Looking for the right data provider

mmret

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Hey all, hoping to get some advice on choosing a data provider. :)

I'm trading futures in US, Canada, and Europe, as well as ETFs and FX.
Futures:
CME (ES, LLL, ZT, ZF, eurodollars, fx futures, nikkei),
Montreal Derivs Exch (BAX, CGB),
NYSE LIFFE rates (ER, ES, L),
DTB/Eurex (eurostoxx, schatz, bobl, euribor, CONF futures if I can get it)

ETFs: the usual US and Canada listed stuff, SPY, EEM, etc.
FX: just G10 FX is fine (cad, eur, jpy, gbp, aud, chf)

What I need:
-end of day data
-about 3 years of history
-reasonable pricing, say under $200/mo, and reliable
-MUST have an easy way to get this data into Excel...I can write some code but I don't want it to be a headache if I'm paying money
-ratio-back-adjusted continuous futures would be nice but not necessary

What I do NOT need:
-any sort of charting features, backtests, etc. Dont need any of that stuff. I just want reliable, high quality data.
-no need for real time data (I am not trading often so I just pay Interactive Brokers some exchange fees, which seem pretty reasonable for the variety of markets I'm getting)



So far the closest thing I have found is Norgate (Premiumdata.net) but they are missing a few contracts that I'd like to have (LLL, CONF). They are pretty reasonably priced though.

IB's API is pretty poor so I'd rather stay away as much as possible.

If anyone has ideas as to the ideal data provider for me I"d love to hear it! :clap: :D

EDIT: FOrgot to mention, I am willing to combine / mix and match a few solutions if necessary, ie: use one provider for futures and another for stock data assuming I can get everything mashed up neatly in Excel.
 
Last edited:
Hey all, hoping to get some advice on choosing a data provider. :)

I'm trading futures in US, Canada, and Europe, as well as ETFs and FX.
Futures:
CME (ES, LLL, ZT, ZF, eurodollars, fx futures, nikkei),
Montreal Derivs Exch (BAX, CGB),
NYSE LIFFE rates (ER, ES, L),
DTB/Eurex (eurostoxx, schatz, bobl, euribor, CONF futures if I can get it)

ETFs: the usual US and Canada listed stuff, SPY, EEM, etc.
FX: just G10 FX is fine (cad, eur, jpy, gbp, aud, chf)

What I need:
-end of day data
-about 3 years of history
-reasonable pricing, say under $200/mo, and reliable
-MUST have an easy way to get this data into Excel...I can write some code but I don't want it to be a headache if I'm paying money
-ratio-back-adjusted continuous futures would be nice but not necessary

What I do NOT need:
-any sort of charting features, backtests, etc. Dont need any of that stuff. I just want reliable, high quality data.
-no need for real time data (I am not trading often so I just pay Interactive Brokers some exchange fees, which seem pretty reasonable for the variety of markets I'm getting)



So far the closest thing I have found is Norgate (Premiumdata.net) but they are missing a few contracts that I'd like to have (LLL, CONF). They are pretty reasonably priced though.

IB's API is pretty poor so I'd rather stay away as much as possible.

If anyone has ideas as to the ideal data provider for me I"d love to hear it! :clap: :D

EDIT: FOrgot to mention, I am willing to combine / mix and match a few solutions if necessary, ie: use one provider for futures and another for stock data assuming I can get everything mashed up neatly in Excel.

Hi

You can get futures data (several years history) for free from Pi Trading and Trading Blox:

http://www.pitrading.com/free_market_data.htm
http://www.tradingblox.com/tradingblox/free-historical-data.htm
 
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