Program Trading Values

Discussion in 'Automated Trading' started by Masterchanger, Apr 7, 2009.

  1. Hello
    I'm wondering if anyone has a text file of the daily S&P 500 futures index, or the NASDAQ futures index or the Dow Jones future Index program trading values.


    example of what I'm looking for:

    Program Trading Values in the sequence of sell active, sell threshold, fair value, buy threshold, buy active for June-03-2005
    SP500 JUN 2005,-1.51,-0.60,0.65,1.90,2.82
    SP500 SEP 2005,0.51,2.73,5.69,8.65,10.87
    SP500 DEC 2005,1.20,5.41,11.03,16.64,20.86
    SP500 MAR 2006,2.00,8.29,16.63,24.96,31.25
    SP500 JUN 2006,3.57,11.99,23.12,34.25,42.67
    SP500 SEP 2006,5.01,15.62,29.60,43.59,54.20
    SP500 DEC 2006,6.21,19.08,36.00,52.91,65.78
    NASDAQ100 JUN 2005,-1.32,-0.00,1.79,3.34,4.47
    NASDAQ100 SEP 2005,6.93,10.01,13.96,17.37,20.03
    NASDAQ100 DEC 2005,13.71,19.56,27.03,33.48,38.52
    DJIA JUN 2005,-11.77,-5.27,3.73,11.91,17.81
    DJIA SEP 2005,13.23,25.70,37.16,47.59,58.92
    DJIA DEC 2005,25.20,48.70,69.75,88.88,110.24