Below is a partial list of a few Data Providers, and their contact information.

 

CSI Commodity Systems Inc. - Market Data & Software

Commodity Systems, Inc., known in the industry as CSI, offers data in MetaStock and ASCII Text formats for many different U.S. and World futures and stock markets. CSI is the preferred provider of futures data and is the supplier of the sample data we provide.

 

Trading Blox includes specific Futures Dictionary files for CSI data for their default back-adjusted futures contracts in ASCII text formats. The default rolling algorithm is to use open interest and roll on the first trigger. This back-adjustment algorithm will result in symbols that have "0_I0B" appended to them. For example, the full CSI symbol for corn "C" using the default back-adjustment algorithm would be "C__0_I0B". The ASCII text file would be named "C__0_I0B.txt" and this symbol would be the symbol used inside the MetaStock MASTER file for that data.

 

Visit https://www.tradingblox.com/tradingblox/howto-ua.htm for a tutorial explaining setting up Trading Blox with data from CSI.

 

 

Note how the prices for each day appear to have at most one or two prices. This is because the adjustments for splits have been constrained to $0.01 which is not enough resolution to show the actual pricing relationships between the different days.

 

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