Update & History requests improvements - Githubissues

QuantConnect / Lean.Brokerages.InteractiveBrokers

InteractiveBrokers Brokerage Plugin

Apache License 2.0

27 stars 17 forks source link

Update & History requests improvements #32

Closed Martin-Molinero closed 1 year ago

Martin-Molinero commented 1 year ago

Description

Update IB gateway to latest 1019
Improve history rate limits, for high resolution and concurrent requests
IB does not provider open interest historical data

Related Issue

See https://github.com/QuantConnect/Lean/pull/6706

Motivation and Context

Gateway java io errors
Lean hitting IB history requests limitations
Requires Documentation Change

N/A

How Has This Been Tested?

Running IB 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>