---
title: "Requesting Data"
canonical: https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/futures/requesting-data
markdown: https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/futures/requesting-data.md
language: python
source: https://github.com/QuantConnect/Documentation/tree/master/03%20Writing%20Algorithms/03%20Securities/99%20Asset%20Classes/06%20Futures/01%20Requesting%20Data
modified: 2026-10-29
index: https://www.quantconnect.com/llms.txt
---

# Requesting Data

[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](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/futures.md) > Requesting Data

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

Request Futures data in your algorithm to receive a feed of contract prices in the `on_data` method. For more information about the specific dataset we use for backtests, see the [US Futures dataset listing](https://www.quantconnect.com/datasets/algoseek-us-futures). To trade Futures live, you can use the [QuantConnect data provider](https://www.quantconnect.com/docs/v2/cloud-platform/datasets/quantconnect/futures.md) or one of the [brokerage data providers](https://www.quantconnect.com/docs/v2/cloud-platform/datasets.md).

To request Futures data, call one of the following methods:

- `self.add_future` to add a basket of contracts for a single Future
- `self.add_future_contract` to add individual contracts for an underlying Future

### Request Continuous Contracts

`self.add_future`

### Request and Filter All Contracts

`self.add_future`

### Select Individual Contracts

`self.add_future_contract`

## Pages in This Section

- [Universes](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/futures/requesting-data/universes.md): Request Futures data in your algorithm to receive a feed of contract prices in the OnData method.
- [Individual Contracts](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/futures/requesting-data/individual-contracts.md): Request Futures data in your algorithm to receive a feed of contract prices in the OnData method.