The age-old data question...

Discussion in 'Data Sets and Feeds' started by Vortex, Jan 31, 2012.

  1. Vortex



    I hope this is the near-correct forum for this question, but I need very simple historical daily OHLC going back to 2003 for a handful of futures instruments we want to trade. No tick-data, no volume, no OI, none.

    Now before I get flamed, let me assure you that I have used this forum's search function extensively, Google, etc, etc and found a number of potential sources, including some of the exchanges themselves.

    Here is my problem: the data from the exchanges themselves are either really unreliable (ICE) or packaged in such a way that it is expensive and includes detail I do not need (CME).

    Some of the better ones I have found are Barchart Market Data (still waiting for a reply), MRCI and CSI, but all have the same problem - nobody seem to cater for a trader wanting very simply, daily OHLC data for 10 years or so and not having to spend a fortune on it!

    Is there anybody who can offer me a suggestion for this dilemma. I would really appreciate it.

    Thank you so much. :)
  2. Hi vortex. What is your DEL x V
  3. Vortex


    Hello Hoodooman,

    Sorry - I am not understanding this -- :confused: :D
  4. Free (Don't know about adjustment method):

    Free (Unadjusted):

    If you have any questions about back-testing ask members of this forum. If you have no prior experience you may be getting into troubles with futures. Some are very tricky. For example CL adjustments may cause negative prices. You will need to shift the data. Then, depending on your system, adjustments may produce fallacious results.
  5. promagma


  6. Vortex


    Thank you very much to both.

    Much, much appreciated. :D
  7. DEL x V is the strength of a vortex :D
  8. Vortex


  9. Thanks for the links... noobish question: is it reliable? Reliable tick data? :cool:
  10. just21

    just21 reuters datalink has continuous contracts back along way. You only have to sign up for one month $25 to get all their history with the downloader program.
    #10     Feb 1, 2012