#region imports
    using System;
    using System.Collections;
    using System.Collections.Generic;
    using System.Linq;
    using System.Globalization;
    using System.Drawing;
    using QuantConnect;
    using QuantConnect.Algorithm.Framework;
    using QuantConnect.Algorithm.Framework.Selection;
    using QuantConnect.Algorithm.Framework.Alphas;
    using QuantConnect.Algorithm.Framework.Portfolio;
    using QuantConnect.Algorithm.Framework.Execution;
    using QuantConnect.Algorithm.Framework.Risk;
    using QuantConnect.Parameters;
    using QuantConnect.Benchmarks;
    using QuantConnect.Brokerages;
    using QuantConnect.Util;
    using QuantConnect.Interfaces;
    using QuantConnect.Algorithm;
    using QuantConnect.Indicators;
    using QuantConnect.Data;
    using QuantConnect.Data.Consolidators;
    using QuantConnect.Data.Custom;
    using QuantConnect.DataSource;
    using QuantConnect.Data.Fundamental;
    using QuantConnect.Data.Market;
    using QuantConnect.Data.UniverseSelection;
    using QuantConnect.Notifications;
    using QuantConnect.Orders;
    using QuantConnect.Orders.Fees;
    using QuantConnect.Orders.Fills;
    using QuantConnect.Orders.Slippage;
    using QuantConnect.Scheduling;
    using QuantConnect.Securities;
    using QuantConnect.Securities.Equity;
    using QuantConnect.Securities.Future;
    using QuantConnect.Securities.Option;
    using QuantConnect.Securities.Forex;
    using QuantConnect.Securities.Crypto;   
    using QuantConnect.Securities.Interfaces;
    using QuantConnect.Storage;
    using QuantConnect.Data.Custom.AlphaStreams;
    using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
    using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
namespace QuantConnect.Algorithm.CSharp
{
    public class CasualApricotSheep : QCAlgorithm
    {

        public Future future;

        public override void Initialize()
        {
            SetStartDate(2013, 10, 7); 
            SetEndDate(2013, 10, 9);
            SetCash(100000);           
            future = AddFuture("es", Resolution.Daily, Market.CME, dataNormalizationMode: DataNormalizationMode.Raw);
        }

        public override void OnData(Slice data)
        {
            var symbol = future.Symbol;
            if(data.Bars.ContainsKey(symbol))
            {
                var contractDate = future.Mapped.ID.Date.ToString("yyyyMMdd");
                var contractTicker = $"{symbol.ToString()}{contractDate}" ;
                Debug($"{contractTicker}@{Time} ({UtcTime}UTC): price = {data.Bars[symbol].Price}, oi = {Securities[symbol].OpenInterest}");
            }
            else
            {
                Debug($"{Time}: no data");
            }
        }
    }
}