Question about the free historical data

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babelproofreader
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Question about the free historical data

Post by babelproofreader »

I have a quick question about the free historical data provided by this site. For some of the futures contracts data there are two text files, for example, BO20_10B.TXT and BO_0_10B.TXT. Could anyone explain what the difference between the two text files is?
sluggo
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Post by sluggo »

They are different symbols. One is "BO" and the other is "BO2". Yes they really are different. You can prove it to yourself by subtracting the prices; the difference is not zero. Also, have a look at the last date in each file. Are they the same?

Blox sources its data (and symbol names) from CSI. They provide a file that holds all symbol information, which they called the "FactSheet". Their website presents it in three different formats, here's the Adobe Acrobat version: http://www.csidata.com/factsheets/commod.pdf

To help you find the two Bean Oil symbols in your example, one of them is "Commodity # 019" and the other is #411. Carefully note the slight difference in the names of the two instruments.

There was a post by Tim Arnold a couple weeks ago, in the Customer Support area of the site, talking about the reason: viewtopic.php?t=6170
babelproofreader
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Post by babelproofreader »

That clears it up. Thank you.
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