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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin! -- Ignore unavailable to you. Want to Upgrade?


To: Matthew L. Jones who wrote (1633)12/1/1999 9:14:00 AM
From: Patrick Slevin  Read Replies (2) | Respond to of 7434
 
Finally went back to sleep around 5 but just woke up so still groggy.

If you use the SPX as a Proxy, I just checked QCharts and stopped scrolling back on 30 minute charts in October 1998. I'm sure it goes back somewhat further.

I mention this because even at that time the SPX was above a thousand.

Further, according to my records the SnP Futures have had net Closes (for example) greater than 30 points 30 times. Only 5 times did this happen in the last ninety days. If one went back only to August of 1998 s/he would capture all of these closes except 4 which implies to me, at least, that the data may be valid and perhaps more representative using a year or so.

Still in all a 3-month period is not a bad start. Perhaps the problem is that QCharts won't allow you to access older contracts.

If you ever need to access older data, Tick Data in Chicago will sell you a disk providing intraday time frames for all contracts going back at least ten years. I do not recall the cost. The data may be viewed all the way down to Daily Tick on charts.

Have to get in gear, speak with you later