account_box
MoneyScience - News and Networking for Quants

Technical Discussion Board

Topic discussion > Technical Discussion Board > Looking to download historical continuous futures data on quandl

Looking to download historical continuous futures data on quandl

MoneyScience
Sep 10 2019 17:01

 

I am a relative newbie in this area, so please forgive me.

I am interested in downloading historical continuous futures data with price adjustments for gaps between contracts. in particular, im interested in Back panama and back ratio methods of price adjustment, along with an open interest rolling rule.

when using quandl, does the free version offer price adjustments methods? Or is it only the premium version?

so for something like ES SP minis, im interested in these symbols.

CME_ES1_OB CME_ES1_OR

can anyone direct me to find these two historical data feeds for excel?

thanks!

Via Eugene Chen at Stackexchange.

Tagging powered by
Open Calais

Built with
Spine Platform

Secured by
Donate

-->