Sources of historical futures data

so you only use EOD data?

 

Interactive Brokers provides historical futures data. However, it is only available for futures contracts which are either not expired, or expired within the last two years.

 

IB data has flows. Their main focus is market breadth and execution.

 

Algoseek provides historical futures data from 2009 to the present. The data covers the CME, NYMEX, COMEX, and CBOT. Algoseek historical futures data includes every expiration contract for each trading day, for base futures, spreads, and future options.

We also deliver reference data for US futures from 2010 to the present, with daily updates. The futures Security Master File lists of all futures contracts with unique security ID, ticker, FIGI, start date, end date, expiration date, first notice, first delivery, last delivery, etc.

 

Pinnacle and Stockcharts has EOD

 

unless you look at 100 year I would be very curious to find out what can be done with EOD data that will have any statistical significance.

 

The thing for futures is that you guys upgrade too late after the "next day" already starts trading. You should really address that. I am a huge fan of your equities data by the way.

 

Yes, I only trade with EOD data. I don't have any algos with good enough SR to afford intraday trades.

 

Impressive that you Built profitable models with EOD.

 

Did you have an automated way to run Norgate within the Linux env? From what it looks like on the website, it is Windows only.