Hi Orionn,
I'm currently looking for a replacement for the EOD data service from CRB Trader, which is always late (7pm Chicago time sometimes) and being able to download the data immediately the markets close there would let me get to bed earlier here in the UK.
But I'd prefer to get something that could manage the contracts easily. What do you do? Do you maintain a list of the symbols you want in a batch file and then pipe it into the app on the command line?
For futures trading, since it's not easy to keep an overview of the volume of all the markets and their contracts especially when the market has closed, I envisaged making contract roll-over decisions easier by writing a java app myself that displays my traded markets and the list of contracts in each with their volumes. Then I could change the batch file - possibly via the GUI at the click of a button.
Have you thought of anything like that?
