IB Broker: !!!WARNING: I did not manage to subscribe to NAV-PD

[alphaville76]

[2020-08-27 18:56:03.697191] INFO: IB Broker: Subscribing to market data for Equity(113764 [NAV-PD]) [2020-08-27 18:56:03.761880] ERROR: IB Broker: [200] No security definition has been found for the request (0) [2020-08-27 18:56:24.732727] WARNING: IB Broker: !!!WARNING: I did not manage to subscribe to NAV-PD Traceback (most recent call last): File "/home/XYZ/zipline/lib/python3.6/site-packages/sharadar_db_bundle/algo/live/rsi.py", line 194, in run_live() File "/home/XYZ/zipline/lib/python3.6/site-packages/sharadar_db_bundle/algo/live/rsi.py", line 187, in run_live broker=IBBroker('localhost:4002:1'), File "/home/XYZ/zipline/lib/python3.6/site-packages/sharadar_db_bundle/sharadar/util/run_algo.py", line 495, in run_algorithm execution_id=execution_id File "/home/XYZ/zipline/lib/python3.6/site-packages/sharadar_db_bundle/sharadar/util/run_algo.py", line 246, in _run perf = algo.run() File "/home/XYZ/zipline/lib64/python3.6/site-packages/zipline_trader-1.3.0+638.gcbf6e602-py3.6-linux-x86_64.egg/zipline/algorithm_live.py", line 274, in run daily_stats = super(self.class, self).run(*args, **kwargs) File "/home/XYZ/zipline/lib64/python3.6/site-packages/zipline_trader-1.3.0+638.gcbf6e602-py3.6-linux-x86_64.egg/zipline/algorithm.py", line 668, in run for perf in self.get_generator(): File "/home/XYZ/zipline/lib64/python3.6/site-packages/zipline_trader-1.3.0+638.gcbf6e602-py3.6-linux-x86_64.egg/zipline/gens/tradesimulation.py", line 205, in transform for capital_change_packet in every_bar(dt): File "/home/XYZ/zipline/lib64/python3.6/site-packages/zipline_trader-1.3.0+638.gcbf6e602-py3.6-linux-x86_64.egg/zipline/gens/tradesimulation.py", line 133, in every_bar handle_data(algo, current_data, dt_to_use) File "/home/XYZ/zipline/lib64/python3.6/site-packages/zipline_trader-1.3.0+638.gcbf6e602-py3.6-linux-x86_64.egg/zipline/utils/events.py", line 218, in handle_data dt, File "/home/XYZ/zipline/lib64/python3.6/site-packages/zipline_trader-1.3.0+638.gcbf6e602-py3.6-linux-x86_64.egg/zipline/utils/events.py", line 237, in handle_data self.callback(context, data) File "/home/XYZ/zipline/lib64/python3.6/site-packages/zipline_trader-1.3.0+638.gcbf6e602-py3.6-linux-x86_64.egg/zipline/algorithm_live.py", line 106, in handle_data super(self.class, self).handle_data(data) File "/home/XYZ/zipline/lib64/python3.6/site-packages/zipline_trader-1.3.0+638.gcbf6e602-py3.6-linux-x86_64.egg/zipline/algorithm.py", line 474, in handle_data self._handle_data(self, data) File "/home/XYZ/zipline/lib/python3.6/site-packages/sharadar_db_bundle/algo/live/rsi.py", line 64, in handle_data rebalance(context, data) File "/home/XYZ/zipline/lib/python3.6/site-packages/sharadar_db_bundle/algo/live/rsi.py", line 144, in rebalance print("can_trade: " + str(data.can_trade(long))) File "zipline/_protocol.pyx", line 121, in zipline._protocol.check_parameters.call.assert_keywords_and_call File "zipline/_protocol.pyx", line 492, in zipline._protocol.BarData.can_trade File "zipline/_protocol.pyx", line 534, in zipline._protocol.BarData._can_trade_for_asset File "/home/XYZ/zipline/lib64/python3.6/site-packages/zipline_trader-1.3.0+638.gcbf6e602-py3.6-linux-x86_64.egg/zipline/data/data_portal_live.py", line 30, in get_spot_value return self.broker.get_spot_value(assets, field, dt, data_frequency) File "/home/XYZ/zipline/lib64/python3.6/site-packages/zipline_trader-1.3.0+638.gcbf6e602-py3.6-linux-x86_64.egg/zipline/gens/brokers/ib_broker.py", line 969, in get_spot_value bars = self._tws.bars[symbol] KeyError: 'NAV-PD'

[alphaville76]

Same for LGF.B

[alphaville76]

NAV-PD -> NAV P – First class preferred shares D – New issue of existing stock https://www.investopedia.com/terms/s/stocksymbol.asp

[alphaville76]

IB Lookup Tool https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php

[alphaville76]

LGF.B -> LGF B https://misc.interactivebrokers.com/cstools/contract_info/v3.10/index.php?action=Conid Info&wlId=IB&conid=257460317&lang=en&ib_entity=