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Futures Data Algorithm Example

Hi, all I just learned of quantconnect. Is there futures data, e.g., S&P 500 E-Mini?
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Welcome Luke! You can backtest any data in QuantConnect; the easiest futures data to use in QC is continuous which has a singular price history. Below's an example of importing continuous futures from Quandl's Stevens source.

I've also create a new QC University example of this futures framework, "Crude Oil Futures Data".

You can use any SCF data from Quandl.com!
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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.


Cool, thanks Jared! I'll give it a try!
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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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