Futures Data

[Greg Meyer <futures@xxxxxxx>]

I am looking for a source (paid or free) of daily volume and open 
interest data for U.S. futures contracts.  This data MUST be ACCURATE - 
a requirement that has not been met by the data vendors that I have 
used/researched. It is preferable that the volume and OI be reported as 
total volume and total OI for all contracts, but not absolutely necessary.

My most immediate need is volume and OI data for the currency futures 
traded at the CME.  While the CME does have this data on its web site, 
it appears that it only goes back to the first of this year and I'd like 
to have at least 4-5 years at a minimum.  I have the CBOT's financials 
volume and OI going back to 1/98 from the CBOT itself in Excel format if 
someone is interested in exchanging data.

Thanks,

Greg