Big S&P (SP) "Pit" Historical Data | Reviews of Brokers and Data Feeds - futures trading strategies, market news, trading charts and platforms

Reviews of Brokers and Data Feeds

Review and discuss futures brokers, their requirements and features, or ask questions about brokers and data feeds


Big S&P (SP) "Pit" Historical Data

  #1 (permalink)

Posts: 3 since Sep 2014
Thanks: 1 given, 0 received

Big S&P (SP) "Pit" Historical Data

Hi all,

I purchased daily historical data for the big S&P (SP) contract and received 2 forms of data:

1. Daily including Globex

2. Daily "Pit" session

The two data sets show radically different price action and I am wondering what this "Pit" data actually represents, I have attached screenshots of each (Globex- left, Pit- Right). The data is shown as monthly bars.

Could anybody out there shed some light on this please? I'm guessing this "Pit" data may need to be adjusted for the 1997 split in the big S&P, but that's only a guess



Attached Thumbnails
Big S&P (SP) "Pit" Historical Data-sp-globex.jpg   Big S&P (SP) "Pit" Historical Data-sp-pit.jpg  
Reply With Quote