You should buy all of the data you need, and use it to backtest all of your ideas. We sell Genesis tick data. For someone who wants to explore intraday trading for more than just a few different commodities, the Full History CD-ROM is required. It is prepared specially for your needs, current t the day it is sent out. It contains the full history of over 50 commodities.
Most people start with only one or a few commodities.
The purchase of data for under 10 commodities entitles you to a free copy of the Standard NavWin software. The purchase of data for more than 10 commodities includes the Pro NavWin software, which, in addition to the features of the Standard NavWin software, contains seasonals and the ability to build back-adjusted and straight roll continuous tick contracts. The most obvious way is to utilize the cash prices. Data is available going back many years. When the Mexican Peso contract was introduced several years ago, the use of cash data meant that the futures trader did not have to plunge into the unknown.