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Found source of free EOD continuous-contract data



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I just came across this site http://www.analyzerxl.com and downloaded the
product.  I really like it.

AnalyzerXL is a suite of Excel add-ins, one of which is called
BulkQuotesXL, which downloads historical data of several things at once
(stocks and futures).  This tool provides an easy and quick way to
maintain historical data on a bunch of different things, and keep them
updated.

BulkQuotesXL lets you set up a list of stock and futures ticker symbols of
arbitrary length, and downloads histories for all of them into separate
worksheets, optionally simultaneously exporting the downloaded data into
files that you can read in TradeStation, using the CSV Export Macro (which
they added at my request).

Futures data comes as back-adjusted continuous-contract data from their
own server.  See
http://www.analyzerxl.com/list_of_available_commodities.htm for a list of
futures contracts.  Stock data comes from Yahoo, and is re-sorted into
normal date order rather than backwards, which is how Yahoo sends it out.

Support also told me that they are trying to get a new source of free
intraday historical data since quotes.com went to subscription-only.

I think this is worth the $49 one-time cost.

-Alex