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we occasionally want to run backtests locally . If I subscribe to the US Futures SecurityMaster does this securitymaster contain all the universe, map and factor files for futures?
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Jared Broad
No, just map and factor files, but not universe. For future universe you'll need the right universe collection. There are many as there are future-options, and international futures.
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.
David Brown
Hi Jared,
20130531es vhle2yxr5bltCME120130618es vhle2yxr5bltCME220130618es vhle2yxr5bltCME320130620es vhle2yxr5bltCME0Thanks for the quick response. I'm able to build the universe files very easily using our price database. I get the overall design of the factor and map files but have some questions regarding the 4th column in the map file (ie what does it refer to?)
"DataMappingMode":2}"DataMappingMode":3}"DataMappingMode":0}and the mapping mode field in the factor file
Is there any documentation on these fields? I've research, asked Gemini, posted questions etc but no real answer. Trying to avoid having to dig into the code if possible
Thanks again for your help
David Brown
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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