To determine if your system is connected to research futures, options, and stocks on QuantConnect, you can follow these steps:

1. Initialize the Algorithm: In the Initialize method, add the desired futures, options, and stocks using AddFuture, AddOption, and AddEquity methods respectively. This sets up the data subscriptions for these securities.

2. Set Start and End Dates: Use SetStartDate and SetEndDate to define the period for which you want to conduct your research. This ensures that your algorithm runs over the desired timeframe.

3. Check Data Subscription: In the OnData method, verify that you are receiving data by checking if the Slice object contains data for the securities you have added. This is crucial to confirm that your subscriptions are active.

4. Verify Security Changes: Implement the OnSecuritiesChanged method to log or handle any changes in the securities you are subscribed to. This helps ensure that the expected securities are present and active.

5. Log Connection Status: Use logging within the OnData method to confirm that data is being received for each type of security (futures, options, stocks). This can be done by logging the data received for each security type.

6. Handle Data: Implement logic within OnData to process the data, confirming that the system is actively handling the data streams for each security type.

7. Test and Debug: Run the algorithm and check the logs to ensure that all securities are connected and data is being received as expected.

Here's a basic example of how you might set this up in your algorithm:

class MyAlgorithm(QCAlgorithm):
    def initialize(self) -> None:
        self.set_start_date(2022, 1, 1)
        self.set_end_date(2022, 12, 31)
        self.set_cash(100000)
        # Add securities
        self.add_equity("AAPL", Resolution.DAILY)
        self.add_future(Futures.Metals.GOLD, Resolution.MINUTE)
        self.add_option("AAPL", Resolution.MINUTE)
    def on_data(self, data: Slice) -> None:
        if data.bars.contains_key("AAPL"):
            self.log(f"Received data for AAPL: {data.bars['AAPL'].close}")
        if data.future_chains.contains_key(Futures.Metals.GOLD):
            self.log("Received data for Gold futures")
        if data.option_chains.contains_key("AAPL"):
            self.log("Received data for AAPL options")
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This setup will help you verify that your system is connected and receiving data for futures, options, and stocks.

Sources: Initialization - QuantConnect.com, Requesting Data - QuantConnect.com, US Future Options - QuantConnect.com, Requesting Data - QuantConnect.com, US Equities - QuantConnect.com