Anyone know how to obtain historical data for specific commodity contract months? I'd like to look at the historical performance of the Sep Corn contract from 1983 to present but can't seem to obtain the data. I set up a new file in the downloader ("specific contracts" and "roll on expiration"). Once the data is downloaded, I get a strange mess of info: Contract months AND years: Mar 1983 Corn, Mar 1984 Corn, Mar 1985 Corn, etc. I get every contract month, for every year up to 1992 then nothing. Half the files contain no data whatsoever and have end dates identical to the start dates. I'm also confused by the "yearly" contract months—what's up with that? What I would expect to see in my files would be one file for each contract month (a total of 5 files) containing data from 1983 through 2006; instead, I have 60 files, none of which actually contain the data I'm looking for! :eek: Does anyone have a solution? Thanks, Thom

This depends on who you get your data from. Most vendors do not continue to store the data after X amount of time after it expires. For example, with Reuters DataLink, the symbol for Sept Corn is CU6. In 1983, it would be CU3. The problem is because of a 1 digit year specification, you can't tell if CU3 is 1983, 1993, 2003, or possibly 2013. I wouldn't count on getting the expired contract data 90 days after expiration, but you can get lucky and get some of it. For example, CU8, may give you 1998 data, until the 2008 contract starts.