Historical Data Sources and Back Testing?

J

jftrader

I’m new to the futures market so please be easy on me if this is a stupid question. Where can you get historical data for the emini futures? If I want to back test a strategy using the YM can I just use the OHLC historical data for the DIJA index? How closely does the price and the movement of the YM follow the DIJA? Are they exact?

Thanks!
 
Sorry I should have clarified, just daily. I'm used to stocks so to compare to stocks I'm looking for the open, close, high, & low for the 9:30 to 4:00 hours.
 
Also, does anyone know where the Yahoo Finance data for the Dow Jones Industrial Avg comes from? The numbers don't line up with the 9:30 to 4:00 OHLC values from an IB chart of the index. Is Yahoo Finance using a different time frame?
 
Quote from jftrader:

Sorry I should have clarified, just daily. I'm used to stocks so to compare to stocks I'm looking for the open, close, high, & low for the 9:30 to 4:00 hours.
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Check the data sources on this link. Very informative and also includes links to free daily futures data you could use http://tinyurl.com/co75nur
 
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