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Ok ok. I know QC does not offer data for MICRO futures (MES). It is clear from several posts and I don't see any positive response that's it's coming. So I won't waste anyone time asking 😊
But but
If I want to trade live on IB I need to trade MES
How do I adjust the code to call that future?
Forget about back testing. Just need it for live trading.
self.AddFuture(Futures.Indices.SP500Micro, Resolution.minute). Does this work??
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Varad Kabade
Hi James,
If a particular asset(MICRO futures (MES)) is not supported in backtesting, we cannot Live trade on it
Best,
Varad Kabade
James
As I said very clearly I know there is no data and mes not able to back test but if not in data bank does that mean it cannot be traded live??? Seems a HUGE weakness in QC if true.
(please no one reply with anything to do with using mes in backtesting im only interested in using mes in live trading…. Is it at all possible if not then no need for me and many other to sign up for the live node hopefully that's simple question)
Alexandre Catarino
Hi James,
In general, QuantConnect doesn't support securities (or features like special order types) in live mode that are not supported in backtesting. In this particular case, there is another underlying issue: MES is not modeled in Lean. All securities need to be added to the Symbol Properties Database, and futures need special modeling related to expiration and margin.
Please subscribe to the following GitHub issue for updated:
No Support For Micro-Futures #5157
James
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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