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The current download item gets non-continuous daily futures quotes from the following download location: www.accesstrading.com. The quotes can be downloaded starting from the end of 2007. This is because a change in the URL that points to the CSV content was made in the late 2007. The data provided by (accesstrading) is available from the beginning of 1998.
If someone needs that I update the downloader so it can get data back to 1998, just send me a message.
The futures are downloaded for currencies, energies, financials, grains, indices, meats, metals, softs as well as mini-contracts
Currencies: 8 futures.
Energies: 4 futures.
Financials: 3 futures.
Grains: 7 futures.
Indices: 4 futures.
Meats: 4 futures.
Metals: 5 futures.
Softs: 6 futures.
Mini-contracts: 3 futures.
There are no symbols filter in this download item; you only have to specify the date range in order to get the quotes data. The symbols are automatically added into your symbols database.
Because the open price is sometimes missing (value set to zero), I had to create a post-script that adjusts the daily open price to the daily close.