SPX Credit Spread thread 2005-2015, CSV file

Discussion in 'Options' started by namk, Oct 3, 2019.

  1. namk

    namk

    Hi,

    Around 2007 I decided to collect the material from the SPX Credit Spread thread, knock it into shape, and post it here. I was never completely happy with the result (mostly for being too ambitious, like trying to delete all quoted text and trivial posts), and I never posted it.

    Anyway, the thread continued into 2015, and I am happy to present a complete version in the form of a CSV file, ready to be imported into your favourite spreadsheet application or data mining tool. Included are historical price data (SPX, OEX, RUT) correlated with the posting dates for easy reference (I can't remember who suggested this to me, sorry).

    I hope it will be useful to someone.

    There are 14 columns, as follows:
    1) thread sequence number (1 .. 14128)
    2) Elitetrader posting number
    3) SPX open, or blank when market closed
    4) SPX close
    5) OEX open
    6) OEX close
    7) RUT open
    8) RUT close
    9) day of posting
    10) time of posting
    11) weekday of posting
    12) name of poster
    13) Text quoted from other post - this is truncated at 60 characters and shows like this:
    optiontrader: text from optiontrader's previous message ...
    where the dots indicate truncation. Only the first quoted text is shown - there are very few posts with more than one quote.
    14) Text of post

    Smileys and similar symbols are replaced with <smile>, <big grin>, etc.

    Please note that this was done on a Linux system and tested on Libreoffice, but I've used Windows compatibility mode when generating the CSV file so it should work in Excel, but please let me know in case of problems.

    Uploaded in two parts because of the upload file size limitation of 4Mb. The whole thing is 7.8 Mb - just concatenate the two parts.

    Albert
     
    zion likes this.