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Re: Dow Jones Futures



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----- Original Message ----- 
From: "Don Ewers" <dbewers@xxxxxxxxxxxxx>
To: <sptrader@xxxxxxxxxxxx>
Sent: Wednesday, September 12, 2001 3:21 PM
Subject: Re: Dow Jones Futures


> Here is the 5min Data I have for 9-11-01 beginning at 825 EST (OH L C)
> 9670  9685  9670  9685              8:25
> 9680  9680  9675  9675              8:30
> 9680  9685  9675  9685              8:35
> 9685   9685 9680  9680              8:40
> 9680  9680  9680  9680              8:45
> 9685  9680  9650  9680              8:50
> 9650  9680  9650  9680              8:55
> 9670  9670  9665  9665              9:00
> 9650  9655  9580  9580              9:05
> 9570  9570  9490  9495              9:10
> 9495  9570  9480  9570              9:15
> 9560  9575  9520  9550              9:20
> 9540  9550  9495  9500              9:25
> 9450  9450  9300  9325              9:55  
> 
> I have no trades between 9:25 and 8:55 in my data base?
> don ewers
> 
> 
> ----- Original Message ----- 
> From: <sptrader@xxxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Wednesday, September 12, 2001 12:36 PM
> Subject: Dow Jones Futures
> 
> 
> > 
> > 
> > A friend has requested my help hedging a stock portfolio with Dow
> > futures.  I do not trade dow futures, have no intraday data for dow
> > futures, and my data vendor will be closed until the markets reopen.
> > I'd like to find out where the overnight Dow futures traded in the
> > half hour prior to being halted yesterday.  I would greatly appreciate
> > if anyone could give me intraday data for the current contract or tell
> > me what the low was at the time the market was halted.  I also need to
> > find out what limit down is for the Dow futures.
> > 
> > Further, I am  attempting to sort out data discrepancies on daily oil
> > futures contracts among various vendors.  If anyone could send me one
> > of the 2000 or 2001 oil (CL) contracts with info of who the data
> > vendor is, it would be of great help.
> > 
> > Thank you,
> > BAK
> > 
>