Hello, I am interested in getting historical daily datas of calendar spreads, for meats mainly and grains if possible. I don't want to get datas for every spread possible, just front / deffered, front/second deferred, deffered/ second deffered for example... I think it would be tough to find free source, so do you know where I can get those for a fair price ?
Here is the FREE stuff they offer at MRCI. http://www.mrci.com/ohlc/ I've used it to go back and build spread charts with the EOD Data... took a while.