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Malachi Bazar INVESTOR

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Hello,

I need to be able to trade in the after hours of the market, and I've read that IB and Quantconnect support it. However, I cannot find a solid exmple on how to request trading hours.

This is what is in the documentation:

AddEquity(string ticker,

          Resolution resolution = Resolution.Minute,

          string market = Market.USA, 

          bool fillDataForward = true,

          decimal leverage = 0m,

          bool extendedMarketHours = false)

Obviously this cannot be run as is. In Python, should the true and false arguments be strings or the native True and False functions of Python? Also, when I run the code, I get an AttributeError : USA.

I'm not doing something right, and I need to know how fix it. Any advice on what and what not to do when trading after hours would be much appriciated as well.

Thanks,

Malachi

Update Backtest

Malachi Bazar

Accepted Answer

Update Backtest

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Quant Trader

3k ,

Hi,

Do you have a piece of (simpel) code you with an security you want to trade after market hours? I guess you get more data returned from the subscriptionmanager if I read the source code right:

            // Add the symbol to Data Manager -- generate unified data streams for algorithm events

            var configList = new SubscriptionDataConfigList(symbol);

            configList.AddRange(from subscriptionDataType

                                in subscriptionDataTypes

                                let dataType = subscriptionDataType.Item1

                                let tickType = subscriptionDataType.Item2

                                select subscriptionManager.Add(dataType, tickType,

                                                               symbol, resolution, dataTimeZone,

                                                               exchangeHours.TimeZone, isCustomData,

                                                               fillDataForward, extendedMarketHours,

                                                               isInternalFeed, isFilteredSubscription));

Malachi Bazar

989 ,

Hello,

I was under the impression that I need to change some default paramater when I add an exquity.

Here is an example of the equity that I want to trade during after hours. I just need to know how to fill this out:

self.xiv = self.AddEquity("XIV", 

                    Resolution.Hour,

                    Market.USA,

                    "true",

                    "0m",

                    "true").Symbol

When I run as is, I get:

Python.Runtime.PythonException: AttributeError : USA

I'm guessing that I'm not doing something right when I call Market.USA.

Thanks,

Malachi

Jared Broad

STAFF ,

self.AddEquity("SPY", Resolution.Minute, Market.USA, True, 1, True)

The above snippet works fine. Boolean parameters are either True or False; leverage should be at least 1. Unless required for some reason I'd just put things on 1 line instead of spacing them over multiple lines. The documentation spaced them out for clarity.

Malachi Bazar

989 ,

Thanks Jared,

I implimented your example as follows:

self.xiv = self.AddEquity("XIV", Resolution.Hour, Market.USA, True, 1, True).Symbol

When I run this, I get:

Python.Runtime.PythonException: AttributeError : USA

Am I not importing a libary correctly? Here's the rest of my initialize definition:

from System import *

from QuantConnect import *

from QuantConnect.Algorithm import *

from QuantConnect.Data import *

import numpy as np

from datetime import timedelta

import math







class BasicTemplateAlgorithm(QCAlgorithm):

    

    

    

    def Initialize(self):

        # Set the cash we'd like to use for our backtest

        # This is ignored in live trading 

        self.SetCash(37000)

        

        # Set benchmark

        self.SetBenchmark("XIV")

        

        # Start and end dates for the backtest.

        # These are ignored in live trading.

        self.SetStartDate(2013,06,8)

        self.SetEndDate(2018,1,23)

        

        #Assets predetermined

        self.vxx = self.AddEquity("UVXY", Resolution.Hour).Symbol

        

        self.xiv = self.AddEquity("XIV", Resolution.Hour, Market.USA, True, 1, True).Symbol

        

        self.spy = self.AddEquity("SPY", Resolution.Hour).Symbol

Thanks,

Malachi

Jared Broad

STAFF ,

Strange one but turned out just needed another import at the top of the main.py. The import must've been in the basic template but wasn't in your headers.

Malachi Bazar INVESTOR

Update Backtest

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