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QuantConnect / Lean.Brokerages.InteractiveBrokers

InteractiveBrokers Brokerage Plugin
Apache License 2.0
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Futures Data Multiplier #116

Open AlexCatarino opened 3 weeks ago

AlexCatarino commented 3 weeks ago

Expected Behavior

The Futures data price is USD.

Actual Behavior

We receive data in cents of USD for CT:

Captura de ecrã 2024-06-10 185812

Since, according to CME, it is trading at $0.75 https://www.cmegroup.com/markets/agriculture/lumber-and-softs/cotton.html

On TWS, we see around $75, so TWS doesn't display the data in USD either.

Potential Solution

Reproducing the Problem

from AlgorithmImports import *
class FocusedFluorescentYellowPigeon(QCAlgorithm):
    def initialize(self):
        self.set_start_date(2022, 12, 9)
        self.add_future('CT').set_filter(0, 360)

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