I have developed a risk parity strategy using ETFs that I'd like to integrate with IB. For my US Treasury exposure, I have decided instead of buying an ETF, I'd rather do the individual bond trading on IB.
Assume this strategy is in place at the beginning of September. Also assume that at the end of the month (when I rebalance), I hold T-bills that do not maturity until October 10th. I just want confirmation that when the algorithm starts executing at month end, its not going to dump my T-bills as well. My gut is that the answer is no because Quantopian doesn't support that level of trading yet but I'd rather be safe than sorry.