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@Romazes Romazes commented Jul 28, 2025

Description

From support reply:
NYMEX and COMEX adopted the Q, whereas CBOT and CME use a @, to represent the electronic contracts

image

Add support for new Future exchanges:
image

Related Issue

closes #15

Motivation and Context

Requires Documentation Change

N/A

How Has This Been Tested?

lean-cli download

lean data download --data-provider-historical IQFeed --data-type Trade --resolution Daily --security-type Future --ticker NQ --market cme --start 20250303 --end 20250404
image

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@Martin-Molinero Martin-Molinero merged commit d6801d8 into QuantConnect:master Aug 1, 2025
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Futures Data Download

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