Historical Data on NQ Fair Value (or PREM)

Discussion in 'Data Sets and Feeds' started by bvam1, Dec 22, 2005.

  1. bvam1

    bvam1

    Does anyone know a reliable source to get historical data on nq fair value (or prem.)?
     
    #1     Dec 22, 2005
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  2. neurod

    neurod

    DTN IQ is the only reliable source that gives you the NQ premium
     
    #2     Dec 22, 2005
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  3. bvam1

    bvam1

    Ty, I just signed up for their 7 days trial. Hope they have historical data on the fair value.
     
    #3     Dec 23, 2005
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  4. Arnie

    Arnie

    I think Fair Value and PREM are 2 different values. Fair value is a set figure used at the opening and PREM is a measure of the difference between the cash market and the futures market that changes throughout the day.

    I would like to find a data source for historical S&P 500 Fair Value data.
     
    #4     Dec 29, 2005
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  5. bvam1

    bvam1

    They are as you say. I am looking for both !

    Does tradestation have NQ fair value? If so, what's the symbol for it? I can't seem to find it!
     
    #5     Dec 29, 2005
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