Historical Data for Index Futures to Download to Excel

[Eldredge]

I think this is quite possible, although you need to work hard on such amount of data. I often use Excel (or Google sheets) to work with the grouped frequency distribution (as in this example), since I work more with statistical data. And this is also a large amount and any information should be included in any of the classes.

Thanks for the input. I actually have some worksheets that have worked well for me, but I would like to analyze some intraday data. Right now I am limited to OHLC data. I would also like to use the actual futures prices rather than the index itself. I have been able to download some futures data from multicharts/CQG, but I can't seem to get more than one contract at a time.

 

[Eldredge]

Great tool, but Excel can be a real dog with formulas. Multiple worksheets within a workbook helps. Multiple workbooks is even better, but a pain to manage. I limit worksheets to 15 max per workbook. I switched to 64bit Excel a few years back, and it seems to run smoother with my macros. I also have to restart Excel on my machines monthly. It doesn't seem to like staying open after the macro pounds hundreds of lines/rows of data into its ass

Thanks for the suggestions. I believe I am using the 64-bit version. If I run into trouble, I will try what you suggest.

 

[jjapp]

Have you looked at Quandl?

 

[Metamega]

Only suggestion I’d have is a subscription to IQFeed and a purchase of QCollector.

 

[Eldredge]

Have you looked at Quandl?

Thanks for the suggestion. I did look at them previously. I can't remember if I had trouble finding the pricing or if it was more than I wanted to spend at that point. I will take another look. Thanks.

 

[Eldredge]

Only suggestion I’d have is a subscription to IQFeed and a purchase of QCollector.

Thanks for the suggestion. I have not looked at them yet, so I'll check them out.

 

[forttronick]

I think this is quite possible, although you need to work hard on such amount of data. I often use Excel (or Google sheets) to work with the grouped frequency distribution (as in this example), since I work more with statistical data. And this is also a large amount and any information should be included in any of the classes.

Like in this example https://assignment.essayshark.com/blog/frequency-distribution-table-example/

 

[GregNosen]

In such cases, working with large volumes of information, when Excel ceases to be convenient, used MapReduсе. Alternatively, you can try writing a bot that simply writes data into the excel, doing minimal processing. As a result, I received data of acceptable quality, with which it is already possible to work. Before that, even at work in https://www.coolessay.net , Google tables were used, but there are much fewer possibilities for data processing - but this is provided that the Excel is used at a professional level

 

[Eldredge]

In such cases, working with large volumes of information, when Excel ceases to be convenient, used MapReduсе. Alternatively, you can try writing a bot that simply writes data into the excel, doing minimal processing. As a result, I received data of acceptable quality, with which it is already possible to work. Before that, even at work in https://www.coolessay.net , Google tables were used, but there are much fewer possibilities for data processing - but this is provided that the Excel is used at a professional level

Thanks for the suggestion. I think this might be a little out of my league...

 

[Eldredge]

I am about to make a final decision on what data to buy. My best bet seems to be AlgoSeek. I'm not totally thrilled with what I see there, but it seems to be about the best at this point. If anyone has any new ideas, I would love to hear...