Anyone know of a good source for end of day data that has a good historical data base going back 30 yrs or more? Until recently, I used CSI for this, and while the data is good, its a nightmare to work with and download. Looking for a similar data base, but easier to work with. It would be preferable to have this incorporated in a real time product, but as far as I know, only FutureSource (numerous problems), and CQG (very spendy) have enough historical available. Thanks for any input, Jay PS Just in case anyone is interested, I just switched from FutureSource to Ensign. Other than the data available, Ensign is a big improvement at half the price.
<url>http://www.pinnacledata.com/index.html</url> The authors of The Encyclopedia of Trading Strategies said they used Pinnacle data "extensively" - along with TickData++
those were a few quick replies. I'll look into em and tell the forum how I think they stack up vs CSI (which I hate, but has arguably the best data).
Upping this thread. What do people use for EOD futures data? I know esignal is good. Futuresource is very expensive. On the web it is not customisable enough. Ensign (windows version) which I use is good for some contracts, not others.
Try Dial-Data from trackdata.com. They have reasonably good eod for a very competitive price. They do have few probs to resolve ref. quality of data, but for what I do its just fine.