does anyone know where I can purchase historical data on S&P/TSX 60 Index Futures. I've found lots of onlines sources selling other futures, but not this one. Looking for about 5 years of 1 minute bars (ideally the continuous contract).
That is a lot of intraday history, might need a specialized provider like tickdata.com. Something like Thomson Reuters Eikon / MetaStock XENITH will get you several months of intraday data but certainly not years of minute data. Edit: Actually looking at https://www.tickdata.com/historical-market-data-products/futures-data/available-futures-data/ it does not look like they would cover this particular contract.
Thomson Reuters Tick History might also provide what you seek - http://financial.thomsonreuters.com...l/thomson-reuters-tick-history-fact-sheet.pdf