Back

Lean LiveDataQueue : IDataQueueHandler implementation for Interactive broker.

Locally on my PC I am trying to get live data feed working from interactive broker. I noticed that config.json file provides following config to work with interactive broker. Also there is username/pw etc in config.json to connect with IB which works fine for me. However when I try to run live for testing on demo account I get runtime exception due the fact that LiveDataQueue is not implemented. Following is what exist in the config.json file.

"live-interactive": {
"live-mode": true,

// real brokerage implementations require the BrokerageTransactionHandler
"live-mode-brokerage": "InteractiveBrokersBrokerage",

"setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
"result-handler": "QuantConnect.Lean.Engine.Results.ConsoleResultHandler",
"data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
"data-queue-handler": "QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue",
"real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
"transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler"
}

I noticed that there are some implementation of LiveDataQueue for IB in following class so I tried following config. Is changing "data-queue-handler" as following line right thing to do ? If not can someone guide for implementing live data feed from IB (I know that they don't have real tick data but granularity is okay for me ).

"data-queue-handler": "QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage",

Thanks
Update Backtest








Hey Desi! Awesome you're digging into LEAN. To keep the forums focused on algorithm sharing and development we ask people use the google groups to discuss the open source project. Please re-post your question here: https://groups.google.com/forum/#!forum/lean-engine

Best,
Jared
0

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.


Update Backtest





0

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.


Loading...

This discussion is closed