No IBKR ConID Error caused Strategy not to complete

Technical Help
#1

A couple of my strategies received errors this morning and the strategy orders did not complete. I received the below error:

2025-08-11 09:33:43 quantrocket.zipline: ERROR requests.exceptions.HTTPError: ('400 Client Error: BAD REQUEST for url: http://houston/blotter/orders', {'status': 'error', 'msg': 'No IBKR ConId found for Sid FIBBG00L1KN476, is the Sid valid and did you collect the security listing from IBKR?'})

I checked in the Data Browser for the USStock-1min and the sid / symbol does exist. Does this mean IBKR does not allow trading this symbol?

#2

The blotter periodically queries the master service for a mapping of sids to IBKR conids. This mapping lets the blotter take an order for a sid and send the corresponding conid to IBKR. The error means the blotter had no conid for this sid.

Check the securities master record and confirm the ibkr_ConId field is populated. This sid should have a conid (it does on my system), so verify it on yours. If it’s missing, collect the security from IBKR to populate it. You can then submit a manual, non-marketable order for this security to the blotter to confirm the fix without waiting for your strategy to run again.

#3

@Brian a few things following up on this issue:

  • For sid FIBBG00L1KN476 I waited to see if the blotter would pick up and map the IBKR ConID and it has not. FWIW, my Local instance does have the ConID but my Cloud instance does not.
  • This week during my rebalance I ran into the same issue with a different security where the IBKR ConID is not showing up. The sid is FIBBG00DYNJGH9. In this case the ConID is not showing up in either my Local or Cloud instance.

If this is more than a one off how do you suggest I ensure IBKR ConIDs are being properly mapped for my entire "USStock-1min" bundle? Please advise. Thanks.

#4

To get the ConIds into your master database, you need to collect the listings from IBKR. Pulling from the master db into the blotter is automatic, but pulling from IBKR to the master db is not. You should schedule a command like this on your crontab to run at least weekly and pick up new listings:

0 16 * * sun quantrocket ibg start --wait && quantrocket master collect-ibkr --sec-types 'STK' 'ETF' --countries 'US'

This ensures that as new stocks show up in the usstock bundle, the corresponding IBKR ConId should also be available in the master db.

1 Like
#5

I'll give this a shot. Thank you Brian.