Historical data DAX future

hans123 · Sep 10, 2013

Hi,

I'm looking for (free) historical data for the DAX future (FDAX). Dataset should start at least January 1st 2000 and should contain OHLC information of the (continuous) DAX future.

Is there a website with free data of this instrument or can someone help me?

Thanks in advance.

Kind regards,
Hans

just21 · Sep 10, 2013

www.quandl.com have the index to 1990.

hans123 · Sep 10, 2013

Quote from just21:

www.quandl.com have the index to 1990.

Thanks, but I need future data and not index data.

I want to test a strategy and I want to trade the future, not the index.

just21 · Sep 10, 2013

http://www.metastock.com/products/endofday/reutersdatalink/?exchanges

$24.95 for one month to get the history.

hans123 · Sep 10, 2013

Quote from just21:

http://www.metastock.com/products/endofday/reutersdatalink/?exchanges

$24.95 for one month to get the history.

I only need daily OHLC data. I think $3.000 for 10 years of history is too expensive.

Are there any (free) alternatives?

Kind regards,
Hans

Rodney King · Sep 10, 2013

To get you started, http://bit.ly/15SN7XX appears to offer free data from ~2009 onward.

just21 · Sep 10, 2013

Quote from hans123:

I only need daily OHLC data. I think $3.000 for 10 years of history is too expensive.

Are there any (free) alternatives?

Kind regards,
Hans

That is $24.95 for one month of daily updates and unlimited history. So if you cancel after one month you get the entire history for $24.95

hans123 · Sep 10, 2013

Quote from Rodney King:

To get you started, http://bit.ly/15SN7XX appears to offer free data from ~2009 onward.

Thanks for the link.

Unfortunately this is broker data and not data of the DAX future. The ticksize of the DAX future is 0.5.

hans123 · Sep 10, 2013

Quote from just21:

That is $24.95 for one month of daily updates and unlimited history. So if you cancel after one month you get the entire history for $24.95

Clear. Thanks for the explanation.

This might be a solution, but I prefer free data.

Anyone an idea?

just21 · Sep 10, 2013

How are you going to treat the gaps on contract rollover? You may be better off testing on index data, that is free, as there are no gaps.