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Live trading data for futures
josh d
posted
Using Data Feature Request

Hi,

My strategy uses values of futures contracts to predict movements of the underlying. This means I don't need to trade the futures but just be able to have access to their value. The problem I face is that I'm unsure where I can get the live data when actually trading (as fetcher only gets data at start of day).

1) Does Quantopian's NxCore data include futures? What about SPX?
2) If not, does anyone have any ideas on how to make this work?
3) Is there a way I could fetch the data at a later time instead of at market open?

Cheers

1 response
Dan Dunn

We don't support futures yet, but we will.

We don't have any live minutely data in Quantopian beyond the price/volume of US equities.

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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 Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.