New Organization of Futures > Requesting Data

03 Writing Algorithms/03 Securities/99 Asset Classes/06 Futures/01 Requesting Data/00.html

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+<div class="sub-heading-content">
+    <div class="sub-heading-landing">
+        <div class="internal-content">
+          <p>
+            <p>Request Futures data in your algorithm to receive a feed of contract prices in the <code class="csharp">OnData</code><code class="python">on_data</code> method. For more information about the specific dataset we use for backtests, see the <a href="/datasets/algoseek-us-futures">US Futures dataset listing</a>. To trade Futures live, you can use the <a href='/docs/v2/cloud-platform/datasets/quantconnect/futures'>QuantConnect data provider</a> or one of the <a href='/docs/v2/cloud-platform/datasets'>brokerage data providers</a>.</p>
+          </p>
+          <p>To request Futures data, call one of the following methods:</p>
+          <ul>
+            <li><code class='csharp'>AddFuture</code><code class='python'>self.add_future</code> to add a basket of contracts for a single Future</li>
+            <li><code class='csharp'>AddFutureContract</code><code class='python'>self.add_future_contract</code> to add individual contracts for an underlying Future</li>
+          </ul>
+        </div>
+        <div class="docs-landing-links">
+            <div class="col-md-6 col-sm-12 docs-landing-link-wrap">
+                <div class="content clickable" onclick="window.location.href = '/docs/v2/writing-algorithms/securities/asset-classes/futures/requesting-data/universes'">
+                    <div class="docs-internal-link">
+                        <h4>
+                            Request and Filter All Contracts
+                        </h4>
+                    </div>
+                    <code class='csharp'>AddFuture</code><code class='python'>self.add_future</code>
+                </div>
+            </div>
+            <div class="col-md-6 col-sm-12 docs-landing-link-wrap">
+                <div class="content clickable" onclick="window.location.href = '/docs/v2/writing-algorithms/securities/asset-classes/futures/requesting-data/individual-contracts'">
+                    <div class="docs-internal-link">
+                        <h4>
+                            Select Individual Contracts
+                        </h4>
+                    </div>
+                    <code class='csharp'>AddFutureContract</code><code class='python'>self.add_future_contract</code>
+                </div>
+            </div>
+        </div>
+    </div>
+</div>

03 Writing Algorithms/03 Securities/99 Asset Classes/06 Futures/01 Requesting Data/01 Universes/01 Introduction.html

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+<p>
+  The <code class="csharp">AddFuture</code><code class="python">add_future</code> method enables you to select a basket of Future contracts for an underlying Future.
+  To form your universe of contracts, you can filter them down by their expiry.
+  If you want to subscribe to individual contracts one-by-one instead of a set of contracts, see <a href='/docs/v2/writing-algorithms/securities/asset-classes/futures/requesting-data/individual-contracts'>Individual Contracts</a>.
+</p>

03 Writing Algorithms/03 Securities/99 Asset Classes/06 Futures/01 Requesting Data/01 Universes/02 Create Universes.html

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+<p>To add a universe of Future contracts, in the <code class="csharp">Initialize</code><code class="python">initialize</code> method, call the <code class="csharp">AddFuture</code><code class="python">add_future</code> method. This method returns an <code>Future</code> object, which has a <code class="csharp">SetFilter</code><code class="python">set_filter</code> method you can call to filter the set of tradable contract down to just the contracts you want.</p>
+
+<div class="section-example-container">
+    <pre class="csharp">public class BasicFutureAlgorithm : QCAlgorithm
+{
+    public override void Initialize()
+    {
+        var future = AddFuture(Futures.Indices.SP500EMini);
+        future.SetFilter(0, 182);
+    }
+
+    public override void OnData(Slice data)
+    {
+        foreach (var (continuousSymbol, chain) in data.FuturesChains)
+        {
+            foreach (var (symbol, contract) in chain.Contracts)
+            {
+                var expiry = contract.Expiry;
+            }
+        }
+    }
+}</pre>
+    <pre class="python">class BasicFutureAlgorithm(QCAlgorithm):
+    def initialize(self):
+        future = self.add_future(Futures.Indices.SP500E_MINI)
+        option.set_filter(0, 182)
+
+    def on_data(self, data):
+        for continuous_symbol, chain in data.future_chains.items():
+            for symbol, contract in chain.contracts.items():
+                contract.strike</pre>
+</div>
+
+<p>For more information about the <code class="csharp">AddFuture</code><code class="python">add_future</code> method, see <a href='/docs/v2/writing-algorithms/universes/futures#11-Create-Universes'>Create Universes</a>.</p>

03 Writing Algorithms/03 Securities/99 Asset Classes/06 Futures/01 Requesting Data/01 Universes/metadata.json

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+{
+    "type": "metadata",
+    "values": {
+        "description": "Request Futures data in your algorithm to receive a feed of contract prices in the OnData method.",
+        "keywords": "Futures, security subscriptions, Extended Market Hours, fill forward, margin, leverage",
+        "og:description": "Request Futures data in your algorithm to receive a feed of contract prices in the OnData method.",
+        "og:title": "Universes - Documentation QuantConnect.com",
+        "og:type": "website",
+        "og:site_name": "Universes - QuantConnect.com",
+        "og:image": "https://cdn.quantconnect.com/docs/i/writing-algorithms/securities/asset-classes/futures/requesting-data/universes.png"
+    }
+}