I noticed that Quantconnect supports a limited set of futures products particularly related to stock indexes. I found a big list on CME website https://www.cmegroup.com/markets/equities.html#products  and noticed that only 16 of these are supported by Quantconnect. I recently learned that futures have favorable tax treatment. This is huge for ETF traders who hold the ETF for less than a year. Any such gains in the ETF is normally taxed at ordinary income tax rate whereas 60% of the gains for the equivalent trades using futures will qualify for long term capital gains tax rate. 

Therefore, I am in the process of moving most of my trading to futures. I feel comprehensive support for stock equity index futures will be a big differentiator for Quantconnect. I am even willing to pay a little bit more for this comprehensive support. 

Are there any plans to provide comprehensive support for Equity index futures in the near future?

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