I would like to do backtests on historical end-of-day commodities futures data. I have a hard time finding that data. Quandl and all the other free providers only provide the continuous series but I would like to have access to the entire futures curve at any given point in time. For example getting OHLC data for CLH16, CLJ16 and CLQ16 for the 5th of Jan should be possible.
If there is no free resource for that could someone point me to a cheap vendor?
Submitted October 12, 2020 at 10:31AM by LondonExperience