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Futures Tick Data

Does anyone have a sample code for accessing futures tick data? I know there is an sample code for daily futures prices from Quandl. But I want to access the futures tick data from Algoseek, not the daily prices. 

I've tried searching everywhere for answers, but couldn't find any. So I'm trying my luck here. Thanks!

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Unlike Quandl, AlgoSeek does not have an API to access its data. In this case, we need to download the acquired data, please checkout our database for more information, and treat it as custom data.

By the way, we are about to release futures support in QuantConnect! You will be able to backtest your futures strategy in our platform.

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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.


Hi Alexandre

Excited to hear that futures support is coming soon.  Where can we listen/watch to be notified when it is made available?

Thanks

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Support for futures and options live trading, data streaming, backtesting is currently being peer-reviewed (Futures and options #668).
As soon as this process is over, we will announce. We are really close!

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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.


Update Backtest





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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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