Iâm new to the futures market so please be easy on me if this is a stupid question. Where can you get historical data for the emini futures? If I want to back test a strategy using the YM can I just use the OHLC historical data for the DIJA index? How closely does the price and the movement of the YM follow the DIJA? Are they exact? Thanks!
Sorry I should have clarified, just daily. I'm used to stocks so to compare to stocks I'm looking for the open, close, high, & low for the 9:30 to 4:00 hours.
Also, does anyone know where the Yahoo Finance data for the Dow Jones Industrial Avg comes from? The numbers don't line up with the 9:30 to 4:00 OHLC values from an IB chart of the index. Is Yahoo Finance using a different time frame?
Check the data sources on this link. Very informative and also includes links to free daily futures data you could use http://tinyurl.com/co75nur