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SMeile@xxxxxxx wrote:
>
> I am trying to get started with a data service for futures, COT, and Market
> Vane.
>
> Any suggestions on who has good data.
>
>
I have been using Knight Ridder end-of-day for about 2 years. The
reliability of the downloading process has been essentially flawless.
Errors large enough to be obvious on graphs are rare, and are usually
corrected within a day or two. (They also include a data editing
program for changing data; it appears like this might be capable of
making continuous contracts but I'm not sure.) Since I rarely check the
data vs. another source, I would not know whether smaller errors are
present or not.
The data includes the evening (before) data. Unlike CSI and perhaps
others, I do not think "day only" data is available. Total volume and
open interest is included and this can be distributed to the individual
contracts. A nearest futures contract can also be automatically kept.
The data can be distributed in a number of formats.
A reasonably good plotting program is included free or for a nominal
charge. Good assortment of indicators and you can draw trendlines.
The COT report is included free of charge.
Option data can be added. This has been one of their less reliable
areas in the past tho I haven't been using it heavily recently. They
had troubles with inconsistencies in naming and ommissions of certain
strike prices. The opt. data includes OHLC but not volume/oi. A
volatility figure which I believe is implied volatility comes with the
option data.
If you are inclined to take the Hightower daily morning report they have
it at a very discounted rate. (One other person's trading newsletter,
and two mechanical systems can be subscribed to.) You can get a lot of
the Bridge new stories in a single document, at the end of the day.
They do not have Market Vane or other sentiment data.
I have the following contact info for Mkt. Vane: Market Vane
Corporation P.O. Box 90490 Pasadena, CA 91109-0490 USA Phone:(626)
395-7436 Fax: (626) 795-7654 . They have a daily email service for
$25/mo.
Bridge end-of-data is at 1-800-526-DATA.
{no relation to any of the above except as pretty much satisfied
customer of Bridge, and former subscriber to MV - just didn't make much
use of the latter myself}
Conrad Bowers
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