A liquid metal rotary connector for a vehicle steering mechanism utilizes a conductive alloy comprising Gallium, Indium, Tin and Zinc to electrically couple stationary and rotary terminals of the connector. The alloy is a liquid at ambient temperatures, and has a melting point of −36° C., though testing has shown that it operates satisfactorily at temperatures as low as −40° C. In a preferred arrangement, the rotary connector provides a two-wire connection through which power is supplied from the steering column to the steering wheel, and electronic modules located in the steering column and the steering wheel support bi-directional data communication through voltage and current modulation of the supplied power.