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Trying to view futures, and trade stocks based off that

I can't seem to look at futures prices on the futures calendar and then trade stocks, or trade stocks on the equity calendar by looking up futures prices. Is there something I'm missing?

5 responses

Nevermind, I think I figured it out. I'm now stuck because continuous_future('VX') seems to stop returning a future chain after 6-7-2016 and only returns the same 1 future over and over again. I can't figure out why, did this future stop on that date?

Some more info: it seems that VXN16 looks to be the last future available

Here's my notebook

Loading notebook preview...

Glad you were able to get futures and stocks working in the same algo. There isn't any specific constraint on this. One just needs to be aware of the different market hours for each.

Futures data isn't uniformly available and not updated at all after 2018. Quantopian stopped updating all futures data at that time.

There is an interesting notebook on futures availability here.


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Got it, thanks, that's very helpful.