Fair Value

Discussion in 'Trading' started by white17, Mar 2, 2003.

  1. white17


    Where can I find FV prior to the NY open?
  2. nitro


  3. white17


    Thanks Nitro.
  4. Eddy



    does anyone have a file (any format) with the daily buy and sell premium levels (as published by programtrading.com) for the past months or even year(s) ?

    I intend to backtest some PREM chart patterns (involving these values) to be used as filters for entering ES intraday positions, but I couldn't find any historical record of these buy & sell program levels (only got the Fair Value..)

    If yes, thank you for contacting me, I would be ready to trade it against other historical data I have in my tick/1min bar backtesting database.

  5. white17


    I've tried putting all the various symbols into TWS that might work for PREM. Anybody help?

  6. anyone using prem as a timing indicator? If so please post. I watched it most of the day and it jumped around between -1.00 and maybe -.20 most of the day, trading around -40-.50 most of the day

    Can someone posts some concrete examples as to how they incorporated it into a trade they made today or recently.
  7. zxcv1fu


  8. nkhoi


    may be sell when prem is high, buy when it's low
  9. Hmm, sounds good to me!

    Prem is a scalper's dream! :D
    #10     Apr 8, 2003