Looking for Real-time Data Feeds with Continuous Futures Contracts

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

  1. mmm

    mmm

    Jayford,

    What's the link for the CSI data?

    Also, I've found that not all vendors provide intraday continuous contract data. TradeStation and FutureSource, for example, only provide daily continuous data, not intraday.

    -- M
     
    #11     Dec 18, 2003
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  2. Jayford

    Jayford

    csidata.com

    These guys have been around for years. I've been using them for continuous data for over a decade. Its all end of day stuff only. They have data for damn near everything, usually from the beginning of trading for the instrument. History is free once you sign up for a download category (ie you get all the history for N American futures if you pay to download N American futures on a daily basis).

    Supposedly also the cleanest data, and you can manipulate rollovers any way you like.

    Jay
     
    #12     Dec 18, 2003
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  3. mmm

    mmm

    Thanks Jay.

    Do you know offhand if they provide intraday day, 24 hour globex pricing data of the e-mini ES?


    -- M
     
    #13     Dec 18, 2003
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