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RTers,
Does anyone know whether the S&P "Fast Cash" index, apparently reported
locally on the floor of the CME and occasionally broadcast on Listen Only
Squawk Box, is available on any of the quote services on a tick by tick
basis? ( I have the impression that this tool is kept by the CME for the
exclusive use of the locals and floor brokers.)
Does anyone know how the "Fast Cash" index is configured? Is it be possible
to approximate this streamlined index which reportedly moves slightly ahead
of the standard computerized S&P 500 cash index?
Would someone with knowledge of this subject care to share their expertise?
Thanks in advance.
Jim Alvis
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