I put a good bit of data in a spreadsheet on CL contracts CLX3-CLQ5 from 2/26/13 to 2/26/14 or expiration for the given month. I just thought I would share. Edit: Well despite good intentions, I can't upload the spreadsheet for whatever reason. So the data is in a text file....if that is of any use for someone in the market Edit again: Second attempt looks successful. Cheers.
Does anybody have any suggestions on metrics to analyze the data with? I am going to build it into several spreads and go from there.
All the data you need is for free here. Not sure exactly what kind of trades you're looking for but they have everything you could need. http://www.quandl.com/
Wow, I was not familiar with that site. Thank you for sharing. I have just been using the Bloomberg terminal at school and copying all the data into excel. I thought there might be some other people that might need/want that data, but looks like that site should have everything I need. Thanks.