Looking for Real-time Data Feeds with Continuous Futures Contracts

[mmm]

Hello,

I'm looking for real-time data feeds that have continuous futures contracts (ie, a single symbol that will contain the price data for all the futures contracts, including the current contract and the past expired contracts).

I know that Qcharts does not have continuous futures contracts.

The only data feeds that have it, as far as I know, are TradeStation and eSignal.

Are there any others?

Thanks.

-- M

 

[syd697]

Try futuresource.com

 

[mmm]

Thanks.

 

[Jayford]

The continous contracts at esignal don't go back very far. I use csi for long term data even with esignal.

Jay

 

[Transact Futures]

Have you tried CQG or DTN?

 

[Lobo]

DTN does not have a continuous contract feature.

RealTick does ( if I remember correctly ? ).

eSignal does not seem to feel that it needs to provide anything other than the poorest historical data, and if they did it would be another $$$ as usual.

 

[Transact Futures]

We had the E-signsl rep in our office this week. I think with the newest version they may have it bit you would need to call to confirm.

 

[Zap777]

Try Prophet.net. They offer forward-adjusted continuous contract data. However, data for US fixed income is not adjusted for the 1999 notional coupon change.

 

[Chuck_T]

mmm,

In eSignal 7.5 we doubled the amount of intraday data on all symbols to 6 months including the Futures.

Check out 7.5 here:

http://www.esignal.com/esignal/features/default.asp

Chuck
@eSignal

 

[Jayford]

Quote from Chuck_T:

mmm,

In eSignal 7.5 we doubled the amount of intraday data on all symbols to 6 months including the Futures.

Check out 7.5 here:

http://www.esignal.com/esignal/features/default.asp

Chuck
@eSignal

This thread is for continuous contracts, not ID data. You need a minimum of ten years per contract. I prefer data back to the beginning of each contract such as you get with CSI. I have some data that goes back over 30 years. It costs $32 per month.