The IB data feed can stream data for up to 100 assets by default, but IB may let you stream more than 100 assets based on your commissions and equity value. For more information about data feed limits from IB, see the Market Data Pricing Overview page on the IB website. If IB lets you stream more than 100 assets, set the DataSubscriptionLimit of your algorithm to the new limit from IB.
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The IB data feed can stream data for up to 100 assets by default, but IB may let you stream more than 100 assets based on your commissions and equity value. For more information about data feed limits from IB, see the Market Data Pricing Overview page on the IB website. If your algorithm adds more than the your limit, LEAN logs the following message:
Error - Code: 101 - Max number of tickers has been reached - The current number of active market data subscriptions in TWS and the API altogether has been exceeded (102). This number is calculated based on a formula which is based on the equity, commissions, and quote booster packs in an account.
where 102 is the number of the subscription LEAN tried to add when it received the error message.
Expected Behavior
Do not document deprecated properties. On the Interactive Brokers's Datafeed's page, we adapt the current text
to
Error - Code: 101 - Max number of tickers has been reached - The current number of active market data subscriptions in TWS and the API altogether has been exceeded (102). This number is calculated based on a formula which is based on the equity, commissions, and quote booster packs in an account.
where 102 is the number of the subscription LEAN tried to add when it received the error message.
Actual Behavior
We document
Settings.DataSubscriptionLimiton Interactive Brokers's Datafeed.Checklist
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