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Data Feed is Behind & "IB reports there is no current position in sid DF; removing from Quantopian blotter"

In live trading, what is the above error? All of the sudden the context variables in my algorithm, which I use to keep track of data for exiting securities, were returning null and no trades were going through. Just to note: I actually did have positions in the stocks listed even though IB supposedly reported I had no current position.

This really screwed me by a lot of money because it caused the algorithm to fail to exit any positions this morning.

2 responses

I got an email this morning from Quantopian saying they were having infrastructure problems and my live trading alg had stopped working. Did you also get this?

Yes I also received the same mail. According to the Quantopian 911 live trading response I received, whenever outages happen other errors such as losing track of the portfolio can happen. Supposedly, safety measures are now in place to prevent such portfolio tracking errors from happening again.