Futures price not updating

Here is a diagnostic code snippet you can use in your QCAlgorithm to log detailed information about your NQ and ES futures contracts every minute in live mode. This will help you determine if your algorithm is seeing fresh futures data, whether you're properly mapped to the front contract, and if your brokerage/data feed subscription is active:

from AlgorithmImports import *
from datetime import timedelta
class FuturesDiagnosticsAlgorithm(QCAlgorithm):
    """Logs detailed diagnostics for NQ and ES futures every minute when live."""

    def initialize(self) -> None:
        # Basic configuration
        self.set_start_date(2021, 1, 1)
        self.set_end_date(2022, 1, 1)
        self.set_cash(100_000)

        # Add canonical/continuous futures (front-month, minute resolution)
        self._es_symbol: Symbol = self.add_future(
            Futures.Indices.SP_500_E_MINI,
            Resolution.MINUTE,
            data_normalization_mode=DataNormalizationMode.BACKWARDS_RATIO,
            contract_depth_offset=0
        ).symbol

        self._nq_symbol: Symbol = self.add_future(
            Futures.Indices.NASDAQ_100_E_MINI,
            Resolution.MINUTE,
            data_normalization_mode=DataNormalizationMode.BACKWARDS_RATIO,
            contract_depth_offset=0
        ).symbol

        # Schedule diagnostic logger (fires every minute)
        self.schedule.on(
            self.date_rules.every_day(),
            self.time_rules.every(timedelta(minutes=1)),
            self._log_futures_diagnostics
        )

    # ----------------------------------------------------------------------
    # Helper methods
    # ----------------------------------------------------------------------
    def _log_futures_diagnostics(self) -> None:
        """Emit diagnostics once per minute (live mode only)."""
        if not self.live_mode:
            return  # Skip when backtesting

        for root_symbol in (self._es_symbol, self._nq_symbol):
            self._log_single_future(root_symbol)

    def _log_single_future(self, root_symbol: Symbol) -> None:
        # Current mapped/front-month contract
        mapped_symbol: Symbol | None = getattr(root_symbol, "Mapped", None)
        mapped_text = mapped_symbol.value if mapped_symbol else "[Mapped symbol unavailable]"

        # Latest price
        price: float | None = None
        if mapped_symbol and self.securities.contains_key(mapped_symbol):
            price = self.securities[mapped_symbol].price
        price_text = f"{price:.2f}" if price not in (None, 0) else "[Price N/A]"

        # Invested state
        invested: bool = False
        if mapped_symbol and self.portfolio.contains_key(mapped_symbol):
            invested = self.portfolio[mapped_symbol].invested
        invested_text = "Invested" if invested else "Not invested"

        # Subscription status
        subscription_exists = any(
            sub.symbol == mapped_symbol for sub in self.subscription_manager.subscriptions
        ) if mapped_symbol else False
        subscription_text = "Subscribed" if subscription_exists else "[No subscription]"

        # Emit the diagnostic line
        self.log(
            f"{self.time} | Root: {root_symbol.value} | Mapped: {mapped_text} | "
            f"Price: {price_text} | {invested_text} | {subscription_text}"
        )

How to use:

• Add this diagnostic code to your algorithm.
• In live mode, you'll get a log every minute for both NQ and ES that shows:
  • Current contract mapped (front month)
  • Its last price (from the securities cache)
  • Whether you're currently invested
  • And if the algorithm is actually subscribed to a price feed for that contract.

Tip: If price always shows as [Price N/A], mapping is broken or your data feed is not live. If mapping/unsubscribed, it could be a data feed, brokerage configuration, or entitlement issue.

Let me know if you want to investigate specific issues based on what you see in these logs!

Sources: Charting and Logging - QuantConnect.com, Futures - QuantConnect.com, Basic Template Futures History Algorithm, Basic Template Eurex Futures Algorithm, Futures - QuantConnect.com

Must have been a price data issue with quantconnect.  I run two live algos, exact same code, two separate brokerages.  For a tax reason.  After all the troubleshooting on one live algo, without touching the other one, both spontaneously started working after this post.  Maybe I tipped off that the data wasn't working.  Thanks to whomever fixed it.