I have a question about some of the futures contracts. 

Lumber, for example, has these parameters in QuantConnect SymbolProperties:

  • Contract Multiplier=110,000
  • Price today: 630
  • QuoteCurrency: USD

Holding 1 contract in QuantConnect shows a nominal valuein the backtest of 69.3 MM$. But the actual nominal value of 1 contract is 69300 USD. See table below from CSI data


  • Units= USD/1000ft
  • Contract size=110,000ft
The price is 630 USD/1000ft of lumber, an we are buying 110,000ft (1 contract) --> 69300 USD nominal value

Am I missing something?  How can I adjust my backtest so it uses the the right nominal contract size?


Carlos Mata