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Multiple ibstore live data feed with different trading halt hours



  • Hello
    I have two 1 minute bar live data feeds from ibstore, one for SPX 500 E-mini and the other for USDJPY currency. The former is subject to some fixed trading halt and maintenance hours on a daily basis, the latter has no such halt hours. Will Cerebro continue to run as usual or will it stop when it sees one data stops coming? If it stops, is there any work around to make it run continuously?

    Just want to know how Cerebro keeps multiple datas in sync in live trading. I couldn't find much previous related discussion so I'm posting the question here.

    Many thanks,

    Kevin



  • Just put together the script, run it and print time of every next() delivered. And you will know for sure, probably quicker than get your question answered.



  • @ab_trader thanks for the tip, I will try it later. My plan is to trade mupltie securities simultaneously but I've experienced a lot of unexpected issues during live trading with only one security (ibstore issues, resampling issues, connection issues, IBC issues etc).

    Living trading is a totally different beast from back testing. So I just want to cheat a bit and see whether anyone could share some experience.