historical comodity prices

Discussion in 'Financial Futures' started by mgzheng, Jun 28, 2005.

  1. mgzheng

    mgzheng

    I am looking for historical commodity prices for trading simulation purpose. I need products traded on the CBOT going back as far as possible. And I just need open, high, low, close and volume. CBOT has the data for download going back about 3 or 4 years. But do you know where I can find it for a little cheaper and going back a little further? Thanks.
     
  2. You can find some of what you are looking for for free by looking at turtletrader.com

    http://www.turtletrader.com/hpd.html

    One thing though, you will have to assemble the data as each contract is a file ie Nov 98 - one file, May 99, another file, etc.

    If you have daily Soybean, Corn, or wheat data from Oct 2002 to Oct 2004, I will trade you this for the data from turtle trader assembled.
     
  3. (1) Go to the CBOT website and look for the "MIDIS" feature. You should be able to go back to 1848 for corn & wheat. (2) Contact Jake Bernstein at MBH Commodity Advisors. He might sell you the data if the CBOT can't help.
     
  4. mgzheng

    mgzheng

    Nick Jr.,

    I ordered a CD from price-data.com. $199 is nothing for me consider I am trading commodity options. But once I concat the files together, I'll send you what you need to thank you for the info.
     
  5. JayS

    JayS

  6. mgzheng

    mgzheng

    Going back more than 30 years, as promised. I selling option spreads on commodities. Do any of you do the same? Maybe we can exchange notes?