---
title: "Crypto Futures"
description: "Crypto Perpetual Futures are derivative financial contracts that obligate parties to buy or sell an asset at an unspecified future date."
canonical: https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/crypto-futures
markdown: https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/crypto-futures.md
language: python
source: https://github.com/QuantConnect/Documentation/tree/master/03%20Writing%20Algorithms/03%20Securities/99%20Asset%20Classes/04%20Crypto%20Futures
modified: 2026-10-30
index: https://www.quantconnect.com/llms.txt
---

# Crypto Futures

[Documentation](https://www.quantconnect.com/docs/v2.md) > [Writing Algorithms](https://www.quantconnect.com/docs/v2/writing-algorithms.md) > Securities > [Asset Classes](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes.md) > Crypto Futures

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

Crypto Perpetual Futures are derivative financial contracts that obligate parties to buy or sell an asset at an unspecified future date.

- [Requesting Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/crypto-futures/requesting-data.md)
- [Handling Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/crypto-futures/handling-data.md)
- [Market Hours](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/crypto-futures/market-hours.md)

### See Also

- [BasicTemplateCryptoFutureAlgorithm.py](https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/BasicTemplateCryptoFutureAlgorithm.py)
- [BasicTemplateCryptoFutureAlgorithm.cs](https://github.com/QuantConnect/Lean/blob/master/Algorithm.CSharp/BasicTemplateCryptoFutureAlgorithm.cs)

## Pages in This Section

- [Requesting Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/crypto-futures/requesting-data.md): Request Crypto Future data in your algorithm to receive a feed of asset prices in the OnData method.
- [Handling Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/crypto-futures/handling-data.md): LEAN passes the data you request to the OnData method so you can make trading decisions. The Slice object groups the data together with a timestamp.
- [Market Hours](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/crypto-futures/market-hours.md): The Crypto Futures markets are open 24/7. There are no pre-market hours, post-market hours, holidays, late opens, or early closes.