Historical Data for Index Futures to Download to Excel

Discussion in 'Data Sets and Feeds' started by Eldredge, Apr 17, 2018.

  1. Eldredge

    Eldredge

    Thanks for the input. I actually have some worksheets that have worked well for me, but I would like to analyze some intraday data. Right now I am limited to OHLC data. I would also like to use the actual futures prices rather than the index itself. I have been able to download some futures data from multicharts/CQG, but I can't seem to get more than one contract at a time.
     
    #11     Apr 18, 2018
  2. Eldredge

    Eldredge

    Thanks for the suggestions. I believe I am using the 64-bit version. If I run into trouble, I will try what you suggest.
     
    #12     Apr 18, 2018
  3. jjapp

    jjapp

    Have you looked at Quandl?
     
    #13     Apr 18, 2018
  4. Metamega

    Metamega

    Only suggestion I’d have is a subscription to IQFeed and a purchase of QCollector.
     
    #14     Apr 18, 2018
  5. Eldredge

    Eldredge

    Thanks for the suggestion. I did look at them previously. I can't remember if I had trouble finding the pricing or if it was more than I wanted to spend at that point. I will take another look. Thanks.
     
    #15     Apr 18, 2018
  6. Eldredge

    Eldredge

    Thanks for the suggestion. I have not looked at them yet, so I'll check them out.
     
    #16     Apr 18, 2018
  7. Like in this example https://assignment.essayshark.com/blog/frequency-distribution-table-example/
     
    #17     Apr 19, 2018
  8. GregNosen

    GregNosen

    In such cases, working with large volumes of information, when Excel ceases to be convenient, used MapReduсе. Alternatively, you can try writing a bot that simply writes data into the excel, doing minimal processing. As a result, I received data of acceptable quality, with which it is already possible to work. Before that, even at work in https://www.coolessay.net , Google tables were used, but there are much fewer possibilities for data processing - but this is provided that the Excel is used at a professional level
     
    #18     Aug 29, 2018
    Eldredge likes this.
  9. Eldredge

    Eldredge

    Thanks for the suggestion. I think this might be a little out of my league...
     
    #19     Aug 29, 2018
  10. Eldredge

    Eldredge

    I am about to make a final decision on what data to buy. My best bet seems to be AlgoSeek. I'm not totally thrilled with what I see there, but it seems to be about the best at this point. If anyone has any new ideas, I would love to hear...
     
    #20     Aug 29, 2018