)

        if self.live_mode and brokerage is not None:
            try:
                orders = brokerage.get_open_orders()
            except Exception as err:
                self.error(f"IB open-order request failed: {err}")

        if not orders:
            orders = self.transactions.get_open_orders()

        for o in orders:
            try:
                self.debug(f"OPEN ORDER | {o.symbol} | Qty {o.quantity} @ {getattr(o,'LimitPrice',0):.2f}")
            except Exception as inner:
                self.error(f"Unable to parse order: {inner}")

        # ---- 2) holdings ---------------------------------------------------
        holdings: list[PortfolioTarget] | list[SecurityHolding] = []
        if self.live_mode and brokerage is not None:
            try:
                holdings = brokerage.get_account_holdings()
            except Exception as err:
                self.error(f"IB holdings request failed: {err}")

        if not holdings:
            holdings = [h for h in self.portfolio.values() if h.invested]

        for h in holdings:
            try:
                symbol = getattr(h, "Symbol", None)
                qty = getattr(h, "Quantity", 0)
                price = getattr(h, "AveragePrice", 0.0)
                self.debug(f"HOLDING    | {symbol} | Qty {qty} | Avg {price:.2f}")
            except Exception as inner:
                self.error(f"Unable to parse holding: {inner}")

General Guidance

• Don’t rely on self.brokerage exclusively; always provide a fallback.
• If you are missing externally placed trades, make sure you have called AddEquity() (or the relevant subscription methods) for those assets, as only subscribed/universe assets are pulled into QC’s portfolio sync.
• Use self.portfolio[...] and self.transactions.get_open_orders() as reliable always-available sources.
• Monitor the on_brokerage_message method for error notifications.
• If you get frequent disconnect errors, open a support ticket with QuantConnect.

Summary:
Your approach is on the right track, but in QuantConnect QuantBook/Cloud, direct access to the brokerage’s methods is not always possible, so you must defend against its absence and always use the Portfolio (holdings) and Transactions (orders) as reliable, synchronized data sources. This will not only work across backtest/live, but also automatically reflect most externally placed trades after a sync.

If you need historical fills or transactional details not in Portfolio, consider exporting execution logs from your brokerage outside QuantConnect.

Let me know if you want an explanation of how to subscribe assets not held in QuantConnect!

Sources: Brokerages - QuantConnect.com, Interactive Brokers - QuantConnect.com, Interactive Brokers - QuantConnect.com, Opening Range Breakout for Stocks in Play, Head & Shoulders TA Pattern Detection