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Posted by Vortex on 01-31-12 03:50 PM:

The age-old data question...

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.

Posted by hoodooman on 01-31-12 04:40 PM:

Hi vortex. What is your DEL x V

Posted by Vortex on 01-31-12 05:46 PM:

Quote from hoodooman:

Hi vortex. What is your DEL x V

Hello Hoodooman,

Sorry - I am not understanding this --

Posted by intradaybill on 01-31-12 08:06 PM:

Free (Don't know about adjustment method):

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

Free (Unadjusted):

http://www.tradingblox.com/tradingb...orical-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.

Posted by promagma on 01-31-12 08:27 PM:

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

Posted by Vortex on 01-31-12 08:59 PM:

Thank you very much to both.

Much, much appreciated.

Posted by hoodooman on 01-31-12 10:22 PM:

DEL x V is the strength of a vortex

Posted by Vortex on 01-31-12 11:45 PM:

Posted by tenthousandmen on 02-01-12 07:24 PM:

Quote from intradaybill:

Free (Don't know about adjustment method):

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

Free (Unadjusted):

http://www.tradingblox.com/tradingb...orical-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?

Posted by just21 on 02-01-12 07:49 PM:

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.

Posted by just21 on 02-01-12 08:12 PM:

Get www.esignal.com on demand for one month $37.95, delayed no exchange fees. and use www.qcollector.com to get their entire history. They have an extended history option which has futures back 31 years.

Posted by Vortex on 02-01-12 11:48 PM:

Quote from tenthousandmen:

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

No. It is daily OHLC data. You shall never find free tick data on planet Earth.

Posted by Vortex on 02-01-12 11:48 PM:

Quote from just21:

Get www.esignal.com on demand for one month $37.95, delayed no exchange fees. and use www.qcollector.com to get their entire history. They have an extended history option which has futures back 31 years.

Thank you very much Just21.

Posted by trading spaces on 02-02-12 10:18 AM:

You can also get intraday data from esignal and qcollecter.

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