Hello,
I saw in this Github thread, that micro futures had been added for backtesting and live trading. However, documentation has not been updated to included the accessor symbols for the micro futures. Where can we find those symbols? It looks like that thread had been closed before anyone asked about the symbols.
Me and many others really appreciate the time you spent to add the micro futures!
Best,
Critical
Fred Painchaud
Hi CriticalError,
Hehehe this sounds like I am talking to my computer - never a good sign… 😊
Alright.
Symbols for Micros seem to be “all over the place” where they belong - under Securities.Futures, where other Futures are.
For instance, MicroCrudeOilWTI is under Futures.Energies.
If you search for “micro” in https://lean-api-docs.netlify.app/Futures_8cs_source.html, you'll find them all.
Fred
Louis Szeto
Hi Critical.Error and Fred
The dataset listing page for US Futures has been updated. Please visit this page to find the symbol code and examples.
Best
Louis
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Critical.Error
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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