Brokerages

If you have an ARM M1 chip, you can't deploy a local live algorithm with the IB brokerage.

Follow these steps to start local live trading with the Interactive Brokers brokerage:

1. Log in to the CLI if you haven't done so already.
2. Open a terminal in the organization workspace that contains the project.
3. Run lean live deploy "<projectName>" to start a live deployment wizard for the project in . / <projectName> and then enter the brokerage number, 2.

   $ lean live deploy "My Project"
   Select a brokerage:
   1) Paper Trading
   2) Interactive Brokers
   3) Tradier
   4) OANDA
   5) Bitfinex
   6) Coinbase Advanced Trade
   7) Binance
   8) Zerodha
   9) Samco
   10) Terminal Link
   11) Trading Technologies
   12) Kraken
   13) Charles Schwab
   14) Bybit
   15) TradeStation
   16) Alpaca
   Enter an option: 2

4. Set up IB Key Security via IBKR Mobile. For instructions, see IB Key Security via IBKR Mobile on the IB website.
5. Go back to the terminal and enter your Interactive Brokers username, account id, and password.

   $ lean live "My Project"
   Username: trader777
   Account id: DU1234567
   Account password: ****************

6. Enter a weekly restart time that's convenient for you.

   $ lean live "My Project"
   Weekly restart UTC time (hh:mm:ss) [21:00:00]: 

   You'll receive a notification on your IB Key device every Sunday to re-authenticate the connection between IB and your live algorithm. Enter a time on Sunday to receive the notification. If you don't re-authenticate before the timeout period, your algorithm quits executing. Ensure your IB Key device has sufficient battery for the time you expect to receive the notification. If you don't receive a notification, see I am not receiving IBKR Mobile notifications on the IB website.

7. Enter the number of the live data provider(s) to use and then follow the steps required for the data connection.

   $ lean live deploy "My Project"
   Select a live data provider:
   1) Interactive Brokers
   2) Tradier
   3) Oanda
   4) Bitfinex
   5) Coinbase Advanced Trade
   6) Binance
   7) Zerodha
   8) Samco
   9) Terminal Link
   10) Trading Technologies
   11) Kraken
   12) Charles Schwab
   13) IQFeed
   14) Polygon
   15) IEX
   16) CoinApi
   17) ThetaData
   18) Custom data only
   19) Bybit
   20) TradeStation
   21) Alpaca
   To enter multiple options, separate them with comma:

If you select one of the following data providers, see the respective page for more instructions:

• IEX Cloud
• IQFeed
• Polygon
8. Enter whether you want to enable delayed market data.

   $ lean live "My Project"
   Enable delayed market data? [yes/no]: 

   This property configures the behavior when your algorithm attempts to subscribe to market data for which you don't have a market data subscription on Interactive Brokers. When enabled, your algorithm continues running using delayed market data. When disabled, live trading will stop and LEAN will shut down.
9. View the result in the <projectName> / live / <timestamp> directory. Results are stored in real-time in JSON format. You can save results to a different directory by providing the --output <path> option in step 2.

If you already have a live environment configured in your Lean configuration file, you can skip the interactive wizard by providing the --environment <value> option in step 2. The value of this option must be the name of an environment which has live-mode set to true.

Follow these steps to start live trading a project in the cloud with the Interactive Brokers brokerage and the Interactive Brokers data provider:

1. Log in to the CLI if you haven't done so already.
2. Open a terminal in the organization workspace that contains the project.
3. Run lean cloud live deploy "<projectName>" --push --open to push . / <projectName>. to the cloud, start a live deployment wizard, and open the results in the browser once the deployment starts.

$ lean cloud live deploy "My Project" --push --open
[1/1] Pushing 'My Project'
Successfully updated cloud file 'My Project/main.py'
Started compiling project 'My Project'
Successfully compiled project 'My Project'

4. Enter 2 to select the Interactive Brokers brokerage.

$ lean cloud live deploy "My Project" --push --open
Select a brokerage:
1) Paper Trading
2) Interactive Brokers
3) Tradier
4) Oanda
5) Bitfinex
6) Coinbase Advanced Trade
7) Binance
8) Zerodha
9) Samco
10) Terminal Link
11) Trading Technologies
12) Kraken
13) Charles Schwab
14) Bybit
15) TradeStation
16) Alpaca
Enter an option: 2

5. Set up IB Key Security via IBKR Mobile. For instructions, see IB Key Security via IBKR Mobile on the IB website.
6. Go back to the terminal and enter your Interactive Brokers username, account id, and password.

$ lean cloud live "My Project" --push --open
Username: trader777
Account id: DU1234567
Account password: ****************

7. Enter a weekly restart time that's convenient for you.

$ lean cloud live "My Project" --push --open
Weekly restart UTC time (hh:mm:ss) [21:00:00]: 

You'll receive a notification on your IB Key device every Sunday to re-authenticate the connection between IB and your live algorithm. Enter a time on Sunday to receive the notification. If you don't re-authenticate before the timeout period, your algorithm quits executing. Ensure your IB Key device has sufficient battery for the time you expect to receive the notification. If you don't receive a notification, see I am not receiving IBKR Mobile notifications on the IB website.

8. Enter whether you want to use the price data from Interactive Brokers instead of the data from QuantConnect. Enabling this feature requires you to have active Interactive Brokers market data subscriptions for all data required by your algorithm.

$ lean cloud live "My Project" --push --open
Do you want to use the Interactive Brokers price data feed instead of the QuantConnect price data feed? (yes/no): y

9. Configure your notification settings.

You can configure any combination of email, webhook, SMS, and Telegram notifications for order events and emitted insights. To view the number of notification you can send for free, see the Live Trading Notification Quotas.

$ lean cloud live deploy "My Project" --push --open
Do you want to send notifications on order events? [y/N]: y
Do you want to send notifications on insights? [y/N]: y
Email notifications: None
Webhook notifications: None
SMS notifications: None
Select a notification method:
1) Email
2) Webhook
3) SMS
4) Telegram
Enter an option: 1
Email address: john.doe@example.com
Subject: Algorithm notification
Email notifications: john.doe@example.com
Webhook notifications: None
SMS notifications: None
Telegram notifications: None
Do you want to add another notification method? [y/N]: n

10. Enable or disable automatic algorithm restarting.

This feature attempts to restart your algorithm if it fails due to a runtime error, like a brokerage API disconnection.

$ lean cloud live deploy "My Project" --push --open
Do you want to enable automatic algorithm restarting? [Y/n]: y

11. Set your initial cash balance.

$ lean cloud live deploy "My Project" --push --open
Previous cash balance: [{'currency': 'USD', 'amount': 100000.0}]
Do you want to set a different initial cash balance? [y/N]: y
Setting initial cash balance...
Currency: USD
Amount: 95800
Cash balance: [{'currency': 'USD', 'amount': 95800.0}]
Do you want to add more currency? [y/N]: n

12. Set your initial portfolio holdings.

$ lean cloud live deploy "My Project" --push --open
Do you want to set the initial portfolio holdings? [y/N]: y
Do you want to use the last portfolio holdings? [] [y/N]: n
Setting custom initial portfolio holdings...
Symbol: GOOG
Symbol ID: GOOCV VP83T1ZUHROL
Quantity: 10
Average Price: 50
Portfolio Holdings: [{'symbol': 'GOOG', 'symbolId': 'GOOCV VP83T1ZUHROL', 'quantity': 10, 'averagePrice': 50.0}]
Do you want to add more holdings? [y/N]: n

13. Select the live node that you want to use.

If you only have one idle live trading node, it is selected automatically and this step is skipped.

$ lean cloud live deploy "My Project" --push --open
Select a node:
1) L-MICRO node 89c90172 - 1 CPU @ 2.4GHz, 0.5GB Ram
2) L-MICRO node 85a52135 - 1 CPU @ 2.4GHz, 0.5GB Ram
Enter an option: 1

14. Enter 2 to select the Interactive Brokers data provider.

$ lean live "My Project"
Select a live data feed:
1) QuantConnect
2) Interactive Brokers
3) Tradier
4) Oanda
5) Bitfinex
6) Coinbase Advanced Trade
7) Binance
8) Zerodha
9) Samco
10) Terminal Link
11) Trading Technologies
12) Kraken
13) Charles Schwab
14) Polygon
15) IEX
16) CoinApi
17) Bybit
18) TradeStation
19) Alpaca
To enter multiple options, separate them with comma: 2

If you select one of the following data providers, see the respective page for more instructions:

• IEX Cloud
• Polygon
15. Verify the configured settings and confirm them to start the live deployment in the cloud.

$ lean cloud live deploy "My Project" --push --open
Brokerage: Interactive Brokers
Project id: 1234567
Environment: Live
Server name: L-MICRO node 89c90172
Server type: L-MICRO
Live Data providers: Interactive Brokers
LEAN version: 11157
Order event notifications: Yes
Insight notifications: Yes
Email notifications: john.doe@example.com
Webhook notifications: None
SMS notifications: None
Telegram notifications: None
Initial live cash balance: [{'currency': 'USD', 'amount': 95800.0}]
Initial live portfolio holdings: [{'symbol': 'GOOG', 'symbolId': 'GOOCV VP83T1ZUHROL', 'quantity': 10, 'averagePrice': 50.0}]
Automatic algorithm restarting: Yes
Are you sure you want to start live trading for project 'My Project'? [y/N]: y

16. Inspect the result in the browser, which opens automatically after the deployment starts.

Follow these steps to see the live status of a project:

1. Log in to the CLI if you haven't done so already.
2. Open a terminal in the organization workspace that contains the project.
3. Run lean cloud status "<projectName>" to show the status of the cloud project named "<projectName>".

$ lean cloud status "My Project"
Project id: 1234567
Project name: My Project
Project url: https://www.quantconnect.com/project/1234567
Live status: Running
Live id: L-1234567a8901d234e5e678ddd9b0123c
Live url: https://www.quantconnect.com/project/1234567/live
Brokerage: Interactive Brokers
Launched: 2021-06-09 15:10:12 UTC

For more information about the IB data provider, see Interactive Brokers.

The following table describes errors you may see when deploying to IB:

To view the description of less common errors, see Error Codes in the TWS API Documentation. If you need further support, open a new support ticker and add the live deployment with the error.