Hi,

I would like to import some data for ICE futures, which are not supported by QC at the moment. I read how to import data on lean website , but I it is no clear to me how to load the data into a future object, in particular how can the multiplier be set ?

I looked at the future class source code  , but I  dont see any attribute for the multiplier, so it is not clear how QC is accessing this information, which is required to properly back-test future strategies. According to this link there was no support for custom data import, apparently not just for futures. Is the situation changed? This question is general, not just for futures.

 

Thanks

JC

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