I've tried to figure out, if IB has market data for the SP 500 forward premium. In eSignal the symbol would be $ESINX. Others call it EM-PREM.Z or EPREM AO or whatever. If I were too dumb to find it, please tell me. If it in fact doesn't exist, consider introducing it, please. It would be helpful for fine tuning entry or exit timing. There's this website (http://www.programtrading.com/buysell.htm) that gives numbers at what levels program buying/ selling might kick in. Have a nice day...