http://pitrading.com/free_market_data.htm

<http://pitrading.com/free_market_data.htm>You can download continuous
futures data free from here. Don't know how clean it is. Pretty easy to
convert it to zoo or xts format.

Eric

On Tue, Jan 11, 2011 at 10:32 AM, Jeff Ryan <jeff.a.ryan@gmail.com> wrote:

> getSymbols needs a backend for the data you are getting, the ones
> shipped in quantmod are just examples of what you can do (though
> useful in their own right)
>
> Futures data, as well as other EOD style data, can also be had from
> CSI: http://www.csidata.com/ or EODdata: http://www.eoddata.com/
>
> They seem reasonably clean and very reasonably priced.  Both are
> simple .csv files, and I think both have APIs available depending on
> your subscription. I've subscribed to the latter, not the former.
>
> CSI even has a package on R-forge that could be of use, though haven't
> used myself.
>
> https://r-forge.r-project.org/projects/rcsi/
>
> HTH
> Jeff
>
> --
> Jeffrey Ryan
> jeffrey.ryan@lemnica.com
>
> www.lemnica.com
>
> modity model,
> > contains some commodities futures data for those wanting to use it:
> > http://cran.r-project.org/web/packages/schwartz97/.  It also includes
> > vingettes that are worth reading.
> >
> >> library(schwartz97)
> > Loading required package: FKF
> > Loading required package: mvtnorm
> >> data(futures)
> >> names(futures)
> >  [1] "corn"         "wheat"        "soybean"      "soybean.meal"
> > "soybean.oil"  "lumber"       "live.cattle"  "coffee"       "heating.oil"
> >  "copper"
> >> futuresplot(futures$lumber, type = "forward.curve")
> >
> >
> > On Tue, Jan 11, 2011 at 9:30 AM, Mark Knecht <markknecht@gmail.com>
> wrote:
> >
> >> On Tue, Jan 11, 2011 at 5:17 AM, Brian G. Peterson <brian@braverock.com
> >
> >> wrote:
> >> > On 01/10/2011 05:46 PM, Mark Knecht wrote:
> >> >>
> >> >> On Sun, Jan 9, 2011 at 12:33 PM, Brian G. Peterson<
> brian@braverock.com>
> >> >>  wrote:
> >> >>>
> >> >>> On Sunday, January 09, 2011 02:03:49 pm Edgar Vega wrote:
> >> >>>>
> >> >>>> getSymbols("ZC ",src="cmegroup")
> >> >>>> I am trying to get futures symbols from cme.
> >> >>>
> >> >>> I'm not aware of a getSymbols.cmegroup function for source
> 'cmegroup'.
> >> >>>
> >> >>> Did you write one?
> >> >>>
> >> >>>  - Brian
> >> >>
> >> >> Do any of the current methods support the lookup of futures symbols
> >> >> like the Emini?
> >> >
> >> > The CME Group, like most exchanges, charges for their data.
> >> >
> >> > http://www.cmegroup.com/market-data/datamine-historical-data/
> >> >
> >> > We get historical futures data from Reuters or CQG, but many other
> >> sources
> >> > are available.  As Mark Breman has pointed out, none of them, to the
> best
> >> of
> >> > my knowledge, are free.  The exception may be your broker. Brokers
> that
> >> > cater to individual traders will often provide some historical data.
> >> >
> >> > Regards,
> >> >
> >> >  - Brian
> >>
> >> Thanks for the info Brian. I have access to historical and real-time
> >> futures data through TradeStation. It's just a little more work to get
> >> it into R. (export/import)  I just wanted to make sure I wasn't
> >> missing something free and easier to do.
> >>
> >> Cheers,
> >> Mark
> >>
> >> _______________________________________________
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> >> should go.
> >>
> >
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> >
> > _______________________________________________
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> should go.
> >
>
>
>
> --
> Jeffrey Ryan
> jeffrey.ryan@lemnica.com
>
> www.lemnica.com
>
> _______________________________________________
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>

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