I would like to use VIX futures prices to determine buy and sell signals which I can then use on OANDA's CFD market.

When I run a backtest it works using self.AddFuture(Futures.Indices.VIX, Resolution.Minute) and self.AddCfd("SPX500USD", Resolution.Minute, Market.Oanda).

When I try to 'go live' on OANDA though I get an error saying "The DataQueueHandler does not support Futures."

I know you can get VIX futures data through Quandl, but it is daily - I would like minute data (which I am able to get when I backtest the strategy).

What is the best way to go about doing this?