CME Futures Historical Spread Data

Discussion in 'Data Sets and Feeds' started by mm43421, Apr 25, 2019.

  1. #11     Jul 12, 2019
  2. bone

    bone

    That is expensive AF and I didn’t see exchange spread data - which is what is required.
     
    #12     Jul 12, 2019
  3. 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
     
    #13     Jul 16, 2019