Continuous Contract Charts

[Dinerotrader 10]

I use OEC so getting price history is hard and sometimes impossible for longer time periods.

 

Does anyone know of the cheapest way to get continuous contract charts spanning multiple years. Probably the longest I would be looking back would be 10 years.

 

Cheap, long term charts.

[brownsfan019 17]

I'm not sure what the most efficient way to do this is Dinero, but you could sign up for a data service like DTN, download as much as you can and then unsubscribe. From there you would then want to try to take the data from OEC and mesh it into 1 large database... How you do this, I have no idea or if it's even possible with OEC data. I know MultiCharts creates data databases when you load it up there. So I guess in theory you could get DTN, plug it into MultiCharts, get the database built and then have it there. But that requires a MultiCharts subscription then.

 

You can also plug eSignal data into OEC charts, but I'm not sure how that data would be stored for future use (if at all). Here's info on the eSignal plugin.

[Dinerotrader 10]

I'm not sure what the most efficient way to do this is Dinero, but you could sign up for a data service like DTN, download as much as you can and then unsubscribe. From there you would then want to try to take the data from OEC and mesh it into 1 large database... How you do this, I have no idea or if it's even possible with OEC data. I know MultiCharts creates data databases when you load it up there. So I guess in theory you could get DTN, plug it into MultiCharts, get the database built and then have it there. But that requires a MultiCharts subscription then.

 

You can also plug eSignal data into OEC charts, but I'm not sure how that data would be stored for future use (if at all). Here's info on the eSignal plugin.

 

I'll look into this. Hopefully, there is someone out there that already went through this challenge and found a good solution. We'll see what I can turn up.

[Frank 10]

open a small account at Tradestation and do min trades.

 

if just want a timeframe or 2 -- download data to excel and then drop tradestation.

[brownsfan019 17]

open a small account at Tradestation and do min trades.

 

if just want a timeframe or 2 -- download data to excel and then drop tradestation.

 

That's not a bad idea if TS has you what you want. Of course then you have to learn a new charting and order entry system so that may not be what you are looking for either.

 

The simplest way I think is the eSignal plugin. You'll have to buy eSignal data, but maybe they have a delayed and/or end of day only package you can use?

[Frank 10]

I have been through this already so if you want daily and or 30-min S&P Futures (ES) data, I can just post it for you. no charge . Have it back through 12/31/01 --- which is about when the e-mini really started to get liquid.

[Dinerotrader 10]

I have been through this already so if you want daily and or 30-min S&P Futures (ES) data, I can just post it for you. no charge . Have it back through 12/31/01 --- which is about when the e-mini really started to get liquid.

 

Thanks frank. I don't trade the ES but I appreciate the offer. I am mostly looking at Oil (CL), Soybeans (ZS), and Russel (TF or RLM-OEC).

[Soultrader 12]

My present for you

 

CL data back till 1987 including O-H-L-C and volume.

Crude Light (CL).xls

[Dinerotrader 10]

My present for you

 

CL data back till 1987 including O-H-L-C and volume.

 

Your are the man, James. Thanks for sharing.

[Soultrader 12]

No problem, here is Soybeans pit back till 1983. There is a period of 2-3 years missing in the early 2000 era.

Soybeans Pit.xls

[Dinerotrader 10]

No problem, here is Soybeans pit back till 1983. There is a period of 2-3 years missing in the early 2000 era.

 

You've exposed my inexperience.

How does the Soybeans pit relate to the non-pit contract? I haven't gotten around to learning the differences.

[Soultrader 12]

You've exposed my inexperience.

How does the Soybeans pit relate to the non-pit contract? I haven't gotten around to learning the differences.

 

Pit covers different session times. They are traded on the floor instead of Globex which is traded electronically.

 

Pit session is from 9:30am to 13:15pm Chicago time.

 

Also note that the electronic contract has not been around longer than the pit. So the pit carries more historical data. More info: Soybeans (pit also known as open outcry)

 

Ive been informed that Soybeans on Globex was launched on January 13, 2008.