Does anyone know where I would get hold of commodity markets data going back to the 1800s? Anyway you know of obtaining this data is greatly appreciated. Thanks.
Sombody has a lot of free time on their hands. Contact the Chicago Board of Trade, the New York Cotton Exchange, Jake Bernstein or Robert Prechter for starters.
I don't know where to get data going back to the 1800s, but a few places on the web offer free futures data back to the 70s. I can post the links if you are interested, or do a google search.
I would get in contact with Jake Bernstein. He has worked some of those markets back to the early 1700' s on the AG products.
CSI and Pinnacle both sell long term commdity data, but it doesn't go nearly as long as you are looking for.