historical data

[sak07]

Does anyone know of any good free sites that provide historical price data? I am looking to try out a few things and need some good accurate information on various futures prices going back a couple of years. Can anyone help.

Thanks

 

[RichardDale]

Accurate futures data is hard to find for free.

http://www.premiumdata.net/products/datatools/
has end of day futures historical data available for a small fee. A free trial is available with a limited amount of history.

Also allows you to create continuous contracts that you can use in backtesting.

Cheers,
Richard.

 

[foxxx]

Free Historical Data Intraday EOD Download

Free Intraday Downloader:
http://freeserv.dukascopy.com/exp/

Free EOD Downloader:
http://freeserv.dukascopy.com/exp2/

Hope this helps

Greetings from Austria

foxxx

 

[Optitrader]

Is the Dikascopy data any good? The number are different to those on Yahoo finance and there is lots of gaps.

 

[devvvy]

i assume by historical price you mean equities only right? then even yahoo has csv/Excel free for download.

Thomson QAI and S&P PIT ...etc are top dogs in this area providing far more than just historical stocks prices (for example historical GICS classification, bps/eps...etc) which is used by less than most gifted portfolio managers and quant analysts to build strategies that consistently fail to beat the market!

 

[intradaybill]

http://www.pitrading.com/free_market_data.htm

Daily only. Enjoy!

 

[AyeshaFord]

Does anyone know where I might find DJIA futures historical tick data? I don't necessarily need much of it.