Add checks for historical limitations - Githubissues

QuantConnect / Lean.Brokerages.InteractiveBrokers

InteractiveBrokers Brokerage Plugin

Apache License 2.0

31 stars 20 forks source link

Add checks for historical limitations #30

Closed Martin-Molinero closed 1 year ago

Martin-Molinero commented 1 year ago

Description

Add checks for IB historical data limitations
- Limit Resolution.Second to 6 months
- Skip delisted equities
- Skip expired options
- Skip expired futures after 2 years

Related Issue

See https://interactivebrokers.github.io/tws-api/historical_limitations.html

Motivation and Context

Warming up using IB

Requires Documentation Change

N/A

How Has This Been Tested?

Running history requests with IB, sanity tested live deployment

Types of changes

[x] Bug fix (non-breaking change which fixes an issue)
[ ] Refactor (non-breaking change which improves implementation)
[ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
[ ] New feature (non-breaking change which adds functionality)
[ ] Breaking change (fix or feature that would cause existing functionality to change)
[ ] Non-functional change (xml comments/documentation/etc)

Checklist:

[x] My code follows the code style of this project.
[x] I have read the CONTRIBUTING document.
[ ] I have added tests to cover my changes.
[x] All new and existing tests passed.
[x] My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>