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


To: scotty who wrote (5696)6/29/2000 1:31:00 PM
From: Patrick Slevin  Respond to of 7434
 
Unfortunately, I do not have back data on the continuous ND but I have on the SP so I cross checked.

The data I have disagrees with the chart on the site however.

It could be because it is still tabulating today's numbers, I don't know. But if you look at the SP version, futures.tradingcharts.com
You see how the Volume is 219087 and the OI is 300736. Mine is 278229 on the Volume and 368401 on the OI.

Also, my peaks and valleys on both the Histogram and the Line are dissimilar. Suggesting that either I have it formatted differently or else the numbers are just different, going back. If different, then they calculate the Continuous Contract differently. There are about 3 popular ways to calculate a Continuous Contract....maybe 4 ways. So it's hard to "see" it.

I'll keep fiddling around with it.