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Futures spread

Hi,

I am trying to get the wti-brent spread and the soybean crush spread.

In the quantconnect examples, I have seen something like this: self.AddFuture(Futures.Indices.SP500EMini) and self.AddFuture(Futures.Indices.Metals.Gold)

Where do I find the tickers from the previous spread?

My best regards.

Update Backtest







Do I need to calculate the spread using the quandl data?

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Finally, I  figured out how this thing works:

self.AddSecurity(SecurityType.Future, "ZS", Resolution.Daily)  #CBOT Soybean Future

self.AddSecurity(SecurityType.Future, "ZM", Resolution.Daily) #CBOT Soybean Meal

self.AddSecurity(SecurityType.Future, "ZL", Resolution.Daily) #CBOT Soybean Oi

The list of the Futures tickers can be found in:

https://github.com/QuantConnect/Lean/blob/master/ToolBox/AlgoSeekFuturesConverter/AlgoSeek.US.Futures.PriceMultipliers.1.1.csv
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Except Resolution.Minute, as we dont have daily futures data.
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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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