---
title: "Key Concepts"
description: "Learn how to request and handle futures options in the research environment in QuantConnect"
canonical: https://www.quantconnect.com/docs/v2/research-environment/datasets/futures-options/key-concepts
markdown: https://www.quantconnect.com/docs/v2/research-environment/datasets/futures-options/key-concepts.md
language: python
source: https://github.com/QuantConnect/Documentation/tree/master/04%20Research%20Environment/03%20Datasets/14%20Futures%20Options/01%20Key%20Concepts
modified: 2026-10-30
index: https://www.quantconnect.com/llms.txt
---

# Key Concepts

[Documentation](https://www.quantconnect.com/docs/v2.md) > [Research Environment](https://www.quantconnect.com/docs/v2/research-environment.md) > Datasets > Futures Options > Key Concepts

> Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page.

## Introduction

Future Option contracts give the buyer a window of opportunity to buy or sell the underlying Future contract at a specific price. This page explains the basics of Future Option data in the Research Environment. To get some data, see [Universes](https://www.quantconnect.com/docs/v2/research-environment/datasets/futures-options/universes.md) or [Individual Contracts](https://www.quantconnect.com/docs/v2/research-environment/datasets/futures-options/individual-contracts.md). For more information about the specific datasets we use, see the [US Future Options](https://www.quantconnect.com/datasets/algoseek-us-future-options) dataset listing.

## Resolutions

The following table shows the available resolutions and data formats for Future Option contract subscriptions:

| Resolution | TradeBar | QuoteBar | Trade Tick | Quote Tick |
| --- | --- | --- | --- | --- |
| `TICK` | Not supported | Not supported | Not supported | Not supported |
| `SECOND` | Not supported | Not supported | Not supported | Not supported |
| `MINUTE` | Supported✓ | Supported✓ | Not supported | Not supported |
| `HOUR` | Supported✓ | Supported✓ | Not supported | Not supported |
| `DAILY` | Supported✓ | Supported✓ | Not supported | Not supported |

## Markets

The following `Market` enumeration members are available for Future Options:

*Members of `QuantConnect.Market` (JSON): https://www.quantconnect.com/services/inspector?type=T:QuantConnect.Market&language=python*

Fields: `CBOT`, `COMEX`, `NYSELIFFE`

## Data Normalization

The data normalization mode doesn't affect data from history request. If you change the data normalization mode, it won't change the outcome.