Example: DAX futures has DAX, Mini DAX and Micro DAX (which in Lean are "FDAX", "FDXM", and "FDXS", respectively) under the same symbol ("DAX") but they differ on their contract multiplier and trade class.
Related:
QuantConnect/Lean#8732
#160
Potential solution
Refactor the symbol map dictionary so that a single IB symbol can be mapped to multiple Lean symbols. WIth this, the correct multiplier will be used to create the correct IB contract to make requests.
Example: DAX futures has DAX, Mini DAX and Micro DAX (which in Lean are "FDAX", "FDXM", and "FDXS", respectively) under the same symbol ("DAX") but they differ on their contract multiplier and trade class.
Related:
QuantConnect/Lean#8732
#160
Potential solution
Refactor the symbol map dictionary so that a single IB symbol can be mapped to multiple Lean symbols. WIth this, the correct multiplier will be used to create the correct IB contract to make requests.