QUANTCONNECT COMMUNITY
In the "How to import Futures" algo you have the following comments
Share New Research 
// QuantConnect has a special deal with Quandl giving you access to Stevens Continuous Futurs (SCF) for free.
//If you'd like to download SCF for local backtesting, you can download it through Quandl.com.I was wondering if this meant I can download the database for FREE to my local machine?
If so could you provide me with the API KEY that I would need to use to download this data?
Thanks
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Jared Broad
You can use SCF through QuantConnect but you cannot download any data as its against our terms of service.
We also have real futures contracts now at tick resolution; you don't need to use SCF daily continuous bars.
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.
Chris Andreou
Do you know if the SCF data through QuantConnect OR the futures contracts data at tick level, take into consideration price gaps from rolling?
Jared Broad
We do not roll the contracts at this time. The data is presented as raw contracts which can be bought and are delisted / holdings are liquidated at the time of expiry. Later once the new code out of beta we'll add rolling.
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.
Chris Andreou
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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