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Feature: streaming delay optional config [TradeStation, CharlesSchwab] #536

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Romazes
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@Romazes Romazes commented Jan 6, 2025

When we have subscribed to SPY and received brokerage return delay data, we can see an error message like below.

ERROR:: Runtime Error: TradeStationBrokerageMultiStreamSubscriptionManager: Detected delay streaming data for SPY R735QTJ8XC9X. Expected delayed streaming data to be 'False', but received 'True'.
 QuantConnect.Exceptions.SystemExceptionInterpreter+SanitizedException: TradeStationBrokerageMultiStreamSubscriptionManager: Detected delay streaming data for SPY R735QTJ8XC9X. Expected delayed streaming data to be 'False', but received
'True'

To skip this message in TradeStation use new configuration

  • --trade-station-enable-delayed-streaming-data true

For CharlesSchwab:

  • --charles-schwab-enable-delayed-streaming-data true

@Romazes Romazes added the feature label Jan 6, 2025
@Romazes Romazes self-assigned this Jan 6, 2025
@Romazes Romazes changed the title Feature: support non interactive with [Alpaca, TradeStation, CharlesSchwab] Feature: support non interactive with [TradeStation, CharlesSchwab] Jan 7, 2025
@Romazes Romazes changed the title Feature: support non interactive with [TradeStation, CharlesSchwab] Feature: streaming delay optional config [TradeStation, CharlesSchwab] Jan 7, 2025
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@Martin-Molinero Martin-Molinero left a comment

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Thank you 👍

@Martin-Molinero Martin-Molinero merged commit 52437d0 into QuantConnect:master Jan 7, 2025
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2 participants