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Can I analyze Futures Tick data using Jupyter Notebook?

I have tried to load Futures Tick data using the command :

future_history = qb.GetFutureHistory(gc.Symbol, datetime(2018, 1, 4), Resolution.Tick)

It returns empty data frame. Minute level resolution is working. I understand it's huge amount of information so I requested only one day data.

Any help thanks.

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Hi futures data are not available in notebook research now we are still working on it.

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Thanks for your reply.

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Hi Mark,

We're looking into enabling that feature but there is no set timeline right now. The issue is that some ticks have the same timestamp and data frames in the Research Environment aren't equipped to handle non-unique indexes. To handle this we will need to enable slice objects as well. Keep an eye on our News and Releases for any updates.

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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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0

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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