Hi! Can anyone explain me how future contract trading works?
I know, that OrderEvents (Trades) are filled in the FillModel. FillModel is using prices from the Security itself.
When you trading futures, you can get info about FutureContract and trade it. FutureContract only has a Symbol, not Security. 
All FutureContract for current future security are stored in the FuturesChain. FuturesChain is a BaseData, but fields Price or Value are not set anywhere. Probably because we can't define a single Price for many contracts.
I have couple of ideas about contract trading, but I can't find any code to confirm them.
When I create order on a Contract's Symbol:
1. Lean will automatically create Security from it. But I don't know how Price of this Security will be set.
2. Lean will use main future security to handle this order, but this is more confusing, because our future can have more than one active contract at the same time. Which contract's price will be used in Security state? Will Lean override current security state to handle trade for a specific contract?