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zipline-live / zipline

Zipline-Live, a Pythonic Algorithmic Trading Library
http://www.zipline-live.io/
Apache License 2.0
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Update algorithm_live.py #94

Closed peterfabakker closed 4 years ago

peterfabakker commented 6 years ago

ENH: Subscribe to data when calling symbol()

Problem: when we ask for a lot of symbols during live trading, the market subscription with IB can take so long that the minute passes and the functions that need the market subscription fail.

Solution: As such when we call symbol we need to make sure we can actually get the data from the broker so it will launch a Subscribe to data action. When we ask for the symbols in before_trading_starts the environment will be ready to request data in handle_data

tibkiss commented 6 years ago

Could you please also modify the commit message? As-is it will appear as 'Update algorithm_live.py' which is not helpful.

tibkiss commented 4 years ago

This change became outdated. Closing.