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Equis had told me about the tsagroup for this type of
thing. I went to their site and they are running a
beta test for commitment of trader stuff that works
with metastock. I think this is what you're talking
about. They are at www.tsagroup.com.
John
--- Rick Parsons <RickParsons@xxxxxxxxxxxxxxx> wrote:
> 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
>
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