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Futures Support

New to QuantConnect, wanted to inquire about Futures support in lean/quant connect. Is this on the roadmap?

Also wanted to say just glancing through the lean code base I am loving the flexibility compared to quantopian. Both are awesome projects but I appreciate the level of flexibility it looks like you provide with Lean. Looking forward to digging through the code base more (and brushing up on C#)!
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Welcome @Aaron! Absolutely on the roadmap. We want to support it fully which includes splicing futures contracts together to form continuous pricing. We've started this with the option of "markets" in LEAN -- which means we can have multiple assets in different time zones all trading in the same algorithm. So we're getting there but I can't give a specific deadline at this time :)
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Awesome thanks Jared.

It will be interesting to see how Futures contracts are handled both in backtest and live, handling rollover, leverage, etc.

Looking forward to spending some time on here and digging into Lean.
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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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