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CLC DATABASE
Continuously Linked Commodity Contracts
SummaryPriceIncludesDetailsIndivicual ContractsOther
SUMMARYtop

The CLC Database covers the 98 most popular commodities and includes the most active contracts. To seriously backtest futures prices, you must work with the most liquid contracts, and then link them together in the most effective way possible. That's what our specialty is! The roll over days we have selected optimize liquidity and continuity, while avoiding First Notice or Last Trading Days.

Over 7,000 individual contracts were used to create this unique set of commodity history. Our free support software, DataMaker, allows you to link the contracts together using the highly recommended Reverse (Back) Adjusted Method, and also the Non-Adjusted Method, to see actual prices and the new Ratio Adjusted Method that never goes negative. Our method of linking is regarded as the BEST!

But don't take our word for it.... READ WHAT THE EXPERTS SAY:

Jack Schwager (Director Futures Research, Prudential) convincingly demonstrates in his October 1992 "Stocks & Commodities" article that forward and reverse adjusted continuous contracts are the only viable choice for back testing futures series.

Gibbons Burke (Associate Editor, "Futures" Magazine) writes in the "Futures" July 1992 issue that reverse adjusted continuous contracts "provides the greatest realism". Other methods of linking contracts, such as "perpetual
contracts", result in distortions.


Bruce Babcock Jr. (Commodity Traders Report Editor) writes "I use price adjusted continuous contracts exclusively in my own trading".

NEW ADDITION: RATIO ADJUSTED LINKING METHOD: This revolutionary new method of linking commodity contracts is described in detail in the June '98 issue of "FUTURES" magazine. (See "Data: Pros & Cons" by Thomas Strictsman). Ratio adjusted series never go negative and back test far superior to other methods.

PRICEtop
$99.00
 
 
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INCLUDEStop
The CLC Database includes:
  • Historical CLC Data for 98 Commodities up to the most recent closing market prices: YOU CONTROL LINKING METHOD
  • Both Day Session and Electronic 24Hr Session Data: THE MOST ACCURATE DATA AVAILABLE
  • DataMaker Software Package and Software Manual. Internet Downloader included if Update Service is ordered.
DETAILStop
Supplied Fields: Open, High, Low, Settle, Open Interest, Total Volume, Total Open Interest
STARTING DATES AND ROLL OVER DAYS
 
COMMODITY
START DATE
ROLL DAY
Australian $$, Day Session
1988
8th Day of DM
Australian $$, Composite Session
1990
8th Day of DM
British Pound, Day Session
1976
8th Day of DM
British Pound, Composite Session
1990
8th Day of DM
CAC40 Index
1999
2nd Thur of DM
Canadian $$, Day Session
1978
8th of DM
Canadian $$, Composite Session
1990
8th of DM
Canadian 10yr Bond
1994
26th of MPDM
Cocoa
1981
9th of MPDM
Coffee
1974
11th of MPDM
CRB Futures
1987
6th of DM
Copper
1989
22nd of MPDM
Corn
1970
22nd of MPDM
Cotton #2
1973
15th of MPDM
Crude Oil
1984
11th of MPDM
Dollar Index #2
1989
8th of DM
Dow Jones Index, Day Session
1997
Thur prior 2nd Fri of DM
Dow Jones Index, Composite session
1998
2nd Thur of DM
Dow Jones Mini
2002
2nd Thur of DM
Dow Jones Eurostoxx50
2002
2nd Thur of DM
Dow Jones Stoxx50
2002
2nd Thur of DM
Euro, Day (DMark from 1975 to 1999)
1975
8th of DM
Euro, Composite Session
1999
8th of DM
Euro, Bobl
1999
26th of MPDM
Euro Bond (Bund)
1989
26th of MPDM
Eurodollars
1983
22nd of MPDM
Euro Schatz
1999
26th of MPDM
Fed Funds
1989
22nd of DM
Feeder Cattle
1978
12th of DM
FTSE 100 Index
1990
13th of DM
German Dax Index
1997
2nd Thur of DM
Gilt, Long Bond
1989
26th of MPDM
Gold (Commex)
1975
22nd of MPDM
Gold (CBOT 24hr electronic)
2004
22nd of MPDM
Goldman Saks
1993
9th of DM
Hang Seng
1997
2nd Thur of DM
Heating Oil
1980
11th of MPDM
Japenese Yen, Day Session
1978
8th of DM
Japanese Yen, Composite Session
1990
8th of DM
Live Cattle
1971
27th of MPDM
Live Hogs
1970
27th of MPDM
Lumber
1974
1st of DM
Mexican Peso Ind
1995
8th of DM
Muni Bonds
1986
26th of MPDM
Nasdaq 100
1996
2nd Thur of DM
Nasdaq, Mini
1999
2nd Thur of DM
Natural Gas
1991
18th of MPDM
Nikkei Index
1991
3rd of DM
Oats
1975
22nd of MPDM
Orange Juice
1973
25nd of MPDM
Palladium
1983
22th of MPDM
Platinum
1973
22nd of MPDM
Pork Bellies
1970
27nd of MPDM
RBOB Gasoline (with HU history)
1985
11th of MPDM
Rough Rice
1987
22nd of MPDM
Russell 2000 Index
1993
2nd Thur of DM
Mini Russell Index
2002
2nd Thur of DM
S. & P. 400
1993
2nd Thur of DM
S. & P. 500, Day Session
1983
2nd Thur of DM
S. & P. 500, Composite Session
1994
2nd Thur of DM
S. & P. 500, Mini
1997
2nd Thur of DM
Silver (Commex)
1973
22nd of MPDM
Soybeans
1969
22nd of MPDM
Soybean Meal
1969
22nd of MPDM
Soybean Oil
1969
22nd of MPDM
Sterling, Short
1989
3rd of DM
Sugar, #11
1975
22nd of MPDM
Swiss Frank, Day Session
1976
8th of DM
Swiss Frank, Composite Session
1990
8th of DM
T-Bonds, Day Session
1983
26th of MPDM
T-Bonds, Composite Session
1978
26th of MPDM
T-Notes, 2yr, Day Session
1990
26th of MPDM
T-Notes, 2yr, Composite Session
1990
26th of MPDM
T-Notes, 5yr, Day Session
1988
26th of MPDM
T-Notes, 5yr, Composite Session
1989
26th of MPDM
T-Notes, 10yr, Day Session
1983
26th of MPDM
T-Notes, 10yr, Composite Session
1983
26th of MPDM
Wheat, Chicago
1969
22nd of MPDM
Wheat, K.C.
1977
22nd of MPDM
Wheat, Minn.
1981
22nd of MPDM
DM = Delivery Month, MPDM = Month Prior to DM
 
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