From 788f61b4cc03566a042770cb4d854bb02bb9834f Mon Sep 17 00:00:00 2001
From: Nemo <violet_day@live.com>
Date: Fri, 8 Nov 2024 11:59:23 +0800
Subject: [PATCH] Disable subscribe symbol if end with CNT

---
 .../InteractiveBrokersBrokerage.cs                   | 12 ++++++++++++
 1 file changed, 12 insertions(+)

diff --git a/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs b/QuantConnect.InteractiveBrokersBrokerage/InteractiveBrokersBrokerage.cs
index ab446d6..bba8ccf 100644
--- 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 cvr, 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 cvr, 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