Wrong Fair Value Premiums

Discussion in 'Trading' started by Ripley, Dec 21, 2005.

  1. eSignal has it under the symbol "PREM A0" which is real time and based off of the eMinis. Not sure if you can pull up a chart of it, though. It didn't work for me today.
     
    #11     Dec 22, 2005
  2. eSignal has it only for S&P, wish they had it for Dow..

    The emini symbol is EPREM A0
     
    #12     Dec 22, 2005
  3. No wonder I couldn't pull up a chart of it...the "E" portion of EPREM was cut off on my quote box.

    Correcting my prior post, the symbol is EPREM A0, not PREM A0.
     
    #13     Dec 22, 2005
  4. ozzy

    ozzy

    You can do a spread chart of the YM/$DJIA (esignal should let you do this), plug in the daily FV's provided from the vendors listed in this thread, add some alerts when they reach potential program buy/sell zones. Bada boom bada bing.

    ozzy

    P.S Anyone know where I can get the FV numbers for the ER2?

    Thanks.

     
    #14     Dec 22, 2005
  5. When i type $PREM on esignal, i get values that make no sense.... i get values in the hundreds... like 600 to 800 :confused:
     
    #15     Dec 22, 2005
  6. Ripley what do i need to subscribe to in order to be able to get data for that symbol? Right now it says im not entitled
     
    #16     Dec 22, 2005
  7. neurod

    neurod

    If you read the programtrading.com website properly, it mentions that the only place you can get all the correct PREM levels, inlcuding the Russell 2000 is from DTN IQ. Esignal only has the PREM for the S&P. All other $prem values from other vendors are wrong.
     
    #17     Dec 22, 2005
  8. bvam1

    bvam1

    Indexarb.com uses the following symbols as they have mentions here...

    [The S&P 500 premium can be seen on the CNBC ticker with the symbol of PREM, which precedes their FV, fair value. Other data feeds use the symbol of $PREM.X, $PREM, or SP-PREM. The NASDAQ 100 premium has the symbol of ND-PREM.]


    But according to an article I've recently read, those symbols are inaccurate. Here's the article.

    http://www.tradingmarkets.com/.site/Daytrading/commentary/lftw/09302005-46122.cfm
     
    #18     Dec 23, 2005
  9. today's data
     
    #19     Dec 23, 2005
  10. heyfud

    heyfud

    Hi, I wonder if anyone has attended the seminars by Hank at ProgramTrading and can give an opinion on the seminars? His 2-day weekend seminar looks interesting but does cost a bit.

    Thanks.
    :)
     
    #20     Sep 25, 2010