I am trying to implement a crude oil(CL) futures pricing model. I am really stuck acquiring data for parameter estimation. The problem with openly available data is that either it doesn't contain long term futures or whatever available is not in the same period as other contracts. It will be really nice if someone can help me out on this.I need crude oil(CL) futures for maturity ranging 3 to 7 yrs.

Are crude oil futures traded regularly for 3 to 7 years maturity?

If I understand well your question:How long do WTI futures contract (CME) last?- Dig into the contract specifications of WTI traded on the CME; search first and last trading day.- Go to quandl, pick up a bunch of past contracts (eg CLH5, CLX6 ...) and see the number of trading session for each.- Go back to the CMEgroup's website and check the farther maturity(ies) already traded (eg CLK17, CLU21?)- If futures contracts series are too shortIf short-lived:- google "continuous futures series" or the like and study the different approaches used to create such long time series.Note: the underlying for the futures contracts you are referring to is WTI (Western Texas Intermediate) which is a crude oil benchmark mainly used in the US (may it still makes sense or not). This probably has impacts on prices/price changes. And you shouldn't talk about "crude oil" anyway, it is way too generic.

Thanks, for the suggestions.I was trying to create term structure of futures from 1999 to 2001 to feed into kalman filter. These old individual contracts on quandl do not contain data going back long in time, which prompted me to request here.I trying to replicate the results of a research paper.Following your suggestions I checked newer contracts, and yes they do contain data I needed.So once again thanks for guiding.