Will Pikker work with futures/commodity data?
Technically, yes. Logically however, there may be some problems. Because of the way Pikker synchronizes the data, all data files loaded must have overlapping dates, otherwise some data files will be rejected. It’s best to use continuous contract data if you wish to do system testing with futures data. Continuous contract data introduces the separate problems of rolling over data, merging contracts, and adjusting for contract price differences.
