Hello All, Does anyone know where I could download EOD futures prices for Currencies,interest rates and commodities in a CSV or excel format for free ? Does anyone know any websites to hand ? Thanks Regards Ary
Not sure how far back you need the data for your back-testing, but you can try the two sources below: http://pitrading.com/free_market_data.htm http://www.turtletrader.com/hpd.html I do not believe yahoo finance offers futures or currency data. Only stock in csv format.
The turtle trader site has many of the commodities EOD but the problem is that you need to assemble them since each commodity has a different file for each year, ie. Jan 1999 Soybeans, Jan 1998 Soy, Jan 1997, etc. Another problem is that they only go from their inception to Oct. 2002.