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Futures, Forex and Indices Data

by The trader, 266 days ago
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Here is another item that lets you download historical quotes data for Indices, Forex and Futures securities. I have uploaded a list of symbols that contains Indices, Forex and Futures symbols at the following location: Futures, Forex and Indices Symbols.

The item downloads an archive (zip) file for each security, extracts the content, parses the data then inserts it into the database. You do not need to specify the start and the end date because the entire data is downloaded each time, but this is not really a problem because the downloading and parsing process is done very quickly.

The securities start date is different for each security:
For the Dow Jones Industrial Average Index (INDU), the data starts at 1/2/1920
For the Australian Dollar / US Dollar (AUDUSD) forex pair, the data starts at 1/4/1971
For the Crude Oil Continuous Contract (CL), the data starts at 3/30/1983
For the Soybeans Continuous Contract (S), the data starts at 7/1/1959
For the NY Harbor Blendstock RBOB Continuous Contract (RB), the data starts at 10/3/2005
For the E-Mini Nasdaq 100 Continuous Contract (NQ), the data starts at 6/22/1999

Please note that the data is not updated daily. You can use the following downloader to get the most recent data: Futures and Forex historical data.
You can also use this item to get forex EOD (end-of-day) historical data: Forex Data


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