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German Bund data

Posted: Wed Apr 27, 2005 12:18 pm
by Corn Elius
CSI carries the GBL data back to 20040423. Does anyone know where I can get historical data previous to that? Just a few years, and free would be nice.

Thanks.

Posted: Wed Apr 27, 2005 12:55 pm
by sluggo
That's because you're looking at the Chicago Board of Trade contract, CSI commodity number 930. hyperlink: CBOT to launch Bund Futures on April 23, 2004

The DTB/EUREX Bund contract, on the other hand, goes back much farther. It is CSI commodity number 552. On my CSI setup the first day of data is 23 November 1990.
19901123,59.36000000,59.51000000,59.26000000,59.35000000, 3254, 713,EBL,"DEC1990"
19901126,59.43000000,59.60000000,59.09000000,59.25000000, 1158, 878,EBL,"MAR1991"
19901127,59.31000000,59.41000000,59.11000000,59.22000000, 955, 1391,EBL,"MAR1991"
19901128,59.07000000,59.16000000,58.94000000,59.08000000, 1048, 1966,EBL,"MAR1991"
19901129,59.08000000,59.11000000,58.97000000,59.05000000, 1468, 2909,EBL,"MAR1991"
19901130,58.91000000,59.30000000,58.89000000,59.29000000, 3700, 5223,EBL,"MAR1991"

Posted: Wed Apr 27, 2005 5:43 pm
by Corn Elius
Thanks for the info, Sluggo. I only have North American Futures from CSI. Maybe I should invest in the International Markets. The Bund does seem to trend nicely.

Cheers.

Posted: Wed Apr 27, 2005 7:24 pm
by Roscoe
Pinnacle have Bund data starting from 11/23/1989.