QuantConnect / Lean.Brokerages.InteractiveBrokers

InteractiveBrokers Brokerage Plugin
Apache License 2.0
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Handle invalid tick size #64

Closed Martin-Molinero closed 1 year ago

Martin-Molinero commented 1 year ago

Description

Runtime Error: Value was either too large or too small for an Int64. in OptionContract.cs:line 202 Stack Trace: Value was either too large or too small for an Int64. in OptionContract.cs:line 202

AggregationManager.Update(): System.OverflowException: Value was either too large or too small for a Decimal. at System.Number.ThrowOverflowException(TypeCode type) at System.Decimal.DecCalc.DecAddSub(DecCalc& d1, DecCalc& d2, Boolean sign) at System.Decimal.op_Addition(Decimal d1, Decimal d2) at QuantConnect.Data.Consolidators.TickConsolidator.AggregateBar(TradeBar& workingBar, Tick data)

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

N/A

Types of changes

Checklist: