Change index data request to realtime requests

zipline-live / zipline

Zipline-Live, a Pythonic Algorithmic Trading Library

http://www.zipline-live.io/

Apache License 2.0

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Change index data request to realtime requests #107

Closed peterfabakker closed 6 years ago

peterfabakker commented 6 years ago

A year ago something changed in IB (no specific release) and INDEX tickers cannot be requested with market data. The data can, however, be requested with realtimeBars. This change will make sure we can request data from INDEX tickers like SPX, VIX, etc

tibkiss commented 6 years ago

Thank you. Could you please fix the flake8 problems before I merge?

coveralls commented 6 years ago

Coverage increased (+0.09%) to 86.493% when pulling 9b3abb0a9f559e7c4fcde2a06adddfd72cc8c084 on Change-data-request-for-INDEX-tickers-to-realtime into 39bd8e7473468b471e6ef2dfb681d20a5999e98f on master.

tibkiss commented 6 years ago

LGTM, Thank you!