|
PureBytes Links
Trading Reference Links
|
>Just following up on my last post, here are a few recent quote.com
>numbers for SPX. Obviously that open (and the high or low if it's the
>same) can't be trusted.
>
>3/1/2002 1106.73 1131.78
>3/4/2002 1131.78 1153.84
>3/5/2002 1153.84 1146.14
etc.
I know, yahoo quotes does the same thing. The data I'm using was
provided to me by a person using a 'clean' source, so the opens reflect
the actual open at the beginning of the U.S. trading day, not the
previous close.
However as you said, the only reliable number there is the close.
I still think there might be some arbitrage opportunity somehow, since
the SPX options *are* based on the calculated index, whether right or
wrong, and the SPY seems to follow its own drummer.
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
//___) Unicorn Research Corporation -- http://unicorn.us.com
|