I think Barchart offers exchange spread data (read somewhere that IQfeed also offers it).. still expensive.. not sure about low cost vendors like CSI data and End of day data (of course you could get esignal and Qcollector and get spread data).. you could use CQG or TT to link to excel and get spread data into excel but i dont think it gives historical spread data for backtesting.. any comments to alternates are appreciated