Import price (future) data

After digging  a bit in the class documentation, I  found this , so it a property inherited from the security class.

The addfuture constructor is not taking this property object as an argument. I checked some codes importing custom data using future objects, but they did not set the contractmultiplier, so I am quite confused.

In this library strategy code for example, data is imported using adddata, and the contract multiplier is not set anywhere. How can this data be used to backtest a future strategy if the multiplier is unknown to QC? Adddata returns a security object, so it should be possible to set it, but it is not done.

Note that I am not interested in quandl data, I have my own local custum csv data files , I have a general question about how to properly import future data, setting correctly the contractmultipler property inherited from the security class, which I think QC uses to correctly compute P&L.

PS

By the way, the quandl data import implementation is not compatible with SCF data, which is using tables, a data format/call different from the one assumed by the quandldata class, which is using https://www.quandl.com/api/v3/datasets/{config.Symbol.Value}.csv?order=asc&api_key={_authCode}. 

I do not really care about this, since I use other local data, but I just mention it here, since SCF is the only updated futures data on quandl, after wiki has been discontinued, and it includes several markets not served by QC, but available with different brokers interfaced with QC.

Hi Johnny,
Please go through the following thread as a starting point for the above implementation. We also recommend going through the following docs on importing custom data.
Best,
Varad Kabade

Hi,

this is not what I am asking. I know how to import custumdata.

The question is how to do it for futures, in particular how to trade using margins and leverage.

Does the margin model allow to set these properties for imported futures data?

You have an example of an algorithm using imported futures data and trading correctly on margins?

Thanks

Hi Johnny

You may have a look on the way LEAN add Futures. 

1. Save your local data in the same format (including how do you name the file with the canonical symbol by the above link) like the sample data in LeanCLI (refer to LeanCLI\data\future\cme)
2. Add an entry of your symbol in LeanCLI\data\symbol-properties\symbol-properties-database.csv to provide the symbol property of that symbol.

That way you can run the future just like the ones already in QC's support in local backtest.

Best
Louis