Question on $SPS Fair Value?

Discussion in 'Trading' started by BigWave, Aug 27, 2001.

  1. BigWave


    This is a question for anyone that uses a (pre-calculated / automated)futures-cash spread. My symbol through PCQuote is $SPS. It's determined value seems to have changed over the last few months. PCQuote can not answer the questions I have so here goes:

    1.) How can I tell (using this $SPS symbol)when the upper and lower bound buy/sell signals have been reached and buy/sell programs kick in?

    2.) In what catagory will the important values be displayed "Last Price" / "Change Close" / "Change Open" / etc. ?

  2. vitajex


    This link has information about the S&P futures/cash
    premium and program trading levels:

    When you see the LAST field of your premium
    symbol reach the threshold values, that is when
    program trades usually happen, as I understand it.

  3. BigWave


    Thanks.... that works!

    Don't know why PCQuote made some changes.... they couldn't give me an answer.