The only three I could find:
http://www.tradingblox.com/tblox/?page_id=218
http://wikiposit.org/p?futures
http://www.forexrate.co.uk/forexhistoricaldata.php
Interested in any viable alternatives.
Free sources of historical data
Free sources of historical data
Last edited by Macro on Thu May 31, 2012 12:40 pm, edited 1 time in total.
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- Roundtable Knight
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I do that. The main point at the time of the decision was that I could get more data on things like first notice dates, etc... From Bloomberg, so I could setup my own rolling criteria. Or so I thought.
The other thing was that it was easier at the time to just use the Bloomberg Excel adding instead of dealing with separate text files.
Edit: the main issue with Bloomberg's continuous contract tool (which is very good) is that when you use relative rolling days it doesn't take into account business days but plain calendar days, and in some contracts that day difference can leave you rolling in a date with the wrong volume). That's why I did my own tool bur based on their data tool
Edit2: and btw, they have a cool way to change their tickers so you can precisely ask for a continuous contract rolled in any way you want directly from Excel without needing to change you terminal defaults. If you need that I can send you the how to.
Cheers, cord
The other thing was that it was easier at the time to just use the Bloomberg Excel adding instead of dealing with separate text files.
Edit: the main issue with Bloomberg's continuous contract tool (which is very good) is that when you use relative rolling days it doesn't take into account business days but plain calendar days, and in some contracts that day difference can leave you rolling in a date with the wrong volume). That's why I did my own tool bur based on their data tool
Edit2: and btw, they have a cool way to change their tickers so you can precisely ask for a continuous contract rolled in any way you want directly from Excel without needing to change you terminal defaults. If you need that I can send you the how to.
Cheers, cord