Historical Data on NQ Fair Value (or PREM)

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

  1. bvam1


    Does anyone know a reliable source to get historical data on nq fair value (or prem.)?
  2. neurod


    DTN IQ is the only reliable source that gives you the NQ premium
  3. bvam1


    Ty, I just signed up for their 7 days trial. Hope they have historical data on the fair value.
  4. 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.
  5. 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!