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:
- Financial Market Data → US Equities - Is this the correct one for futures data?
- 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
Jared Broad
Hi Nir,
Sadly due to licensing restrictions at the moment, we cannot offer futures yet. We're working on it and hope to add this option in the near future.
The Security Master is required for US Equities splits, dividends, mergers, and IPOs. This is not for Futures.
Best
Jared
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.
Alexandre Catarino
Hi Gil Sapir ,
We are working on it.
Since it doesn't depend on QuantConnect, we cannot give you an ETA.
We will announce it on the Community Forum as soon as it is available. The information will also be available on the US Futures dataset page.
Niv Sahar
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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