I am looking for historical price/sales ratio or total market cap and total revenue information for the s&p 500 index or a bigger stock market index such as russell or willshire 5000.
You might find some useful information by following this link: http://www.econ.yale.edu/~shiller/data.htm
You can find cash market index data for the Russell Indexes at www.Russellinvestments.com Also, check out the ICE website for a lot of info on Russell futures including webinars, reduced fee programs, realtime prices, etc. www.theice.com/productguide/ProductGroupHierarchy.shtml?groupDetail=&group.groupId=14