Quote from indahook:
Anybody else, futs data vendor suggestions?
Quote from vikana:
Pinnacle can export to either metastock or CSV. CSV is supported in a variety of formats (which fields, format of date etc).
I use the CSV format and then import into my trading application.
Pinnacle also automatically builds continuous contracts using several different algorithms.
The Pinnacle software is a tiny bit awkward, but it works well.
Quote from optioncoach:
Commodity research Bureau (CRB).
You can get OHLC for electornically traded futures (ES, NQ, YM, etc) going back until they first started trading including volume. All of it loaded on a CD. I got 3 tickers going back until they first started trading.
Check out their website and call them for info. The website canbe found using google and CRB.com or Commodity Research Bureau.
Quote from Galatia:
http://www.csidata.com/
They claim that they've the lowest error rate amongst all data vendors. Don't know if it's true...