http://wikiposit.org/p?futures 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?
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.
It's broken: http://wikiposit.org/w.pl?action=dl&dltypes=html table&sp=daily&uid=FUTURE.CTZ2012 scroll down. Open/volume/open interest are zero or close to zero. Lots of holes too.