Does anyone have any opinions about the best End-of-Day Data provider? I am trying to find a good data provider, and here is where I am at: CRB Price Data $75 Month + $100 setup/software fee Professional Futures & Options (all markets) ($900 year; $100 setup fee waived) 10 years nearby (continuous contracts) - gaps during roll over 2 years individual futures and volatility data 2 years individual options contracts $150 Single options market entire history $20 Single market continuous contract $0.01 per day (ala-cart) Single market individual contract (example all S&P 500 is $70) Pros Vast amount of markets and data Price Data can be ordered ala-cart Cons No direct import to Amibroker, must use CSV files Continuous contracts have no adjustment CSI Price Data $36.54 Month + $60 setup/software fee North American Futures ONLY (includes Forex) (5) years historical data $63 Month + $135 setup/software fee North American Futures + World Futures (5) years historical data $33.25 Month + $50 setup/software fee U.S. Stocks & Indices (5) years historical data $55.44 Month + $175 setup/software fee World Options (1) year historical data $33.60 + $50 setup/software fee Budget Mix, 15 futures markets and 50 stocks & indices (5) years historical data NO OPTIONS * Historical Options data is $125 per year with a (5) year minimum order * You can only access 49 markets per day, $1/market over 49 * $10/year for each additional year of historical data over (5) years Pros Direct import to Amibroker Vast amount of markets and data Nice utility to create continuous contracts of any kind Cons Expensive Limited number of markets (49 per day) eSignal EOD Price Data $295 per year Futures & Equities ($24.58 month) NO OPTIONS NO FOREX (10+) years futures (13+) years equities Pros Direct import to Amibroker Vast amount of markets and data Cons No options or forex data eSignal (Intraday) Price Data $185 per month + Exchange Fees? Futures, Options, Equities $150 month for annual prepay (10+) years futures EOD (13+) years equities EOD 10 days of Tick 120 days of 1-minute Pros Direct import to Amibroker Vast amount of markets and data Cons Expensive Quotes Plus (QP3) Price Data $36.95 per month Futures and Equities Data as far back as January, 1990 NO OPTIONS Pros Direct import to Amibroker Vast amount of markets and data Cons Ticker symbols confusing on Commodity Side Must download all symbols everyday
Most of my trading is in Futures, Options, Commodities, and Forex. I don't need equity data. Also, why would you pay for equity data when you can download it free from Yahoo? (not trying to be sarcastic, just curious why someone would do this?)
When I used csi several years ago it was $32/ month, and data went back 30 years or more, depending when mkts started trading. What a rip it is now! Try Pinnacle. Not sure if they are still around, but blew csi away last time I looked about 2 yrs ago. My opinion on futures data is that they should offer it from the beginning of trading on any given exchange. Period. Jay
Agree Pinnacle is great. http://www.pinnacledata.com/ $99 upfront for all the historical data and $14/month for EOD updates.
Or buy the software and download the EOD /Intraday historical data (manual) once and for all. (abt 30 bucks) assuming your trading software allows user data integration e.g MetaStock data files format. -no more monthly fees. That is if you don't mind the extra daily work of downloads and integration. http://www.1free-historical-stock-quotes-downloader.com palden
CSI Price Data $36.54 Month + $60 setup/software fee North American Futures ONLY (includes Forex) (5) Years historical data As Jayford mentioned CSI used to supply 30+ years data. Note. Also they supply over 400+ Futures but only allow you to download a maximum of 49. This is definitely a rip! I won't even consider them till they change both of these practices! nt
Seems like this was an older post, but I use these guys http://www.eodequities.com Much cheaper than those. Have end data for AMEX, NYSE, and NASDAQ. Free Metastock converter. I have the premium membership ony 4.95/month and I think they cheaper ones also. tony
http://www.prorealtime.com/en/ Prorealtime eod is free and the charts are good too. I use it for futures it's good for forex also and foreign stocks.
i don't get the last one. as far as i know-you don't have to do that every day(talking about stocks). comeback few months later-click download and your database will be up to date in minutes. they also doing very good job on keeping list of currenly traded stocks up to date. another point-you can have direct access from your application to their database using their sdk or whatever it called. works superfast. my vote for QP