Looking for Real-time Data Feeds with Continuous Futures Contracts

Discussion in 'Data Sets and Feeds' started by mmm, Dec 16, 2003.

  1. mmm



    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?


    -- M
  2. syd697


    Try futuresource.com
  3. mmm


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

  5. Transact Futures

    Transact Futures Transact Futures

    Have you tried CQG or DTN?
  6. Lobo


    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.
  7. Transact Futures

    Transact Futures Transact Futures

    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.
  8. Zap777


    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.
  9. Chuck_T

    Chuck_T eSignal

  10. 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.
    #10     Dec 18, 2003