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QuantConnect / Lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
https://lean.io
Apache License 2.0
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Local IB Always Rejecting Ticks #410

Closed jaredbroad closed 8 years ago

jaredbroad commented 8 years ago

Local interactive brokers data queue handler reported failing.

Reported fix is empty (Quantity 0) ticks causing IsValid() to reject the ticks.

Fix mentioned here - giving the ticks a quantity to pass the filter.

jaredbroad commented 8 years ago

Fixed