I need clean end of day futures data

Discussion in 'Data Sets and Feeds' started by indahook, Dec 11, 2007.

  1. Who is the best?

    Anybody here have suggestions?

    CD format preferred.

    My current provider Trackdata corp has garbage for futs data....too bad i`m hooked on AIQ software or I would go elsewhere in a jiffy.
  2. vikana

    vikana Moderator

  3. Thanks Vikana. Do you create your own in excel or upload into a platform?

    Anybody else, futs data vendor suggestions?
  4. vikana

    vikana Moderator

    Pinnacle can export to either metastock or CSV. CSV is supported in a variety of formats (which fields, format of date etc).

    I use the CSV format and then import into my trading application.

    Pinnacle also automatically builds continuous contracts using several different algorithms.

    The Pinnacle software is a tiny bit awkward, but it works well.
  5. Commodity research Bureau (CRB).

    You can get OHLC for electornically traded futures (ES, NQ, YM, etc) going back until they first started trading including volume. All of it loaded on a CD. I got 3 tickers going back until they first started trading.

    Check out their website and call them for info. The website canbe found using google and CRB.com or Commodity Research Bureau.
  6. Galatia



    They claim that they've the lowest error rate amongst all data vendors. Don't know if it's true...
  7. ah, I use AIQ and apparently they support dumps using the CSV format. thats good.
  8. Wow, nice site. They have it all. Thanks much. You can even get daily, weekly or monthly PDF`s sent to with the charts.
  9. see that chart on the homepage on the right that gauges data errors? Dial data the worst..thats who mytrack uses for futs. Ugh...
    #10     Dec 12, 2007