Can anyone advise where I can obtain the daily open/hi/lo/close/vol data for wheat futures - say for the past 1 month ? Does cbot maintain such data ? I could only see the previous day's data.
http://www.futuresource.com/charts/charts.jsp?s=WK07 Scroll down to the chart resources box, look at the last bullet Want additional studies, tick charting, and the O/H/L/C mouseover feature? Upgrade to our Premium Charts for Free! Free signup. Hope that helps.
Thanks for your response. I do have futuresource, but I don't think the volume is included. Are there other sources available ?
http://cbotdataexchange.if5.com/ I'd look elseware though before you pay for data from CBOT, as I think there is freedata somewhere out there... Have you tried opentick?
Check out; http://www.chart-ex.com/charts/wheat_combo.htm to get free historical volume at price data.
For those interested, I've found a good source for daily data. http://futures.tradingcharts.com/chart/CW/C7
In the same vain, does anyone know a good source for CBOT ag futures tick data for the night session (from 7.30pm est on)? -Neo