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Allow combo order quantity updates in the TradeStation brokerage model - #9843

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Martin-Molinero merged 2 commits into
QuantConnect:masterfrom
AlexCatarino:bug-9842-tradestation-combo-quantity-update
Oct 1, 2026
Merged

Martin-Molinero merged 2 commits into
QuantConnect:masterfrom
AlexCatarino:bug-9842-tradestation-combo-quantity-update

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@AlexCatarino

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Closes #9842.

Description

Removes the combo quantity check from TradeStationBrokerageModel.CanUpdateOrder. TradeStation resizes the whole spread on replace, and live trading skips the brokerage model on updates, so only backtests refused it.

Related Issue

#9842, QuantConnect/Lean.Brokerages.TradeStation#107

Motivation and Context

Same algorithm, an AAPL call vertical x1 whose leg 0 ticket is updated to quantity 2:

  • Live on the TradeStation sim (order 972926320): UpdateSubmitted on both legs, the broker holds Buy 2 / Sell 2.
  • Backtest: NotSupported - Order type 'ComboLimit' is not supported to update quantity in the TradeStationBrokerageModel., legs stay 1 / -1.

Requires Documentation Change

No.

How Has This Been Tested?

TradeStationBrokerageModelTests.CanUpdateComboOrders now expects the quantity updates to be allowed.

Types of changes

  • Bug fix (non-breaking change which fixes an issue)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

🤖 Generated with Claude Code

AlexCatarino and others added 2 commits September 29, 2026 22:15
TradeStation resizes the whole spread on replace; live already skips the
brokerage model on updates, so only backtests refused it.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
@AlexCatarino
AlexCatarino force-pushed the bug-9842-tradestation-combo-quantity-update branch from 3515d56 to a8d7d51 Compare September 29, 2026 21:15
@Martin-Molinero
Martin-Molinero merged commit fdf6db1 into QuantConnect:master Oct 1, 2026
7 of 8 checks passed
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TradeStationBrokerageModel refuses combo order quantity updates that TradeStation supports

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