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Real Money Live Trading is not trading the same stocks as Live Paper Trade
Sofyan Saputra
posted May 24, 2017
Seeking Help

To test out fills on IB live vs paper, I decided to run the exact same code IB live and IB paper. However, I noticed that there are stocks being traded on live that aren't being traded on paper. The unusual thing is that looking at the stocks being traded on live, it actually meets the criteria that I set. When I performed a backtest, the stocks being traded on live were not showing up in the backtest. The backtest mirrored the paper trades.

What is going on and why isn't live paper picking up certain trades in the code despite the exact same code? Is there some type of delay in Quantopian paper trade data?

2 responses
Alisa Deychman
May 24, 2017

The data feed is identical for all live trading algorithm, so my hunch is the capital base in the IB real money and IB paper accounts was different.

Otherwise, if the capital base, algo code, and deploy dates are identical across the two algorithms and they are still trading different securities, this certainly sounds suspicious. If you've verified these pieces, then send us a note to [email protected] with the links to the live algos and we can take a look.

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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.

Sofyan Saputra
May 25, 2017

Capital base was negligibly different. The way the algorithm works, it should have still made the orders it did on IB live as it did on IB paper version. I stopped both the live and paper algos for now to add debugging logs. I will send the note if it happens again after I restart it. When people make such support requests, does Quantopian need access to the code is access to the code not necessary?

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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.