Historical Intraday Corn Futures (ZC) Data

This dataset contains both a continuous data series and individual futures contracts.

Continuous data is from 14-Feb-2007 , Individual contracts start with ZCH09 (March 2009)

The continuous series is created by chaining together front-month contracts and rolling to the next month on the final day of the contract. Prices are also back-adjusted (ie adjusted for the price differential on the roll date).