I want to download to my hard-disk as much historical data on futures
prices *in digital form* as I can find.  I'm *not* interested in the
graphical charts without the underlying numerical data in digital
form.  I want files filled with numbers that I can load into a
spreadsheet program (for example).  This data should be either free or
inexpensive.

I'm looking for data from two (potentially distinct) kinds of sources:

1. Price histories for all the futures markets that are significant
today, including commodities, financials, currencies, and indexes.
The longer and more fine-grained these price histories the better.

2. A daily source of futures prices in digital form that I can use to
extend the data from the price histories mentioned in (1).

For example, if the historical data for (1) goes from Jan 1, 1870 up
to Dec. 31 2001, I want a service for (2) that, in addition to
supplying current daily data, will also supply the data from Jan 1,
2002 until today.

I need both the historical (1) as well as the recent and current data
(2).  Either one or the other by itself is not enough.

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Clarification of Question by gerbil-ga on 01 Nov 2002 08:40 PST

As I explained, I want both historical data as well as current data. 
I imagine that both are often offered by the same company.  Assuming
that, an individual subscription of $75/year is my upper limit of what
I'd call "inexpensive."
 
I'm interested primarily in the US market, but at this point, all
market data is welcome.
 
A report indicating all sources, ranked (roughly) by price, would
suffice.

For which market is this? I presume this is for the US market  and you
want an alternative to the existing providers. Will a report
indicating all the sources suffice - as cheapness is a very relative
term. But I guess since you are referring to a near free service - it
may be helpful if you can put some price limit. Then one can say
whetehr such a service exists or not.

As I explained, I want both historical data as well as current data. 
I imagine that both are often offered by the same company.  Assuming
that, an individual subscription of $75/year is my upper limit of what
I'd call "inexpensive."

I'm interested primarily in the US market, but at this point, all
market data is welcome.

A report indicating all sources, ranked (roughly) by price, would
suffice.