Disable subscribe symbol if end with CNT

QuantConnect · Nov 13, 2024 · 24dcd56 · 24dcd56
1 parent 2014aef
commit 24dcd56
Showing 1 changed file with 12 additions and 0 deletions.
diff --git a/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs b/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs
@@ -3636,6 +3636,12 @@ private bool Subscribe(IEnumerable<Symbol> symbols)
 
                             var id = GetNextId();
                             var contract = CreateContract(subscribeSymbol, includeExpired: false);
+                            if (subscribeSymbol.Value.EndsWith("CNT"))
+                            {
+                                Log.Trace($"InteractiveBrokersBrokerage.Subscribe: Cause {subscribeSymbol.Value} is Contingent Value Right, so ignore subscribe request");
+                                continue;
+                            }
+
                             var symbolProperties = _symbolPropertiesDatabase.GetSymbolProperties(subscribeSymbol.ID.Market, subscribeSymbol, subscribeSymbol.SecurityType, Currencies.USD);
                             var priceMagnifier = symbolProperties.PriceMagnifier;
 
@@ -3766,6 +3772,12 @@ private static bool CanSubscribe(Symbol symbol)
                 return false;
             }
 
+            if (symbol.Value.EndsWith("CNT"))
+            {
+                Log.Trace($"InteractiveBrokersBrokerage.CanSubscribe: Cause {symbol.Value} is Contingent Value Right, so ignore get history");
+                return false;
+            }
+
             // Include future options as a special case with no matching market, otherwise
             // our subscriptions are removed without any sort of notice.
             return