QuantConnect / QuantConnect/Lean
Add More Micro Futures Contracts
Open
Nobody has claimed this yet.
feature
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
LEAN supports additional micro futures contracts, e.g. MGH (Micro Copper)
Actual Behavior
LEAN supports some micro futures, e.g. MES, but not micro of popular contracts.
Potential Solution
N/A
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Search the LEAN codebase for the existing MES micro-futures definition and compare it with the CME MGH Micro Copper contract linked in the issue. Identify the current contract list or entry point, then add the requested micro-futures support and verify that the new contracts are recognized alongside MES.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100