diff --git a/sysbrokers/IB/client/ib_price_client.py b/sysbrokers/IB/client/ib_price_client.py
index 1d0741c7d0..84d893ab80 100644
--- a/sysbrokers/IB/client/ib_price_client.py
+++ b/sysbrokers/IB/client/ib_price_client.py
@@ -76,8 +76,10 @@ def get_ticker_object_with_BS(
     ) -> tickerWithBS:
 
         ib_ticker = self.get_ib_ticker_object(contract_object_with_ib_data)
-
-        ib_BS_str, ib_qty = resolveBS_for_list(trade_list_for_multiple_legs)
+        if trade_list_for_multiple_legs is None:
+            ib_BS_str = ""
+        else:
+            ib_BS_str, __ = resolveBS_for_list(trade_list_for_multiple_legs)
 
         ticker_with_bs = tickerWithBS(ib_ticker, ib_BS_str)
 
diff --git a/sysproduction/data/broker.py b/sysproduction/data/broker.py
index c779cfb367..29da638178 100644
--- a/sysproduction/data/broker.py
+++ b/sysproduction/data/broker.py
@@ -164,14 +164,17 @@ def get_recent_bid_ask_tick_data_for_contract_object(
         self, contract: futuresContract
     ) -> dataFrameOfRecentTicks:
 
-        ticker = self.broker_futures_contract_price_data.get_ticker_object_for_contract(
-            contract
-        )
+        ticker = self.get_ticker_object_for_contract(contract)
         ticker_df = get_df_of_ticks_from_ticker_object(ticker)
         self.cancel_market_data_for_contract(contract)
 
         return ticker_df
 
+    def get_ticker_object_for_contract(self, contract: futuresContract) -> tickerObject:
+        return self.broker_futures_contract_price_data.get_ticker_object_for_contract(
+            contract
+        )
+
     def get_actual_expiry_date_for_single_contract(
         self, contract_object: futuresContract
     ) -> expiryDate: