Where to find historical futures data?

Discussion in 'Data Sets and Feeds' started by sean2078, Feb 24, 2018.

  1. sean2078

    sean2078

    Specifically for /CL .. Nothing fancy required - High, Low, Open, Close, etc. would be a good start for the last several years. Preferably free, but willing also to pay fair value.

    Thanks
     
  2. Kinetick provides free EOD data.

    I think you will have to export it from Ninjatrader to *.txt format and eventually to Excel if that's what you use.
     
    Adam777 likes this.
  3. Quantopian should have free futures data available within their platform.
     
  4. 'Actual' 1 min or 'Continuous' 1 min one-off data purchases $220 -330 /per symbol for its full history

    Market Description
    CQG Symbol Daily Start Intraday Start
    Crude Oil (Settlement) CL 1983 Mar 30 1987 Sep 01
    Crude Oil (Combined) CLA 1983 Mar 30 1987 Sep 01
    Crude Oil (Globex) CLE 1983 Mar 30 2006 Jan 16

    http://www.portaracqg.com/futures-forex-data/
     
  5. bone

    bone ET Sponsor

    If you can find someone with a professional Bloomberg terminal that is the very best time and sales data available. In the past, I have paid for CQG data. As I recall it was a couple hundred bucks.

    Be very careful about the quality and cleanliness of data you don't pay for. It really is a fool's errand to invest your considerable effort and time with errant data that can't be trusted.
     
    losingtrader27 and jharmon like this.
  6. jjapp

    jjapp

    Quandle. Stevens futures data is already processed for rolls etc. Pretty good.
     
  7. jharmon

    jharmon

    If you need live T&S and quote data, NxCore. Lots of history too, but you'll pay for it. Norgate is good for daily and very clean - covers all the liquid ones worth trading - not free but certainly affordable unless you're an e-mini trader with 4 figure account size.
     
  8. Adam777

    Adam777

    Thanks! Sounds like I need Ninjatrader just for this. Does the Kinetic data include exchange traded spreads? I'm looking for non-continuous, non-adjusted eod data for the last few years
     
  9. You need NT, yes, but it's free and quick to set up.

    I don't know much about the data provided as I pretty much view only a few select futures markets, but I do know they have quite a bit.
     
    #10     Apr 5, 2018