Hi, like the title implies I would like to know where to get free EOD data for stocks and commodities, something like MLdownloader but free... Thnaks in advance
for stocks and indicies you can try yahoo finance and then punch in the dates required, it should be in OHLC format that can be exported to excel. EOD data only. Do not know about futures.
Thanks for the link. Now all i have to find is an ascii to metastock converter that is free. (preferably).
The Metastock downloader will convert. Or, you can use something like HQuote (google it) that downloads free data from Yahoo and displays it in Metastock format.
I have tried both the eoddata and HQuotes (Yahoo supplied by CSI) services and both are terrible quality for anything other than casual testing of a trading strategy. Problems include missing or incorrect dividends, missing corporate actions (such as spinoffs - sometimes even splits). For futures data, the free data sources regularly have bad ticks, do not match the exchange's data - some even have the wrong tick size (i.e. impossible values). If you're trading futures/commodities you have enough capital to afford a decent quality data feed.
see if this helps. a small program called metqlinq (http://metalinq.wordpress.com/) can download and covert to metastock format for you.