namespace QuantConnect 
{   
    /*
    *   QuantConnect University: Futures Example
    *
    *   QuantConnect allows importing generic data sources! This example demonstrates importing a futures
    *   data from the popular open data source Quandl.
    *
    *   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.
    */
    public class QCUQuandlFutures : QCAlgorithm
    {
        string _crude = "SCF/CME_CL1_ON";
        
        //Initialize the data and resolution you require for your strategy:
        public override void Initialize()
        {
            SetStartDate(2000, 1, 1);         
            SetEndDate(DateTime.Now.Date.AddDays(-1)); 
            SetCash(25000);
            AddData<Quandl>(_crude, Resolution.Daily); 
            Quandl.SetValueColumn("Settle");
        }

        //Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
        public void OnData(Quandl data) 
        {
            if (!Portfolio.HoldStock) 
            {
                SetHoldings(_crude, 1);
                Debug(Time.ToString("u") + " Purchased Crude Oil: " + _crude);
            }
        }
    }
}