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Can I use 2 (or more) brokerages at the same time? e.g. in the same local run?

Hi,

Suppose I have both IB & Tradier account, can I use these 2 brokerages at the same time?

My guess is it's not currently supported: in 

Lean/Launcher/config.jsonhttps://github.com/QuantConnect/Lean/blob/master/Launcher/config.json

"environment": "backtesting", // "live-paper", "backtesting", "live-interactive", "live-interactive-iqfeed" 

looks like environment can only be set to one single value.

But I think it will be nice to be able to use these 2 brokerages at the same time in the live sessions.

1) sometimes a brokerage may go down during trading hours; then we can have the other account to continue trade.

2) the data feed of one brokerage may have delay at certain point during the day, we can use the lastest data feed from the other account.

Thoughts? shall I log a feature request in github?

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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.


Hi Ming,

You can run two instances of the same algorithm on two different brokerages. However, it is not possible to run a single instance of an algorithm on two different brokerages.

Deploying two algorithms to the same brokerage account is slightly more difficult. Imagine you had two algorithms fighting to set the target portfolio; one trying to buy shares in Apple, and the other trying to sell them. It would be impossible to maintain a stable portfolio. Because of this problem, we don't allow deploying two projects to the same brokerage account. Learn more in the documentation about running multiple algorithms.

QuantConnect does not support Tradier Brokerage in the cloud, but it's implementation is available in Lean.

The brokerage redundancy proposed is not feasible because each brokerage has a different portfolio. As for data redundancy, you can select the QuantConnect datafeed that comes directly from the exchange. 

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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.


Update Backtest





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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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