So I went with Norgate. It has been mentioned a few times in other threads. Thanks a lot for your help.
Yes full history means they provide the individual contracts (what pinnacle calls their deep history). So you can choose to export all contracts and get a file for each one: ES01H, ES01M, ES01U, ES01Z, ES02H, etc. Their tech support is also very responsive, and they've added several contracts (in addition to a ton of composite contracts for existing futures) in the year and a half I've used them. Twice my data has had a problem and I've had to do a full refresh, but I've had the same problem with pinnacle as well so I assume it's a common problem (or my PC has issues). The only thing I wish they had was "day" or "pit" sessions for currencies. They only have the composite session which has a lot of noise overnight and is not all that useful (sometimes it's more accurate, sometimes not). They don't have just the pit session for currencies so you can't backtest properly (although I get that data from pinnacle). Their history in some cases does not go back quite as far as with pinnacle, but we're talking 1975 vs. 1968 or something like that (for my purposes this wouldn't be a problem). And considering they're 1/3 the cost of the pinnacle deep history it's a good deal. SSB
I don't think this is quite true. I subscribe to CSI and pay $540/year for all futures at all exchanges all around the world. Just now I checked and, yes, sitting in my CSI folder on my hard drive, there is Corn historical data from 1949. (more than 25 years ago). More astonishingly, I've got Wheat data going all the way back to 1922 (!). Without doing anything special or paying anything extra, it's just sitting on my disk there, along with all the rest of my CSI data. But you've already made your decision and paid your money, so this is a bit irrelevant.
That's good to know, thanks. The 25 year limit was told to me over the phone. I paid for the historical futures data with Norgate (premiumdata.net) and received my paypal receipt, but I still cant download from the site for some reason. How long am I supposed to wait? Do they send me an email?
I think Norgate is based in Australia which I'm guessing means it's now overnight there (as a typical american I'm not as up on world time zones as I should be). I'd give it a few more hours before starting the denial of service revenge attacks
Yes, I think that was the problem because they got back to me in the early morning (East-Australian time). I downloaded the data and everything looks great so far.
I should mention that I have since discovered that the free data provided by the Turtle Trader website was actually quite good and not full of holes as I had thought. I had a bug in my software that lead to data being "lost", but since fixing the problem, the Turtle Trader data looks to be quite good quality. The link again is: http://www.turtletrader.com/hpd.html For paid data, I found Norgate to be good: http://www.premiumdata.net
Some points of information on the Turtle data: - 60+ individual files on corn, for example - some differences in the formats, e.g. date is mm/dd/yyyy on some files and yymmdd on others - the data I saw was over 10 years old but the data is free. Brooks
Wow, you are right - wheat 1922! BUT soybeans is limited, because the first contract is october 1936, and they have 1947 for a start year. Do somebody knows where I can find the FULL historical data on soybean futures? Please help!