I am struggling to find in the online documentation how to access futures contract specs, namely the $/tick value, $/point value, min tick size, etc. Can someone point me to the class/properties where these can be accessed?
QUANTCONNECT COMMUNITY
I am struggling to find in the online documentation how to access futures contract specs, namely the $/tick value, $/point value, min tick size, etc. Can someone point me to the class/properties where these can be accessed?
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.
Mia Alissi
You can access the futures contract specifications such as the minimum tick size and contract multiplier using the
SymbolProperties
of theFuture
object in QuantConnect. Here is how you can do it:In the above code,
future
is theFuture
object. You can get theFuture
object by adding a future using theAddFuture
method as shown below:Please note that the
future.SymbolProperties.MinimumPriceVariation
will only get you 0.25 when you are using open interest and backwards ratio for continuous futures.For more details, you can refer to this forum discussion and the QuantConnect documentation.
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.
Michael Dehring
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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