NexusFi: Find Your Edge


Home Menu

 





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


Discussion in Brokers

Updated
      Top Posters
    1. looks_one Big Mike with 2 posts (1 thanks)
    2. looks_two Quick Summary with 1 posts (0 thanks)
    3. looks_3 cogito with 1 posts (0 thanks)
    4. looks_4 hCVaEAL with 1 posts (0 thanks)
    1. trending_up 1,798 views
    2. thumb_up 1 thanks given
    3. group 3 followers
    1. forum 5 posts
    2. attach_file 2 attachments




 
Search this Thread

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

  #1 (permalink)
OZTrade
Brisbane
 
Posts: 3 since Sep 2014
Thanks Given: 1
Thanks Received: 0

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
Click image for larger version

Name:	SP Globex.jpg
Views:	156
Size:	53.0 KB
ID:	156306   Click image for larger version

Name:	SP Pit.jpg
Views:	162
Size:	56.2 KB
ID:	156307  
Reply With Quote

Can you help answer these questions
from other members on NexusFi?
REcommedations for programming help
Sierra Chart
How to apply profiles
Traders Hideout
MC PL editor upgrade
MultiCharts
ZombieSqueeze
Platforms and Indicators
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Spoo-nalysis ES e-mini futures S&P 500
32 thanks
Just another trading journal: PA, Wyckoff & Trends
26 thanks
Tao te Trade: way of the WLD
24 thanks
Bigger Wins or Fewer Losses?
23 thanks
GFIs1 1 DAX trade per day journal
19 thanks
  #3 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,444 since Jun 2009
Thanks Given: 33,217
Thanks Received: 101,608


Pit data excludes electronic trading, and is literally only the pit. Don't use this data.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #4 (permalink)
 cogito 
Washington DC
 
Experience: Intermediate
Platform: InvestorRT
Broker: TD Ameritrade, AMP/CQG
Trading: ES
Posts: 206 since Aug 2014
Thanks Given: 74
Thanks Received: 269


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

Thanks,

OZ

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?

Thx.

Reply With Quote
  #5 (permalink)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,444 since Jun 2009
Thanks Given: 33,217
Thanks Received: 101,608


cogito View Post
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?

Thx.

ES tick data for the last 10 years is in Elite section of the forum, just look at the sticky threads.

If you just want minute or daily for the big S&P's (not ES) you can get that from IQFeed.

Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #6 (permalink)
 hCVaEAL 
Albuquerque, NM
 
Experience: Advanced
Platform: TOS
Broker: IQFeed
Trading: ES
Posts: 4 since Jun 2014
Thanks Given: 1
Thanks Received: 0

Does anyone know where I can purchase intraday (time intervals like 5 min, not tick) SP data back to April 21, 1982? I can't find anyone who sells that. tickdata only sells ticks (for thousands), quandl and several other sites only sell daily data. CME sells tick+block data to resellers, as I understand it. I don't care about roll adjustments - my focus is on intraday.

Reply With Quote




Last Updated on May 20, 2015


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts