I'm currently working on an algorithm to estimate implied spot prices on commodity futures using a pretty old paper (Schwartz 1997).
My algorithm works just fine, I just need to run the data to optimize the parameters - it's a Kalman filtration using a one-factor model in which the logarithm of the spot price of the commodity is assumed to follow a mean reverting process of the Ornstein-Uhlenbeck type - for those that are curious.
I'd be very happy someone could tell me where could I find daily prices of futures on different contract lengths, with the remaining time to expiration (or the maturity date). I tried googling it of course, but either I have to pay for the information or the time not given.
Thanks in advance. For those that are interested I can publish the results and the python code if you want to try it out yourselves.