Does anyone have any opinions about the best End-of-Day Data provider? I am trying to find a good data provider, and here is where I am at:
CRB
Price Data
$75 Month + $100 setup/software fee Professional Futures & Options (all markets)
($900 year; $100 setup fee waived) 10 years nearby (continuous contracts) - gaps during roll over
2 years individual futures and volatility data
2 years individual options contracts
$150 Single options market entire history
$20 Single market continuous contract
$0.01 per day (ala-cart) Single market individual contract (example all S&P 500 is $70)
Pros
Vast amount of markets and data
Price
Data can be ordered ala-cart
Cons
No direct import to Amibroker, must use CSV files
Continuous contracts have no adjustment
CSI
Price Data
$36.54 Month + $60 setup/software fee North American Futures ONLY (includes Forex)
(5) years historical data
$63 Month + $135 setup/software fee North American Futures + World Futures
(5) years historical data
$33.25 Month + $50 setup/software fee U.S. Stocks & Indices
(5) years historical data
$55.44 Month + $175 setup/software fee World Options
(1) year historical data
$33.60 + $50 setup/software fee Budget Mix, 15 futures markets and 50 stocks & indices
(5) years historical data
NO OPTIONS
* Historical Options data is $125 per year with a (5) year minimum order
* You can only access 49 markets per day, $1/market over 49
* $10/year for each additional year of historical data over (5) years
Pros
Direct import to Amibroker
Vast amount of markets and data
Nice utility to create continuous contracts of any kind
Cons
Expensive
Limited number of markets (49 per day)
eSignal EOD
Price Data
$295 per year Futures & Equities
($24.58 month) NO OPTIONS
NO FOREX
(10+) years futures
(13+) years equities
Pros
Direct import to Amibroker
Vast amount of markets and data
Cons
No options or forex data
eSignal (Intraday)
Price Data
$185 per month + Exchange Fees? Futures, Options, Equities
$150 month for annual prepay (10+) years futures EOD
(13+) years equities EOD
10 days of Tick
120 days of 1-minute
Pros
Direct import to Amibroker
Vast amount of markets and data
Cons
Expensive
Quotes Plus (QP3)
Price Data
$36.95 per month Futures and Equities
Data as far back as January, 1990
NO OPTIONS
Pros
Direct import to Amibroker
Vast amount of markets and data
Cons
Ticker symbols confusing on Commodity Side
Must download all symbols everyday
CRB
Price Data
$75 Month + $100 setup/software fee Professional Futures & Options (all markets)
($900 year; $100 setup fee waived) 10 years nearby (continuous contracts) - gaps during roll over
2 years individual futures and volatility data
2 years individual options contracts
$150 Single options market entire history
$20 Single market continuous contract
$0.01 per day (ala-cart) Single market individual contract (example all S&P 500 is $70)
Pros
Vast amount of markets and data
Price
Data can be ordered ala-cart
Cons
No direct import to Amibroker, must use CSV files
Continuous contracts have no adjustment
CSI
Price Data
$36.54 Month + $60 setup/software fee North American Futures ONLY (includes Forex)
(5) years historical data
$63 Month + $135 setup/software fee North American Futures + World Futures
(5) years historical data
$33.25 Month + $50 setup/software fee U.S. Stocks & Indices
(5) years historical data
$55.44 Month + $175 setup/software fee World Options
(1) year historical data
$33.60 + $50 setup/software fee Budget Mix, 15 futures markets and 50 stocks & indices
(5) years historical data
NO OPTIONS
* Historical Options data is $125 per year with a (5) year minimum order
* You can only access 49 markets per day, $1/market over 49
* $10/year for each additional year of historical data over (5) years
Pros
Direct import to Amibroker
Vast amount of markets and data
Nice utility to create continuous contracts of any kind
Cons
Expensive
Limited number of markets (49 per day)
eSignal EOD
Price Data
$295 per year Futures & Equities
($24.58 month) NO OPTIONS
NO FOREX
(10+) years futures
(13+) years equities
Pros
Direct import to Amibroker
Vast amount of markets and data
Cons
No options or forex data
eSignal (Intraday)
Price Data
$185 per month + Exchange Fees? Futures, Options, Equities
$150 month for annual prepay (10+) years futures EOD
(13+) years equities EOD
10 days of Tick
120 days of 1-minute
Pros
Direct import to Amibroker
Vast amount of markets and data
Cons
Expensive
Quotes Plus (QP3)
Price Data
$36.95 per month Futures and Equities
Data as far back as January, 1990
NO OPTIONS
Pros
Direct import to Amibroker
Vast amount of markets and data
Cons
Ticker symbols confusing on Commodity Side
Must download all symbols everyday