Daily ZN Data

Discussion in 'Data Sets and Feeds' started by chinook, Jan 1, 2009.

  1. Hi all,

    I downloaded data from OpenTick and would like to compare EOD data with another source for accuracy. Does anyone know a free source for end of day data for daily OHLC data including volume for ZN (10 year treasury note futures)?

    I built the following continuous contract file from individual contracts (O, H, L, C, Volume). The rollover date is around the last day of the month before the expiry month (ie. last date using ZNZ8 will be 11/28/2008). However, the daily volume in 2008 is making me suspicious; it looks kind of low to me. Could someone post their data or point me to another source.

  2. Here is the data I have...