PureBytes Links
Trading Reference Links
|
Does anyone have or is there anyway to get the historical S&P 500 Commercial
Long and Short position figures as posted at this website:
http://www.cftc.gov/dea/futures/deacmesf.htm (scroll down a bit)
I am using ESignal..is there a symbol for these? Or can someone send me
historical data which I can import?
Thanks,
Rick
Sample report:
Samp;P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
REPORTABLE POSITIONS AS OF 10/02/01 |
-------------------------------------------------------------|
NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|----------------|-----------------|--------------
--
LONG | SHORT |SPREADING| LONG | SHORT | LONG | SHORT | LONG |
SHORT
----------------------------------------------------------------------------
--
(Samp;P 500 INDEX X $250.00) OPEN INTEREST:
521,649
COMMITMENTS
28,070 35,070 4,130 365,200 408,567 397,400 447,767 124,249
73,882
|