Seeking Data Providers for commodities
Author: bigmoney08
Creation Date: 10/27/2008 10:23 AM
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bigmoney08

#1
Does anyone trading Gold or other commodities?
I cannot find a Data Provider to provide 24Hour real-time data for Gold. I have tried IB-Finantic which only provide data of gold futures and not 24hours data. There are gaps at every starting of the day.

PLEASE HELP if you are using 24hour data source, Thank you
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Cone

#2
IB has 24-hour data on NYMEX for GCZ8. Try Dave Aronow's IB Collector.

Well, that's for static data. Use the QuoteTracker adapter for Streaming.

Symbol is NYMEX:@GCZ8
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bigmoney08

#3
Thank you, Cone!!

I've tried GCZ8 in IB TraderWorkstation, but wrong code. For GC futures, Finantic can only get 14-day data and there are some gaps in intraday,e.g. 5 min, not everyday, usually on 04:50-05:10.

Do you think it's the problem of IB?? or Finantic Advisor?

From the website of QuoteTracker, they mention only 10-day data of Futures can be provided. Do you know any providor has more than 1 month data?

Thank you again for your kind advice!!!
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Cone

#4
The symbol in TWS is GC - then select the contract. The symbol NYMEX:@GCZ8 (December contract) is for QuoteTracker using IB as the provider.

Do you need more that 10 days of intraday fill for streaming? Even so, if you create and update an intraday historical DataSource with QuoteTracker, you can get more than 10 days.

IB Collector can get even expired contracts for the last 2 years I think. It works quite well. I haven't tried the Finantic product.
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bigmoney08

#5
Thank you, Cone!!

I will search the required information. As a beginner of program trading, I found there are lots of unexpected problems. But it's interesting.