Just wondering what people's opinions are on where to find the best quality end-of-day data for futures (both historical and ongoing). I specifically need to be able to convert or receive the data in ASCII CSV format. Any suggestions?
Try premiumdata.net. After you download the data you click on translate to ascii and it will translate all of the downloaded data to ascii. It does it pretty fast too. The price is reasonable; a $67 one-time charge for around 20 years of historical futures data, and $19.95/month for ongoing eod data. Also take a look at trackntrade.com. $19.95/month for eod data in ascii format, which includes five years of historical data (you don't need to license the track 'n trade charting platform, unless you want it). I'm not sure if the five years of historical data is in the form of back-adjusted continuous contracts though. Premiumdata.net will convert to backadjusted continuous contracts.
Hi, I'm looking for historical fx data. bid/ask. 1 minute. Going back until around 2000. http://www.olsendata.com/, which is mentioned in several academic papers that I've read, sell what I need for a couple of grand. Is that a good source? And is there a cheaper source? Happy New Year! The Edge.