Need Historical HLC Data on Wheat in Excel

Discussion in 'Data Sets and Feeds' started by TradeSparrow, Jun 22, 2011.

  1. Think or Swim gets it, then organizes the data into charts for me.

    I want get an Excel spreadsheet of High/Low/Close data for, let's say, the Wheat contracts of 2009. How can I do this?

    I am a newb to programming for Futures. If the above problem is my goal, how can I achieve it? Perhaps programming is unnecessary.

    P.S. I am not sure where or how to get the data in the first place. This may be a complex problem, so I am posting it in several Subreddits/Forums. Any insight anyone can give would be greatly appreciated.

  2. kanellop


    As i have read your Message seems that i have not understand
    a Major Thing.

    The Major thing is,

    which is your Data Provider for to get first the Wheat 2009 Data ?

    If i suppose that is Reuters DataLink: ,

    and you use Metastock,

    then you must go to the Downloader and to start to download first,

    Wheat Data for 2009.

    I believe that still exist in their Databases.

    Then you must use the Function: Convert of the Downloader and to transfer these Data's to Excel.

    Then to make your Work there.

    Kind Regards,

    George Kanellopoulos.
  3. Thanks very much.

    I use ThinkorSwim. Will that data provider work?!
  4. kanellop


    Hello Again.

    I have an Account there too but i do not trade with it,

    so active.

    From time to time ThinkOrSwim upgrade their Software with New Functionalities.

    I do not know honesty,

    if you can take that kind of Data that you want from there.

    But i know that have friendly Online Support,


    you can contact with them and to ask for your Issue.

    For further Help to your Issue,

    i know that exist 2 other Companies that you can buy that kind of Historical Data.

    One is the: TickData: ,

    and the other is the:

    CQG Data Factory: .

    By the Way,


    i do not know from where you can take that Data without to pay nothing.

    A Solution to that Issue,

    is to provide that Service your Broker/s to you.

    In that Case you must contact except of ThinkOrSwim and with the other Broker/s that you possibly have.

    Kind Regards,

    George Kanellopoulos.