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

  #1 (permalink)
Trading Apprentice
Brisbane
 
Futures Experience: Advanced
Platform: TradeStation
Favorite Futures: Futures
 
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

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Big S&P (SP) "Pit" Historical Data-sp-globex.jpg   Big S&P (SP) "Pit" Historical Data-sp-pit.jpg  
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  #2 (permalink)
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  #3 (permalink)
Site Administrator
Manta, Ecuador
 
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Favorite Futures: E-mini ES S&P 500
 
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Pit data excludes electronic trading, and is literally only the pit. Don't use this data.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
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  #4 (permalink)
Elite Member
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Broker/Data: TD Ameritrade, AMP/CQG
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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.

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  #5 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,354 given, 83,237 received


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

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #6 (permalink)
Elite Member
Albuquerque, NM
 
Futures Experience: Advanced
Platform: TOS
Broker/Data: IQFeed
Favorite Futures: ES
 
Posts: 4 since Jun 2014
Thanks: 1 given, 0 received

historical SP intraday back to 1982

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.

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