Rye Futures

W D Gann wrote many courses that are hard to study without complete chart  data to enable seeing his descriptions in context,   Rye Futures Contracts in his book “How to Make Profits in Commodities” and his “Master Commodities Course” among them.

This prompted the Auld Tyma to go on a search for the Rye Futures Contract market data.   Rye futures contracts started trading in the late 1850’s and was discontinued following the last transaction on the May 1971 Contract. Finding the Rye prices covered by Gann's lessons meant searching back through the financial pages of the New York Times newspaper, and where that did not have the required information or was unreadable, the Wall Street Journal and other newspapers through the period 1924 to 1955. Thus was created the market data history of Chicago Board of Trade Rye Futures Contract from  1 January 1924 until 31 December 1955. Rye Futures Contract data from 1955 onwards is available from various sources, including a number of market technical analysis software applications.

The Rye Historical Data 1924-1955, Ed 20230228 ZIPped data package comprises 7 files:

Continuous “Current” Contract Charts:

• Rye Continuous 1924-1955.csv

Gann Charts:

• Rye Gann~H Mar 1924-1955.csv
• Rye Gann~K May 1924-1955.csv
• Rye Gann~N Jul 1924-1955.csv
• Rye Gann~U Sep 1924-1955.csv
• Rye Gann~Z Dec 1924-1955.csv

Data Notes:

• Rye Futures Contract Historical Market Data Notes, Ed 20230227.pdf

All the Auld Tyma Chart Data is contained in a compressed ZIP file that will need to be extracted before use.

Depending on the market  covered, the ZIP file may contain a number of CSV files (with various aggregation assumptions), along with a PDF document explaining the content of the CSV files.

On first opening the files may generate a Security warning - acknowledge the warning to allow the file to open.

The Rye Historical Data will be sent to you by email within 2 business days of receipt of your payment of  AUD$350.00.

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