Looking for Real-time Data Feeds with Continuous Futures Contracts

Hello,

I'm looking for real-time data feeds that have continuous futures contracts (ie, a single symbol that will contain the price data for all the futures contracts, including the current contract and the past expired contracts).

I know that Qcharts does not have continuous futures contracts.

The only data feeds that have it, as far as I know, are TradeStation and eSignal.

Are there any others?

Thanks.

-- M

 

Try futuresource.com

 

Thanks.

 

The continous contracts at esignal don't go back very far. I use csi for long term data even with esignal.

Jay

 

Have you tried CQG or DTN?

 

DTN does not have a continuous contract feature.

RealTick does ( if I remember correctly ? ).

eSignal does not seem to feel that it needs to provide anything other than the poorest historical data, and if they did it would be another $$$ as usual.

 

We had the E-signsl rep in our office this week. I think with the newest version they may have it bit you would need to call to confirm.

 

Try Prophet.net. They offer forward-adjusted continuous contract data. However, data for US fixed income is not adjusted for the 1999 notional coupon change.

 

mmm,

In eSignal 7.5 we doubled the amount of intraday data on all symbols to 6 months including the Futures.

Check out 7.5 here:

http://www.esignal.com/esignal/features/default.asp

Chuck
@eSignal

 

This thread is for continuous contracts, not ID data. You need a minimum of ten years per contract. I prefer data back to the beginning of each contract such as you get with CSI. I have some data that goes back over 30 years. It costs $32 per month.