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_future to add a basket of contracts for a single Future
  • AddFutureContractself.add_future_contract to 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

You can also see our Videos. You can also get in touch with us via Discord.

Did you find this page helpful?

Contribute to the documentation: