Sources of historical futures data

Discussion in 'Data Sets and Feeds' started by globalarbtrader, Jun 9, 2022.

  1. For a book I'm putting together a list of resources. For the above, so far I've got: (was quandl)

    Anything else you like? Ideally free or relatively cheap (not bloomberg then :-( ) Daily data is fine, doesn't need to be tick data.

  2. ZBZB


  3. NorgateData

    NorgateData Sponsor

    Hi Rob,

    Norgate Data has quite extensive futures daily data for most worldwide liquid futures markets for a quite reasonable fee, and accessible via Python, with various metadata available (point value, last trading date, first notice date (where applicable), currency, margin etc.)

    Coincidentally, I've actually been working on integrating pysystemtrade to work with our data. Will submit a PR when done.
    Last edited: Jun 10, 2022
    globalarbtrader likes this.
  4. RedDuke


    Kinetick or IQFEED are rock solid for futures.
  5. R1234


    CSI is the gold standard for historical futures data
    globalarbtrader likes this.
  7. ZBZB


  8. RedDuke


    just called them, they only have EOD.
  9. ph1l


  10. Please be careful with I used their future data before. Many errors or simply missing chunks of data, even in ES. I asked the customer support and the answer was they don't have enough personnel to monitor/correct the data anymore... I cancelled right away.

    Currently using CSIdata, and satisfied with it. The software Unfair Advantage looks like old fashioned windows program, but runs fine in Wine on linux, and the API (with docs last updated in 2006) still works great.

    Used Norgate before, pretty good experience as well. But I need some instruments that they are not covering, so switched to CSI.
    #10     Jun 9, 2022