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I've been using CSI unfair advantage for just North American futures. The
constantly send correction files and automatically rebuild all contracts
whenever a correction needs to be done. You have access to all history so
continuous contracts can be built as perpetual with any rollover scheme you
can imagine, actual contracts and again with any rollover you formula you
can come up with , and what they call gann contracts which keep the same
month for rollover, back adjusted rollovers to avoid gaps or even forward
adjusted to eliminate negative numbers if many years of data is used. The
data goes back as far as 1949 for grains and to begininning of trading for
most of the rest and all individual contracts can be brought up.
The downside is that it is a huge database and for me almost all of it is
useless. I only track about 20 issues per day and I have no choice but to
download hundred of useless, thinly traded contracts such as cheddar cheese
and raw shrimp. Who trades those? It takes quite a bit of time to download
and process all this data, sometimes very long times if they send lots of
corrections or additions to the database. I don't get the stock database as
that would add way to much time to download every stock on all exchanges
everyday. For that I use the free omega dial data downloader with the $49
one time fee for the QuoteLF, which takes the data from the yahoo finance
site with very clean data that is supplied by CSI. That way I can just
download the hundred or so stocks that I watch and it only takes a few
seconds per day.
I do believe that CSI still offers to sell individual quotes on their older
system Quicktrieve, but you don't have access to all the history and the
ability to string together contracts for longer term study, although I think
you can purchase basic perpetual contracts individually, or at least in
smaller groups.
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