The age-old data question...

Vortex · Jan 31, 2012

Hello!

I hope this is the near-correct forum for this question, but I need very simple historical daily OHLC going back to 2003 for a handful of futures instruments we want to trade. No tick-data, no volume, no OI, none.

Now before I get flamed, let me assure you that I have used this forum's search function extensively, Google, etc, etc and found a number of potential sources, including some of the exchanges themselves.

Here is my problem: the data from the exchanges themselves are either really unreliable (ICE) or packaged in such a way that it is expensive and includes detail I do not need (CME).

Some of the better ones I have found are Barchart Market Data (still waiting for a reply), MRCI and CSI, but all have the same problem - nobody seem to cater for a trader wanting very simply, daily OHLC data for 10 years or so and not having to spend a fortune on it!

Is there anybody who can offer me a suggestion for this dilemma. I would really appreciate it.

Thank you so much.

hoodooman · Jan 31, 2012

Hi vortex. What is your DEL x V

Vortex · Jan 31, 2012

Quote from hoodooman:

Hi vortex. What is your DEL x V

Hello Hoodooman,

Sorry - I am not understanding this --

intradaybill · Jan 31, 2012

Free (Don't know about adjustment method):

http://www.pitrading.com/free_market_data.htm

Free (Unadjusted):

http://www.tradingblox.com/tradingblox/free-historical-data.htm

If you have any questions about back-testing ask members of this forum. If you have no prior experience you may be getting into troubles with futures. Some are very tricky. For example CL adjustments may cause negative prices. You will need to shift the data. Then, depending on your system, adjustments may produce fallacious results.

promagma · Jan 31, 2012

http://www.turtletrader.com/hpd.html
http://www.grainmarketresearch.com/eod_futures.cfm
http://www.pinnacledata.com/clc.html

Vortex · Jan 31, 2012

Thank you very much to both.

Much, much appreciated.

hoodooman · Jan 31, 2012

DEL x V is the strength of a vortex

Vortex · Jan 31, 2012

tenthousandmen · Feb 1, 2012

Quote from intradaybill:

Free (Don't know about adjustment method):

http://www.pitrading.com/free_market_data.htm

Free (Unadjusted):

http://www.tradingblox.com/tradingblox/free-historical-data.htm

If you have any questions about back-testing ask members of this forum. If you have no prior experience you may be getting into troubles with futures. Some are very tricky. For example CL adjustments may cause negative prices. You will need to shift the data. Then, depending on your system, adjustments may produce fallacious results.

Thanks for the links... noobish question: is it reliable? Reliable tick data?

just21 · Feb 1, 2012

www.equis.com reuters datalink has continuous contracts back along way. You only have to sign up for one month $25 to get all their history with the downloader program.