---
title: "Futures"
description: "Futures are derivative financial contracts that obligate parties to buy or sell an asset at a predetermined future date and price."
canonical: https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/futures
markdown: https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/futures.md
language: python
source: https://github.com/QuantConnect/Documentation/tree/master/03%20Writing%20Algorithms/03%20Securities/99%20Asset%20Classes/06%20Futures
modified: 2026-10-30
index: https://www.quantconnect.com/llms.txt
---

# 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) > Futures

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

A Futures contract is an agreement to buy or sell a particular commodity, asset, or security at a predetermined price at a specified time in the future.

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

### See Also

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

## Pages in This Section

- [Requesting Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/futures/requesting-data.md)
- [Handling Data](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/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/futures/market-hours.md): This page shows the trading hours, holidays, and time zone of the CME Future market.