How do I get E - mini Nasdaq 100 index Futures Data C#?

using System;
using System.Drawing;

namespace QuantConnect.Algorithm.CSharp
{
    public class CasualYellowGreenLemur : QCAlgorithm
    {
    	//Initializers:
        double dayCount = 0;
        
        bool tradedToday = false;
        
         int quantity = 0;
        decimal price = 0;
        decimal tolerance = 0m; //0.1% safety margin in prices to avoid bouncing.
         private string _symbol = Futures.Indices.NASDAQ100EMini;
        private DateTime _previous;
        decimal ema = 0;
       
      
       
        
        //Set up the EMA Class:
        private SimpleMovingAverage _fast;
        private SimpleMovingAverage _slow;
        
        //var future = AddFuture(Futures.Indices.NASDAQ100EMini);
        //future.SetFilter(TimeSpan.FromDays(30), TimeSpan.FromDays(180));
      
        //Initialize the data aND resolution you require for your strategy:
        public override void Initialize() 
        {         
        	
            SetStartDate(2017, 3, 1);
            SetEndDate(2021, 3, 16);  
            SetCash(10000);
        	var future = AddFuture(Futures.Indices.NASDAQ100EMini, Resolution.Minute);
           // request ND data with minute resolution
            AddSecurity(SecurityType.Equity, Futures.Indices.NASDAQ100EMini, Resolution.Minute);

            // create a 50 day exponential moving average
            _fast = SMA(Futures.Indices.NASDAQ100EMini, 72, Resolution.Minute);

            // create a 200 day exponential moving average
            _slow = SMA(Futures.Indices.NASDAQ100EMini, 89, Resolution.Minute);
            
            
           AddSecurity(SecurityType.Equity, "NASDAQ100EMini", resolution: Resolution.Minute);
           //AddSecurity(SecurityType.Equity, "NASDAQ100EMini", Resolution.Daily);
            
            
		
        }
        
        //HaNDle TradeBar Events: a TradeBar occurs on every time-interval
        public void OnData(TradeBars data) {
            
           if (!_slow.IsReady) return;
           
           if (_previous.Date == Time.Date) return;
           
           var holdings = Portfolio[_symbol].Quantity;
            var profitloss = Portfolio[_symbol].UnrealizedProfit;
            
            
            // we only want to go long if we're currently short or flat
            
                // if the fast is greater than the slow, we'll go long
                if (Portfolio.TotalPortfolioValue > _fast )
                {
                    Log("BUY  >> " + Securities[_symbol].Price);
                    SetHoldings(_symbol, 1.0);
                    
                    //stoploss
                    var close = Securities[_symbol].Close; 
                     var stopMarketTicket = StopMarketOrder(_symbol, 10, close * 0.99m);
                }
            
            

          
          Plot(_symbol, "Price", data[_symbol].Price);

            // easily plot iNDicators, the series name will be the name of the iNDicator
            Plot(_symbol, _fast, _slow);
            //Plot("Ribbon", _ribbon);
            
            
             if (profitloss <= -2000)
            {
                //Log("SELL >> " + Securities[_symbol].Price);
                //SetHoldings(_symbol, -1.0);
                Liquidate(_symbol);
            }

            _previous = Time;
            
            } 
            
        }
     
    }

Hi Itumeleng Moreotlotlo,
In the above algorithm, the OnData method receives an object of type Slice, not of typeTradeBar. In the OnData method, we need to find the contract chain for our symbol, and for each contract, in the chain, we create 2 EMA Indicators(fast and slow). Refer to this doc  about using futures data . After selecting the contract we want to trade (Here, we selected contract according to expiry date), we check for the signal and place our order. Refer to the attached backtest for reference, which includes the changes mentioned above.
Best,
Varad Kabade

Hi Varad, I am kind of new into this, I tried implementing the dictionaries into my updated strategy and it is not giving back results can you please help 

Hi Itumeleng Moreotlotlo,
The algorithm above has a few issues:
(1) The SetHoldings method is trying to place orders with _chainSymbol
SetHoldings(_chainSymbol, 0.50);
(2) The algorithm places trades every minute(3) The quantity for the TP and SL orders should all be negative(4) We should only cancel TP/SL orders when an order is filled
 

if (orderEvent.Status != OrderStatus.Filled)
{
    return;
}

(3) The quantity for the TP and SL orders should all be negative
(4) We should only cancel TP/SL orders when an order is filled
 

if (orderEvent.Status != OrderStatus.Filled)
{
    return;
}

See this backtest for reference. Refer to this thread  to know more about TP/SL orders
Best,
Varad Kabade