Positions and orders - are those tracked by Zipline or pulled from IB account during live trading?

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Positions and orders - are those tracked by Zipline or pulled from IB account during live trading?

posted Jan 4, 2016

API Getting Started

HI all, I am trying to understand what precautions I should take before moving an algorithm to live trading (IB). I've read a bunch of topics here and read some documentation parts but haven't seen this explicitly stated anywhere.

https://www.quantopian.com/help#live-trading only talks about context.account being pulled from IB. What about context.portfolio, context.portfolio.positions and get_open_orders() - are those also pulled from IB data each handle_data() invocation or they return Zipline internally tracked information?

PS: I would love to see the IB integration code to get answers but as far as I can see it's not part of the Zipline itself. Is it not published?

2 responses

I answered your questions in this thread, let me know if there's anything else: https://www.quantopian.com/posts/could-you-please-confirm-these-key-points-about-quantipian-slash-zipline-and-update-faq

TLDR - positions are pulled from your IB account in live trading. Every minute the algo syncs with IB and if there are any differences between Quantopian's portfolio and IB's portfolio, the IB portfolio is the source of truth.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.