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I've put rollover S+P data on my ftp site, in honor of tomorrow's
change to the June contract. Two files, a zip with the data,
and a txt with an explanation: sp3roll.zip, and sp3roll.txt.
Here's the ftp directory:
ftp://ftp.eskimo.com/u/j/jimo
Here's what sp3roll.txt says:
The file "sp3roll.zip" is a TS 3.5 paste-out of S&P 500 tick data.
The data is the March 1999 contract, SP9H (24-hour), from 12/10/98 thru 3/10/99,
and has been renamed to the June 1999 contract, SP9M.
Its prices have been multiplied by (1301.4/1289) to match
the closing prices of the two contracts on Wed 3/10/99.
--
jimo@xxxxxxxxxx
Wed Mar 10 20:34:08 1999
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