Can anybody confirm that backtesting using IB datafeed is partially supported currently in desktop version? From previous post, seems IB datafeed is not accurate or not fit Lean, is that still true? Thanks.
QUANTCONNECT COMMUNITY
Can anybody confirm that backtesting using IB datafeed is partially supported currently in desktop version? From previous post, seems IB datafeed is not accurate or not fit Lean, is that still true? Thanks.
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Jared Broad
IB and LEAN work perfectly together. What is the previous link you're referring to?
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.
Simon Zhou
Thanks for the quick reply. Here is the discussion link:
https://www.quantconnect.com/forum/discussion/4136/downloading-historical-data-via-interactive-broker-for-backtesting-using-lean-locally
Also in the config.json file, there is no backtesting interactive settings. Just would like to know how should I put the settings if I would like to use IB data feed to do the backtesting? Thanks.
Best regards,
Simon Zhou
Jared Broad
Backtesting is sourced from local data files. It would be very very slow to have backtesting sourced from IB directly. Ideally, you should use the IB Data Downloader in the toolbox to download files you need then run the backtest over them.
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.
Simon Zhou
Simon Zhou
Simon Zhou
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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