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Merlin Wrote:
SPX and SPY are both indices we broadcast
>
> SPX is the S&P 500 index symbol
> the
> SPY is the CASH for the future contract
> don't confuse this with the AMEX symbol of the same name.
>
> if you look closely at the two indices they will for the most part be
> exactly the same but the SPY will on occasion vary slightly from the SPX
> because of how they are calculated.
and Hans Wrote:
In BMI a friend receives SPX and SPY - first is SP CASH, what is the
> second
> symbol and what is THAT in DBC´s symbol list please
>
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I would just like to add that I have been following the SPY/CME
Index for years and have found that it gives a better representation of the
S&P500 Index on a minute by minute basis. The SPY gives several extra ticks
in a one minute period and is broadcast ahead of the SPX/CBOE by 5 to 7
seconds. The Futures are based on the SPY/CME Index and the PREM is
calculated on the same, thus the name True Value Index.
-=-jimmy-=-
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