MultipleSymbolConsolidationAlgorithm Forex Error?


When running the MultipleSymbolConsolidationAlgorithm I notice that it does not execute any orders for any of the Forex pairs. The only thing changed in the algorithm between cloning it and running it was changing "iteritems()" to "items()". Could this somehow cause the forex data not to get passed on? Why does this algorithm not place an order for any of the forex pairs? Any help on this issue would be greatly appreciated. 


Update Backtest

by clicking on the statistics tab you would see 3 trades which after executing the backtest are:

Date Time Symbol Price Type Quantity Operation Status Tag
2014-12-01 11:10:00 IBM $ 144.19010385 USD Market 1 Long Filled
2014-12-01 11:10:00 SPY $ 192.268567257 USD Market 1 Long Filled
2014-12-01 11:10:00 AAPL $ 108.91983552 USD Market 1 Long Filled

there is no logic inside :)   only buy and hold


I see that those 3 trades were placed for the equity symbols and my question is why do no orders for the FOREX pairs go through?

The algorithm is set up so it should go long and hold for every symbol added, both forex and equity. In initialzie there was FOREX data added and none of FOREX trade orders get placed. It looks like this line "consolidator = TradeBarConsolidator(BarPeriod) if symbolData.Symbol.SecurityType == SecurityType.Equity else QuoteBarConsolidator(BarPeriod)" should take care of the discrepancies between the two symbol types, and all of data should be pushed into the same variable. and orders should be placed the same way after that. Why does this not place a long order for all of the FOREX symbols? Any help/explanation would be greatly appreciated!

Thank you!!


probably because lot size to small


Successfully sent backtest request for 'Logical Black Salmon', (Compile Id: 149ccc8d957013b95b58508b9fd1ec3c-c108b327e0d013e9cee17746530dacb0)

10 | 09:49:18:

Launching analysis for 4b91c59e77e3de4f1a35a0e13a140bcd with LEAN Engine v2.

11 | 09:49:18:
Backtest Handled Error: Unable to submit order with id -10 which quantity (1) is less than lot size (1000).

12 | 09:49:20:

Algorithm-Id: 4b91c59e77e3de4f1a35a0e13a140bcd successfully sent to cloud.

13 | 09:49:23:
Backtest dep

Jared Broad


changed size and than:



Aha. I understand, thanks a bunch!


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