Robert, If you have an Interactive Brokers account -- which isn't free, but pretty close to it -- you can get a year's worth of intraday data for most futures with the IBrokers package (on CRAN). See ?reqHistoricalData. I also have some wrappers for IBrokers functions for getting lots of data from Interactive Brokers in my twsInstrument package on R-Forge. https://r-forge.r-project.org/R/?group_id=1113 (see ?reqTBBOhistory)
IB offers 1 second bars, but if you want to get a meaningful amount of history, you're best off getting 1 minute bars because of their historical data request pacing rules. HTH, Garrett On Sat, Dec 15, 2012 at 9:39 PM, Robert A'gata <rhelp...@gmail.com> wrote: > Hi, > > I am wondering if there is any source that one can download futures data > such as Eurodollar, treasury, S&P500 e-mini, crude oil, natural gas, > agricultural, etc? Especially downloading from R. Of course, not bloomberg. > Thank you. > > Robert > > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.