  Context: Being dominated by non-thermal emission from aligned relativistic
jets, blazars allow us to elucidate the physics of extragalactic jets, and,
ltimately, how the energy is extracted from the central black hole in
radio-loud active galactic nuclei. Aims: Crucial information is provided by
broad-band spectral energy distributions (SEDs), their trends with luminosity
and correlated multi-frequency variability. With this study we plan to obtain a
database of contemporaneous radio-to-optical spectra of a sample of blazars,
which are and will be observed by current and future high-energy satellites.
Methods: Since December 2004 we are performing a monthly multi-frequency radio
monitoring of a sample of 35 blazars at the antennas in Medicina and Noto.
Contemporaneous near-IR and optical observations for all our observing epochs
are organised. Results: Until June 2006 about 4000 radio measurements and 5500
near-IR and optical measurements were obtained. Most of the sources show
significant variability in all observing bands. Here we present the
multi-frequency data acquired during the first eighteen months of the project,
and construct the SEDs for the best-sampled sources.
