# What brokers provide data exports on their options & futures?



## strich (9 October 2014)

Hi,

I'd like to perform some analytics and strategy back-testing on CFD commodities, options and futures for various brokers but I'm finding its extremely hard to find export facilities via API or even simple excel export functions. 

Can anyone provide for me any brokers they know of that provide the facilities to export data?

For example, I'd really love to trade with CMC Markets but they have neither an API or any kind of export function in their platform.
On the other hand Oanda is a good example of the kind of broker I'm after.

I've found www.quandl.com as an okay resource. But I'm not interested in many of their brokers.

Any help would be fantastic.


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## Trembling Hand (9 October 2014)

strich said:


> Hi,
> 
> I'd like to perform some analytics and strategy back-testing on CFD commodities, options and futures for various brokers but I'm finding its extremely hard to find export facilities via API or even simple excel export functions.
> 
> Can anyone provide for me any brokers they know of that provide the facilities to export data?




All CFD products are a derivative of a real market product, normally a futures contract. Just use the futures contract data as its clean, comes with real T&S and has volume.


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## strich (9 October 2014)

Trembling Hand said:


> All CFD products are a derivative of a real market product, normally a futures contract. Just use the futures contract data as its clean, comes with real T&S and has volume.




Unfortunately the broker buy/sell data is what I'm really after as I intend to compare and find the best buy/sell combo not only within a single broker but between multiple.


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## Trembling Hand (9 October 2014)

strich said:


> Unfortunately the broker buy/sell data is what I'm really after as I intend to compare and find the best buy/sell combo not only within a single broker but between multiple.




there is no 'best' as they all get their price from the underlying. if there is a difference there will always be a difference as each CFD provider just adds some arbitrary amount and set it at that. Do you understand where these prices come from?


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## strich (9 October 2014)

Trembling Hand said:


> there is no 'best' as they all get their price from the underlying. if there is a difference there will always be a difference as each CFD provider just adds some arbitrary amount and set it at that. Do you understand where these prices come from?




Admittedly not. I'm still reading and learning quite a bit. Please feel free to send me any articles you might think valuable for me to read.

However what I am seeing is that some brokers such as CMC Markets appear to pretty consistently provide much better premiums.


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## Trembling Hand (9 October 2014)

strich said:


> However what I am seeing is that some brokers such as CMC Markets appear to pretty consistently provide much better premiums.




I'm not sure what you mean by premiums? Give me an example.


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## strich (10 October 2014)

Trembling Hand said:


> I'm not sure what you mean by premiums? Give me an example.




For example, CMC Markets currently are giving something like 80% interest on the Gasoline commodity. Whereas all other brokers I've seen are several orders of magnitude lower.


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## Trembling Hand (10 October 2014)

strich said:


> For example, CMC Markets currently are giving something like 80% interest on the Gasoline commodity. Whereas all other brokers I've seen are several orders of magnitude lower.




Sorry mate still not clear what you are talking about? 80% interest?  Exactly where and how does that come into the trade or holding of a position?






From
http://www.cmcmarkets.com.au/en/cfd-trading/cfd-trading-costs/holding-costs-0


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