Lean with TWS on local machine

Yes, although the particular version of TWS must be specified in the Launcher config file (it is rather picky about this). What error messages are you receiving upon launching?

Thank you, this is what happens when I already have a TWS session open:

20201204 16:23:03.249 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): IBAutomater error - Code: ExistingSessionDetected Message: An existing session was detected and will not be automatically disconnected. Please close the existing session manually.
20201204 16:23:03.248 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_OPENED] - Window title: [Existing session detected]
20201204 16:23:03.250 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Click button: [Exit Application]
20201204 16:23:03.252 ERROR:: Brokerage.OnMessage(): Error - Code: ExistingSessionDetected - An existing session was detected and will not be automatically disconnected. Please close the existing session manually.
20201204 16:23:03.278 ERROR:: LiveTradingResultHandler.Update(): Algorithm not yet initialized.
20201204 16:23:03.325 ERROR:: Engine.Run(): System.Exception: InteractiveBrokersBrokerage.CheckIbAutomaterError(): ExistingSessionDetected - An existing session was detected and will not be automatically disconnected. Please close the existing session manually.
at QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage.CheckIbAutomaterError(StartResult result, Boolean throwException) in C:\Users\laure\source\repos\Lean\Brokerages\InteractiveBrokers\InteractiveBrokersBrokerage.cs:line 30820201204 16:23:03.328 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_CLOSED] - Window title: [Existing session detected]
1
at QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage..ctor(IAlgorithm algorithm, IOrderProvider orderProvider, ISecurityProvider securityProvider, IDataAggregator aggregator, String account, String host, Int32 port, String ibDire20201204 16:23:03.330 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_DEACTIVATED] - Window title: [Existing session detected]
ctory, String ibVersion, String userName, String password, String tradingMode, String agentDescription) in C:\Users\laure\source\repos\Lean\Brokerages\InteractiveBrokers\InteractiveBrokersBrokerage.cs:line 260
at QuantConnect.Brokerages.InteractiveBrok20201204 16:23:03.331 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): Window event: [WINDOW_ACTIVATED] - Window title: [Authenticating...]
ers.InteractiveBrokersBrokerageFactory.CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm) in C:\Users\laure\source\repos\Lean\Brokerages\InteractiveBrokers\InteractiveBrokersBrokerageFactory.cs:line 95
at QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler.CreateBrokerage(AlgorithmNodePacket algorithmNodePacket, IAlgorithm uninitializedAlgorithm, IBrokerageFactory& factory) in C:\Users\laure\source\repos\Lean\Engine\Setup\BrokerageSetupHandler.cs:line 128
at QuantConnect.Lean.Engine.Engine.Run(AlgorithmNodePacket job, AlgorithmManager manager, String assemblyPath, WorkerThread workerThread) in C:\Users\laure\source\repos\Lean\Engine\Engine.cs:line 136

Is there just a way t stop the IB Automater to try to initialize a Gateway session?

Hi Georgea,

There can only be one active TWS session. Refer to the IB docs. To resolve this, ensure all other sessions are closed before trying to connect.

Best,
Derek Melchin

Hi, but is it possible to get the TWS started instead of the Gateway? I would like to be able to interact with my account while autotrading without having to have 2 sessions opened.

Hi Georgea Trading,

It's not possible. To interact with the account, use the IB website. Alternatively, the QC IDE can be used to add securities and place orders manually in the Holdings Tab.

Best,
Derek Melchin

Georgea Trading Hi , I think it's possible to run with TWS, though you would have to change the code a little - because Lean's IB implementation runs IB Gateway automatically, here:

I believe if you can tweak it the way it does not start the gateway, it is likely that everything will work fine through the TWS too..