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). However, Quandl offers a plethora of other data sets for free. Welcome to Quandl. Quandl was a great resource for free EOD data. 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). Quandl is a large data community where anyone can upload their data. However, that seems to be slowly changing. Quandl’s Excel Add-on and formula offering is a simple introduction to data access platforms. A quick scroll through their “free” data set page reveals a treasure trove of free data sets, including: 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. We have shown how you can use Excel to retrieve large or small datasets easily from Quandl… A portion of the data that I used in writing my latest book came from Quandl, specifically the wiki futures or CHRIS database. Consequently, the data exists in a multitude of formats. 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. First, we lost the London Stock Exchange with only paid subscription as an alternative. If you haven’t come across the great data resource Quandl.com I highly suggest in doing so. Wiki Continuous Futures – This dataset is built on top of raw data from ICE, CME, LIFFE, etc, and is curated by the Quandl community. 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 … Zillow Real Estate Data – This dataset is the leading real estate and rental marketplace. Let's get started. 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. 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. Home Guides Recipes API Calls Reference Changelog Discussions Page Not … The Quandl futures contracts home page. We will continue to host this data feed on Quandl, but we no longer recommend using it for investment or analysis. 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. Unfortunately, futures are not continuous in nature, and data for futures are harder to find. 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