A Beginner's Guide to Quantopian Futures API

Learn what a futures contract is and how to make use of the Quantopian Futures API to start developing your own algo

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In this course you will learn how to utilize Quantopain Futures API to extract individual futures contract and continuous futures historical prices. At the end of the course you will be able to:

Video 1: Q Futures 1 Basics of Futures Contract

  • Describe what is a futures contract

Video 2: Q Futures 2 Futures Contract Characteristics

  • Understand and describe the basic characteristics of a futures contract

Video 3: Q Futures 3 Futures Naming Convention

  • Briefly explain the futures contract naming convention
  • Interpret information return in the futures object from calling the symbols method

Video 4: Q Futures 4 Historical Data

  • Understand the history method required inputs
  • Demonstrate how to make use of history method to request historical data
  • Requests the full doc string of history method
  • Describe the volume characteristics of a typical futures contract

Video 5: Q Futures 5 Continuous Futures

  • Briefly explain the need for continuous futures
  • Demonstrate how to make use of continuous_future method to extract continous futures contract
  • Identify the different input parameters and describe the implications

Video 6: Q Futures 6 Individual vs Continuous Futures

  • Describe the relationship between individual and continuous futures contract volumes
  • Describe the relationship between individual and continuous futures contract prices
  • Briefly describe the differencebetween mul, add, and none adjustment types

Video 7: Q Futures 7 Offset, Term Structure

  • Discuss the use of offset of
  • Explain the term structure of futures contracts
  • Gain deeper appreciation of the shape of futures contracts term structure


Your Instructor(s)


Anthony Ng
Anthony Ng

Anthony has spent the last 7 years lecturing, consulting and conducting workshops in Singapore covering topics such as algorithmic trading, financial data analytics, banking, finance, investment and portfolio management.Since 2016, he has been assisting Quantopian to conduct Algorithmic Trading Workshops in Singapore and has recently presented in QuantCon Singapore 2017.

Passionate about finance, data science, and Python, he enjoyed researching, teaching and sharing on these topics. He studied Masters of Science in Financial Engineering at NUS Singapore and also hold an MBA, BCom from Otago University.

For more, please visit www.algo-hunter.com


Course Curriculum


  Introduction
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  Quantopian Ecosystem
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  Basics of Futures Contract
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  Futures Contract Characteristics
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  Futures Naming Convention
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  Historical Data
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  Continuous Futures
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  Individual vs Continuous Futures Contract
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  Offset, Term Structure
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Frequently Asked Questions


When does the course start and finish?
The course starts now and never ends! It is a completely self-paced online course - you decide when you start and when you finish.
How long do I have access to the course?
How does lifetime access sound? After enrolling, you have unlimited access to this course for as long as you like - across any and all devices you own.
What if I am unhappy with the course?
We would never want you to be unhappy! If you are unsatisfied with your purchase, contact us in the first 30 days and we will give you a full refund.