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

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Brisbane
 
 
Posts: 3 since Sep 2014
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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

Thanks,

OZ

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