We are actively working on adding futures to Quantopian. I want to share our progress so far and ask for your help.
When this project is completed, Quantopian algorithm writers will be able to trade in most futures listed on U.S. exchanges, including fixed income, stock index, and commodity futures. They'll have the same level of support we have for U.S. equities today - 13 years of minute-bar history, backtesting, paper trading, tradeable through Interactive Brokers, and of course they will be used in the Quantopian Open and hedge fund.
This morning, the futures project took a massive leap forward when the team merged support for trading futures into Zipline . This means that if you have your own futures data, you can start testing futures using Zipline today. We'd love for you to do this and to give us feedback (or make code improvements and submit the pull requests) on what is missing or could be improved.
For those of you without your own futures data, we are now working on modifying the Quantopian platform to use the futures work we did in Zipline. There are two big pieces of work left: we need to integrate the new Zipline code with the Quantopian API and we need to load futures historical data to our system. Both of these are underway. We're not ready to say when they will be done.
How you can help
We are actively looking for feedback on the newest merge to Zipline. Please try it out and let us know what works and what doesn't.
We would also like to hear from people interested in trading futures on Quantopian. We want to listen to your futures trading experience to make sure what we are building will meet your needs.