This page is a tutorial on usage of the API to access futures data. Guides . Welcome to Quandl. For this tutorial we're interested in one of the most liquid financial instruments available, the E-Mini S&P500 futures contract, which has the futures symbol ES. Let's get started. Consequently, the data exists in a multitude of formats. Wiki Continuous Futures – This dataset is built on top of raw data from ICE, CME, LIFFE, etc, and is curated by the Quandl community. However, Quandl offers a plethora of other data sets for free. You'll find comprehensive guides and documentation to help you start working with Quandl as quickly as possible, as well as support if you get stuck. It appears the headers on the incoming data (cme futures) don't correspond to the accepted column names used in the source code (wiki stock data works fine). The Quandl futures contracts home page. A portion of the data that I used in writing my latest book came from Quandl, specifically the wiki futures or CHRIS database. A quick scroll through their “free” data set page reveals a treasure trove of free data sets, including: We have shown how you can use Excel to retrieve large or small datasets easily from Quandl… Alpha Vantage beats Quandl in terms of individual stock data, as Quandl charges for access to most intraday datasets (daily close stock data is free, however). The data is so far from being uniform that groups of related instruments (let's say futures) might have different field sets! If you head over to the Quandl EOD Wiki page, you will see a … We will continue to host this data feed on Quandl, but we no longer recommend using it for investment or analysis. If you haven’t come across the great data resource Quandl.com I highly suggest in doing so. Quandl also provides free historical data for continuous futures contracts and for commitment of traders reports published by the CFTC, accessible via the same API and libraries. An excellent source of diversification is the futures markets, which contain contracts on instruments ranging as far and wide as metals, forex, energies, and more. Now the US-focused EOD Wiki is no longer actively supported. Thanks to Quandl, however, there is some freely available futures data. As a result, the WIKI data feed is likely to be a lot less reliable in the future, with potentially missing or incorrect data or delayed updates. For example, the provided example getting YHOO data under WIKI Home Guides Recipes API Calls Reference Changelog Discussions Page Not … Quandl was a great resource for free EOD data. Zillow Real Estate Data – This dataset is the leading real estate and rental marketplace. Quandl is a large data community where anyone can upload their data. 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