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Add USD/KRW OANDA forex entry for KRW currency conversion - #9652

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jaredbroad merged 1 commit into
QuantConnect:masterfrom
AlexCatarino:add-usdkrw-oanda-forex
Aug 4, 2026
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Add USD/KRW OANDA forex entry for KRW currency conversion#9652
jaredbroad merged 1 commit into
QuantConnect:masterfrom
AlexCatarino:add-usdkrw-oanda-forex

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@AlexCatarino

@AlexCatarino AlexCatarino commented Aug 3, 2026

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Description

Adds oanda,USDKRW,forex,USD/KRW,KRW,1,0.00001,1 to the symbol properties database.

This is required by #9585 (KOSPI 200 Index (KM) futures): KM contracts are quoted in KRW, and without a KRW pair in the SPDB the cash book cannot create a conversion feed to the account currency, so algorithms fail with:

No tradeable pair was found for currency KRW, conversion rate to account currency (USD) will be set to zero.

With this entry, Lean automatically subscribes USD/KRW under the default forex market (oanda) as the internal KRW conversion feed.

Notes:

  • Minimum price variation 0.00001 matches the 5-decimal precision of the current OANDA USD/KRW rate data.
  • No market hours database entry is needed; the pair falls back to the Forex-oanda-[*] default like the other exotic OANDA pairs.

KOSPI 200 Index (KM) futures added in QuantConnect#9585 are quoted in KRW, but the
cash book could not find any pair to convert KRW to the account
currency, failing with "No tradeable pair was found for currency KRW".
Adding USD/KRW under the default forex market enables the automatic
KRW conversion feed. Minimum price variation of 0.00001 matches the
5-decimal precision of the OANDA rate data.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
@jaredbroad
jaredbroad merged commit 864a03d into QuantConnect:master Aug 4, 2026
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2 participants