QuantRocket

Requested market data is not subscribed


#1

Hello everyone,

After I managed to set up Quantrocket properly on an AWS I started playing around with the API. While collecting historical data I get an error message that for example IB reports no market data subscription for CPS STK, please enable subscription in IB Account Management… No market data permissions for PINK STK.

What I tried so far:

  • Share market data with my paper trading account at IB
  • Buy NYSE data stream for $ 1.5/month
  • Create a Database with primary_exchange = True

I don’t know what the problem is. The last thing I thought of is, that IB only works without errors when my live account is funded with $10k+, but I haven’t found any information about those requirements on the internet except of a small line from an interview by an excecutive of IB but nothing on the website of IB. Do you guys have any experience with the exact IB account requirements for a well working API?

An additional information: in my IB Gateway the Market Data Farm is always disconnected. Maybe this is caused by the same funding issue?

Thanks for your help.

Best
JD


#2

PINK is the exchange code for OTC stocks, which have a separate permission in IB. Probably that stock recently delisted from NYSE. For permission help see:


#3

But I thought I have suppressed collecting data from exchanges other than the primary one by setting primary_exchange = True.

CPS was an example of many stocks I allegedly have no subscription for. Even stocks like BAC don’t get collected because of no subscription for PINK.

Best
JD


#4

The permission check in the IB API seems wrong if BAC says PINK. I would pull it up in TWS to see if that illuminates anything, or just subscribe to OTC to see if that appeases the IB API. Failing that, you may need to ask IB.