Following sample code, but no data for BTC perps on Binance

Hi there,

I see a few potential issues that could explain why you're getting no historical data: 

You're setting the brokerage model twice, which means the second call overwrites the first:

self.set_brokerage_model(BrokerageName.BINANCE_FUTURES, AccountType.MARGIN) 
self.set_brokerage_model(BrokerageName.BINANCE_COIN_FUTURES, AccountType.MARGIN)  # This overwrites the previous line

BTCBUSD is a USDT-margined future, so you should only use:

self.set_brokerage_model(BrokerageName.BINANCE_FUTURES, AccountType.MARGIN)

Use BINANCE_COIN_FUTURES only for coin-margined futures (like BTCUSD_PERP). 

When are you calling the history() method? If you're calling it immediately in Initialize(), the data might not be ready yet. Try calling it in OnData() or after the algorithm has warmed up. 

Example:

from AlgorithmImports import *


class BinanceCryptoFutureDataAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 9, 1)
        self.set_end_date(2024, 12, 31)
        # Set the account currency to USDT, since you can't trade with 
        # USD and the algorithm doesn't automatically convert USD & USDT
        # holdings.
        self.set_account_currency("USDT", 100000)
        # Binance Futures Exchange accepts both Cash and Margin account 
        # types. Select the one you need for the best reality modeling.
        self.set_brokerage_model(BrokerageName.BINANCE_FUTURES, AccountType.MARGIN)
        # Add BTCUSDT data from the Binance Future exchange.
        # Perpetual futures does not have a filter function.
        self._btc = self.add_crypto_future("BTCUSDT", Resolution.DAILY)
        # Historical data
        history = self.history(self._btc, 10, Resolution.DAILY)

    def on_data(self, slice: Slice) -> None:
        # Trade only based on updated price data.
        if self._btc.symbol not in slice.bars or self._btc.symbol not in slice.quote_bars:
            return
        # Scalp-trade the bid-ask spread based on the supply-demand strength
        if self._btc.price - self._btc.bid_price > self._btc.ask_price - self._btc.price:
            self.set_holdings(self._btc, -0.5)
        else:
            self.set_holdings(self._btc, 1)

Let me know what you find!

Greetings,
Jordy

When updating the date range, to 2024 - 2025 it worked for me. You can try below code, when setting to the original date range 2020 - 2021 it returns also no data for me. 

qb = QuantBook()
qb.set_start_date(2024, 6, 1)
qb.set_end_date(2025, 6, 1)

#Set Account Currency to Binance Stable Coin for USD
qb.set_account_currency("BUSD")
qb.set_cash(100000)
qb.set_brokerage_model(BrokerageName.BINANCE_FUTURES, AccountType.MARGIN)
qb.set_brokerage_model(BrokerageName.BINANCE_COIN_FUTURES, AccountType.MARGIN)

crypto_future = qb.add_crypto_future("BTCBUSD", Resolution.DAILY)
if crypto_future:
    print(f"Added crypto future: {crypto_future.Symbol}")
    qb.btcbusd = crypto_future.Symbol
else:
    print("Failed to add crypto future for BTCBUSD")

history_data = qb.History(qb.btcbusd, timedelta(days=365))
if not history_data.empty:
    print(f"Received history data for {qb.btcbusd}:\n{history_data}")
else:
    print(f"No history data found for {qb.btcbusd} in the given date range.") 

The duplicate brokerage model setting is from the original code in the QC docs, I guess one can be left out indeed (but I am not an expert ! also starting to learn how this works :-)).