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Odd lot

Odd lot is an issue for me here in Brazil.
If I want to buy shares from an equity that are not multiple of standard lot, I need to pay fees that are more expensive and it's odd lots are not as liquid. Proprietary software like Amibroker let us set round lot size that prevents odd lots.
I don't think that's included on QuantConnect/Lean. Am I right?
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Correct, its not included by default. Its probably best to do this in your algorithm anyway. There are two things to do to factor this behavior:
1. Create a TransactionFeeModel which factors in your lot requirements,
2. Send Orders which round to the lot level you want,

var lot = 100;
var quantity = (int)(quantity / lot) * lot;
if (Math.Abs(quantity) > 0) Order("SPY", quantity)
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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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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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