Hey everyone,

If you're running LEAN with Interactive Brokers from Europe, you've probably hit PRIIPs/KID rejections on US ETF orders. SPY, QQQ, TLT, all blocked for EU/EEA accounts.

I'm currently working around this by running LEAN locally with a patched DLL that remaps US tickers to UCITS equivalents at order time (SPY to CSPX, QQQ to CSNDX, etc). Works fine, but it means I can't use QC Cloud for live trading.

It would be great to have this as a native LEAN feature. The key challenges:

• Trading hours: This only works when both markets are open. LSE overlap with US is roughly 14:30 to 16:30 GMT. Orders outside that window would need to be queued or scheduled.
• ISIN-based mapping: Tickers vary by exchange, ISINs don't. Some UCITS ETFs are dual-listed on IB and picking the wrong ConId means instant rejection.
• Currency: Most UCITS equivalents on LSE trade in USD, some only in EUR.
• Order sizing: For algos using percentage-based allocation (SetHoldings), this is straightforward since LEAN calculates the correct quantity from the target ETF's price. It only works cleanly for this case though. Fixed-quantity orders (MarketOrder with a share count) would need price-based conversion since UCITS ETFs have different price levels than their US counterparts.
 

The mapping table itself would be maybe 50 ETFs, could be community-maintained.

Anyone else dealing with this?

Best,
Markus