Support Extended Market Hours for Futures History Request - Githubissues

QuantConnect / Lean.Brokerages.InteractiveBrokers

InteractiveBrokers Brokerage Plugin

Apache License 2.0

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Support Extended Market Hours for Futures History Request #22

Closed AlexCatarino closed 1 year ago

AlexCatarino commented 1 year ago

Expected Behavior

History requests for Futures' include extended market hours if subscribed to.

Actual Behavior

The logic in InteractiveBrokersBrokerage.cs#L3485:L3487 only accounts for extended market hours for Equity:

    var useRegularTradingHours = request.Symbol.SecurityType == SecurityType.Equity
        ? Convert.ToInt32(!request.IncludeExtendedMarketHours)
        : 0;

Potential Solution

N/A

Checklist

[x] I have completely filled out this template
[x] I have confirmed that this issue exists on the current master branch
[x] I have confirmed that this is not a duplicate issue by searching issues
[x] I have provided detailed steps to reproduce the issue

Martin-Molinero commented 1 year ago

After further analysis detected this wasn't an actual issue