Registered: Aug 2009
07-15-12 06:09 AM
have not checked for accuracy but I would assume they are accurate, they only provide futures (which are by definition all exchange traded and time stamped), finest granularity they offer is daily data. I think even my grandma could manage to run a simple cleanup algo on such daily time series.
Quote from ezbentley:
It seems pretty amazing that they even have historical term structure data.
Has anyone worked with their data and care to comment on the data accuracy?