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Futures
Requesting Data
Request Futures data in your algorithm to receive a feed of contract prices in the OnDataon_data method. For more information about the specific dataset we use for backtests, see the US Futures dataset listing. To trade Futures live, you can use the QuantConnect data provider or one of the brokerage data providers.
To request Futures data, call one of the following methods:
AddFutureself.add_futureto add a basket of contracts for a single FutureAddFutureContractself.add_future_contractto add individual contracts for an underlying Future
Request Continuous Contracts
AddFutureself.add_future
Request and Filter All Contracts
AddFutureself.add_future
Select Individual Contracts
AddFutureContractself.add_future_contract
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