diff --git a/Common/Data/Market/FuturesContract.cs b/Common/Data/Market/FuturesContract.cs
index 8bf0e11bfbaa..56918c97f530 100644
--- a/Common/Data/Market/FuturesContract.cs
+++ b/Common/Data/Market/FuturesContract.cs
@@ -80,7 +80,16 @@ public override long Volume
                 {
                     return (long)_universeData.Volume;
                 }
-                return (long)(_tradeBar?.Volume ?? 0);
+
+                if (_tradeBar == null && _tradeTick == null)
+                {
+                    return 0L;
+                }
+                if (_tradeBar != null)
+                {
+                    return (long)(_tradeTick != null && _tradeTick.EndTime > _tradeBar.EndTime ? _tradeTick.Quantity : _tradeBar.Volume);
+                }
+                return (long)_tradeTick.Quantity;
             }
         }
 
@@ -101,7 +110,12 @@ public override decimal BidPrice
                 }
                 if (_quoteBar != null)
                 {
-                    return _quoteTick != null && _quoteTick.EndTime > _quoteBar.EndTime ? _quoteTick.BidPrice : _quoteBar.Bid.Close;
+                    var quoteBarPrice = _quoteBar.Bid?.Close ?? decimal.Zero;
+                    if (_quoteTick != null)
+                    {
+                        return _quoteTick.EndTime > _quoteBar.EndTime ? _quoteTick.BidPrice : quoteBarPrice;
+                    }
+                    return quoteBarPrice;
                 }
                 return _quoteTick.BidPrice;
             }
@@ -143,7 +157,12 @@ public override decimal AskPrice
                 }
                 if (_quoteBar != null)
                 {
-                    return _quoteTick != null && _quoteTick.EndTime > _quoteBar.EndTime ? _quoteTick.AskPrice : _quoteBar.Ask.Close;
+                    var quoteBarPrice = _quoteBar.Ask?.Close ?? decimal.Zero;
+                    if (_quoteTick != null)
+                    {
+                        return _quoteTick.EndTime > _quoteBar.EndTime ? _quoteTick.AskPrice : quoteBarPrice;
+                    }
+                    return quoteBarPrice;
                 }
                 return _quoteTick.AskPrice;
             }
diff --git a/Tests/Common/Data/Market/FuturesContractTests.cs b/Tests/Common/Data/Market/FuturesContractTests.cs
new file mode 100644
index 000000000000..6a59e71b3bd5
--- /dev/null
+++ b/Tests/Common/Data/Market/FuturesContractTests.cs
@@ -0,0 +1,109 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using NUnit.Framework;
+using QuantConnect.Data.Market;
+
+namespace QuantConnect.Tests.Common.Data.Market
+{
+    [TestFixture]
+    public class FuturesContractTests
+    {
+        [TestCase(true, true)]
+        [TestCase(true, false)]
+        [TestCase(false, true)]
+        [TestCase(false, false)]
+        public void QuoteBarNullBidAsk(bool hasBid, bool hasAsk)
+        {
+            var futureContract = new FuturesContract(Symbols.Future_CLF19_Jan2019);
+
+            Bar bid = hasBid ? new Bar(1, 1, 1, 1) : null;
+            Bar ask = hasAsk ? new Bar(2, 2, 2, 2) : null;
+            var quoteBar = new QuoteBar(new DateTime(2025, 12, 10), Symbols.Future_CLF19_Jan2019, bid, 10, ask, 20);
+            futureContract.Update(quoteBar);
+            Assert.AreEqual(hasBid ? bid.Close : 0, futureContract.BidPrice);
+            Assert.AreEqual(hasAsk ? ask.Close : 0, futureContract.AskPrice);
+            Assert.AreEqual(hasAsk ? 20 : 0, futureContract.AskSize);
+            Assert.AreEqual(hasBid ? 10 : 0, futureContract.BidSize);
+            Assert.AreEqual(0, futureContract.Volume);
+            Assert.AreEqual(0, futureContract.LastPrice);
+            Assert.AreEqual(0, futureContract.OpenInterest);
+        }
+
+        [Test]
+        public void QuoteTickUpdate()
+        {
+            var futureContract = new FuturesContract(Symbols.Future_CLF19_Jan2019);
+
+            var tick = new Tick(new DateTime(2025, 12, 10), Symbols.Future_CLF19_Jan2019, 1, 2, 3, 4);
+            futureContract.Update(tick);
+            Assert.AreEqual(1, futureContract.BidSize);
+            Assert.AreEqual(2, futureContract.BidPrice);
+            Assert.AreEqual(3, futureContract.AskSize);
+            Assert.AreEqual(4, futureContract.AskPrice);
+            Assert.AreEqual(0, futureContract.Volume);
+            Assert.AreEqual(0, futureContract.LastPrice);
+            Assert.AreEqual(0, futureContract.OpenInterest);
+        }
+
+        [Test]
+        public void TradeTickUpdate()
+        {
+            var futureContract = new FuturesContract(Symbols.Future_CLF19_Jan2019);
+
+            var tick = new Tick(new DateTime(2025, 12, 10), Symbols.Future_CLF19_Jan2019, string.Empty, Exchange.UNKNOWN, 1, 2);
+            futureContract.Update(tick);
+            Assert.AreEqual(1, futureContract.Volume);
+            Assert.AreEqual(2, futureContract.LastPrice);
+            Assert.AreEqual(0, futureContract.BidSize);
+            Assert.AreEqual(0, futureContract.BidPrice);
+            Assert.AreEqual(0, futureContract.AskSize);
+            Assert.AreEqual(0, futureContract.AskPrice);
+            Assert.AreEqual(0, futureContract.OpenInterest);
+        }
+
+        [Test]
+        public void TradeBarUpdate()
+        {
+            var futureContract = new FuturesContract(Symbols.Future_CLF19_Jan2019);
+
+            var tick = new TradeBar(new DateTime(2025, 12, 10), Symbols.Future_CLF19_Jan2019, 1, 2, 3, 4, 5);
+            futureContract.Update(tick);
+            Assert.AreEqual(5, futureContract.Volume);
+            Assert.AreEqual(4, futureContract.LastPrice);
+            Assert.AreEqual(0, futureContract.BidSize);
+            Assert.AreEqual(0, futureContract.BidPrice);
+            Assert.AreEqual(0, futureContract.AskSize);
+            Assert.AreEqual(0, futureContract.AskPrice);
+            Assert.AreEqual(0, futureContract.OpenInterest);
+        }
+
+        [Test]
+        public void OpenInterest()
+        {
+            var futureContract = new FuturesContract(Symbols.Future_CLF19_Jan2019);
+            var tick = new OpenInterest(new DateTime(2025, 12, 10), Symbols.Future_CLF19_Jan2019, 10);
+            futureContract.Update(tick);
+            Assert.AreEqual(10, futureContract.OpenInterest);
+            Assert.AreEqual(0, futureContract.Volume);
+            Assert.AreEqual(0, futureContract.LastPrice);
+            Assert.AreEqual(0, futureContract.BidSize);
+            Assert.AreEqual(0, futureContract.BidPrice);
+            Assert.AreEqual(0, futureContract.AskSize);
+            Assert.AreEqual(0, futureContract.AskPrice);
+        }
+    }
+}