is there any exmaple of how to use tick futures data? im trying this but its not working:

class UncoupledMultidimensionalSplitter(QCAlgorithm): def Initialize(self): self.SetStartDate(2017, 3, 1) # Set Start Date self.SetEndDate(2017,3,2) #Set End Date self.SetCash(50000) # self.AddEquity("SPY", Resolution.Minute) self.AddFuture("ES", Resolution.Tick) def OnData(self, data): '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. Arguments: data: Slice object keyed by symbol containing the stock data ''' current = data['ES'][-1] self.Log(f"Last price: {data['ES'][-1].LastPrice}") self.Log(f"Last price: {data['ES'][-1].Quantity}")

 

Author