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INTEREST RATE FUTURES DATA

Can anyone provide a link to docs or help me with how to import Interest Rate Futures Data into the research environment in Python?  Symbols are ZT, ZF, ZN, ZB (2,5,10,30 year notes/bond futures).

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It is not available yet. We have a patch under review that implements this feature.
We will be able to import that data like we do with options:

es = qb.AddFuture("ES")
es.SetFilter(timedelta(0), timedelta(180))
future_history = qb.GetFutureHistory(es.Symbol, datetime(2017, 1, 4))
print future_history.GetExpiryDates()
h7 = future_history.GetAllData()
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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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