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Pulling futures historical data,

Hello does anyone have any experience dealing with futures data? I am struggling with the documentation and would like to see if anyone can help me pull some futures data. Why can I pull S&P data and not the gold, silver, wheat or anything else for that matter?

Also is it possible to see what contracts make up the historical data chain? Is there a working example. There is a function on Ondata class but I can't seem to get it to work.

Any help when dealing with futures would be much appreciated. 

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Hi Yiannis,

Sorry that we don't support futures contract on Research environment yet. It's a feature on our to-do list. Thank you for your support.

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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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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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