continuously linked futures data sources

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edward kim
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continuously linked futures data sources

Post by edward kim » Tue Oct 05, 2004 5:31 pm

Hi Everyone,

Besides Pinnacle Data, where can I subscribe to continuously-linked futures contracts with EOD updates? Most of the vendors charge in the 400-1500 USD per month range, so I'm looking for something cheaper. Pinnacle is 12/month and although the roll dates are fixed, at least it's good enough for backtesting.

Thanks,

Edward

d-g
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Post by d-g » Tue Oct 05, 2004 7:03 pm

CSI data is not that expensive, and their UA llos you to customize your contract rolling algorithm. Be prepared for a learning curve, as the many options provided by this application can be quite confusing and hard to configure at first.

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