Free Historical Futures Data ?

[Apezeshk]

Hello All,

Does anyone know where I could download EOD futures prices for Currencies,interest rates and commodities in a CSV or excel format for free ?

Does anyone know any websites to hand ?


Thanks


Regards

Ary

 

[jnash]

Does anyone know where I could download EOD futures prices for Currencies,interest rates and commodities in a CSV or excel format for free ?

Not sure how far back you need the data for your back-testing, but you can try the two sources below:

http://pitrading.com/free_market_data.htm

http://www.turtletrader.com/hpd.html

I do not believe yahoo finance offers futures or currency data. Only stock in csv format.

 

[Nick Leeson Jr]

The turtle trader site has many of the commodities EOD but the problem is that you need to assemble them since each commodity has a different file for each year, ie. Jan 1999 Soybeans, Jan 1998 Soy, Jan 1997, etc. Another problem is that they only go from their inception to Oct. 2002.