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

  #4 (permalink)

Washington DC
Trading Experience: Intermediate
Platform: InvestorRT
Broker/Data: TD Ameritrade, AMP/CQG
Favorite Futures: ES
Posts: 206 since Aug 2014
Thanks: 74 given, 269 received

OZTrade View Post
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



I am interested in buying ES data for the last 3-4 years.

Where did you buy the data?
How much it cost?
How far back does it go?
Shat time frames does the data include?


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