Hi everyone,

I'm new to QuantConnect and I want to work locally with lean and use historical futures data.

I installed the lean CLI and integrated it with PyCharm and I understood that it should be possible to download futures data using `lean data download`. This the output after I choose Financial Market Data → US Equities:

Select a category:

1) Energy Data (1 dataset)

2) Financial Market Data (16 datasets)

3) Industry Data (1 dataset)

4) Legal Data (1 dataset)

5) News and Events (3 datasets)

6) Political Data (1 dataset)

7) Transport and Logistics Data (1 dataset)

8) Web Data (4 datasets)

Enter an option: 2

Select a dataset:

1) Brain Language Metrics on Company Filings

2) Brain ML Stock Ranking

3) CFD Data

4) Crypto Price Data

5) FOREX Data

6) Security Master

7) US Coarse Universe

8) US Congress Trading

9) US Equities

10) US Equity Options

11) US Federal Reserve (FRED)

12) US Index Options

13) US SEC Filings

14) US Treasury Yield Curve

15) VIX Central Contango

16) VIX Daily Price

Enter an option: 9

Your organization needs to have an active Security Master subscription to download data from the 'US Equities' dataset

You can add the subscription at https://www.quantconnect.com/datasets/quantconnect-security-master/pricing

Couple of questions:

  1. Financial Market Data → US Equities - Is this the correct one for futures data?
  2. In the mentioned site for the subscription the price is 600$/yr while the pricing in https://www.quantconnect.com/pricing is different. Which one should i choose? Will the subscriptions there contain the futures historical data for local run?

 

Thanks!

Nir