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I've put this quarter's adjusted SP tick data on my ftp site.
ftp://ftp.eskimo.com/u/j/jimo/sphroll.zip
Here's the accompanying text file:
The file "sphroll.zip" is a TS 3.5 paste-out of S&P 500 tick data.
The data is the Dec 1998 contract, SP8Z (24-hour), from 10/28/98 thru 12/10/98,
and has been renamed to the March 1999 contract, SP9H.
Its prices have been multiplied by (1196.6/1184.5) to match
the closing prices of the two contracts on Wed 12/09/98.
***Warning***
Although the file contains data for 12/10/98,
that data is incomplete, so you should do a
"Custom Paste" only through 12/09/98, or you
will lose valid data from the real SP9H day session.
Perhaps I'll get around to integrating the globex SP8Z data on
12/10 with the RTH SP9H data for a completely smooth transition.
If I do, I'll let the omega-list know.
--
jimo@xxxxxxxxxx
Thu Dec 10 18:41:22 1998
Enjoy,
Jim
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