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#9795·Lean

Crypto and CryptoFuture delisting support

Author: AlexCatarinoCreated Sep 15, 2026Updated Sep 17, 2026

Summary

Historical hourly trade/quote data for several Binance USDⓈ-M perpetual futures contracts is present in the QuantConnect cloud data store, but the contracts have no row in Data/symbol-properties/symbol-properties-database.csv under type=cryptofuture, so AddCryptoFuture(...) cannot subscribe to them (the security service throws Failed to resolve base currency for '<TICKER>', it might be missing from the Symbol database or market '<MARKET>' could be wrong, Common/Securities/SecurityService.cs:152).

Evidence

The following tickers were once tradeable Binance USDⓈ-M futures contracts (all later delisted from the futures venue by Binance) and have complete historical trade+quote hour files in the cloud store (cryptofuture/binance/hour/<ticker>_trade.zip / cryptofuture/binance/hour/<ticker>_quote.zip both exist for each), yet none of them has a type=cryptofuture row in the current symbol-properties-database.csv:

  • AKROUSDT
  • BTTUSDT
  • BZRXUSDT
  • DODOUSDT
  • KEEPUSDT
  • LUNAUSDT
  • NUUSDT
  • YFIIUSDT

All eight tickers do still have a type=crypto (spot) row in the same file, which is not equivalent - AddCryptoFuture specifically requires a cryptofuture row (see Common/Securities/Crypto/Crypto.cs:139, which reads SymbolProperties.QuoteCurrency to decompose the currency pair; without a matching row the default account-currency quote is used instead, the ticker does not end with it, and CurrencyPairUtil.TryDecomposeCurrencyPair fails).

Suspected root cause

symbol-properties-database.csv's cryptofuture rows appear to be regenerated from Binance's current exchangeInfo listing. Once Binance delists a USDⓈ-M futures contract, its row silently drops out of the next regeneration - even though the previously-collected historical files for that ticker remain valid and stay in the data store indefinitely. The result is that historical data becomes permanently unreachable through the normal subscription API for any contract Binance later delists, despite the data itself being intact.

Proposed fix

The cryptofuture generation step should preserve a symbol's row once delisted (or fall back to the last-known row) rather than dropping it, similar to how equity delistings do not remove historical map-file/security entries. Where the historical row differs from the current listing, the row should be flagged (e.g. by an IsDelisted/last-active-date column) or delisted rows appended after a snapshot, so AddCryptoFuture can still resolve the currency pair for periods when the contract was live.

Open questions

  • Is symbol-properties-database.csv's cryptofuture section generated by an automated job or hand-maintained? If automated, is the generator in this repo or an internal pipeline?
  • Are there other delisted Binance USDⓈ-M contracts with the same gap beyond the eight sampled here?

Reported via Intercom conversation 215475946234200.

Source: QuantConnect/Lean

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