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Hi,
I have local data for continuous contract based on backwardPanamaCanal using OpenInterest.
Can I somehow use it when using lean instead of having all the dated contracts locally and letting lean build the continuous contract?
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Alexandre Catarino
Hi Gil,
We can import them as custom data.Â
However, using the modeling part (e.g. buying power) that is specific to Futures will be more challenging. I would suggest looking into the Future class to see the models and try to assign them to the Security object created by AddData. Good luck!
Best regards,
Alex
Gil Sapir
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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