I'm thinking of trading in wheat futures. Would appreciate if anyone can advise regarding the following: 1. Should I trade through Cbot? (I'm trading through IB). 2. Are the contracts traded throughout the whole year, or are they like the indexes which expires every month/quarter. 3. Which contract should I be trading i.e. which ones have high volumes. 4. Where can I obtain historical data (as far back as possible). Thanks in advance
This has some of it. http://www.cbot.com/cbot/pub/cont_detail/0,3206,1322+14398,00.html December's usually the biggest in volume IIRC. Wouldnt you be able to get the historical data from ib? Theres a purchase section on the cbot site in any case. Not sure about the rest.