Re: [RT] Market Data Files Available

["Bob Hunt" <rhunt@xxxxxxxxxxxxxxx>]

Hey Ben

 

I subscribed to CSI for many years. At that time they had offered many different ways of rolling over and some of the better explanations of each that I've seen.

 

For most of the contracts listed, rollover dates are determined by a significant change in open interest. The exception to this is the index, interest rate, and currency contracts, which use specific date-based rules for the rollover. Each data point prior to the rollover data is adjusted by a constant value.

 

Regards,

 

Bob Hunt
THE PATTERN TRAPPER
E-Mail: RHunt@xxxxxxxxxxxxxxxxxx
Web Site: http://www.PatternTrapper.com
Phone: 952-892-5550
Skype: pattern.trapper

 

----- Original Message -----

From: Ben

To: realtraders@xxxxxxxxxxxxxxx

Sent: Tuesday, December 29, 2009 7:29 PM

Subject: RE: [RT] Market Data Files Available

Thanks  Bob

How do you roll data from dec to march contract?

Like  CSIDATA?

Ben

 

---

From: realtraders@xxxxxxxxxxxxxxx [mailto:realtraders@xxxxxxxxxxxxxxx] On Behalf Of Bob Hunt
Sent: Tuesday, December 29, 2009 6:51 PM
To: realtraders@xxxxxxxxxxxxxxx
Subject: [RT] Market Data Files Available

 

 

In my professionally formative years I probably spent as much time looking for and organizing market data as I did analyzing them via Excel spreadsheets. So, in the spirit of the holiday season (not to mention my own self-interest in promoting the web site), I now offer free daily updated CSV files of the following indices: S&P 500, DJIA, NYSE, Nasdaq 100, Russell 200, and Amex. Each file offers the following data for its corresponding index: open, high, low, close, % change, total volume, advancing volume, declining volume, advance decline volume difference, advancing issues, declining issues, unchanged issues, advance decline issues difference, 52 week new highs, 52 week new lows, and 52 week new high new low difference:
http://www.patterntrapper.com/!Mrkt_Brdth.shtml

 

You'll also find free CSV data files for 33 different futures contracts , 37 forex markets, the top 40 ETFs based on net assets, and the Dow 30 stocks:
http://www.patterntrapper.com/!Data_Futures.shtml

http://www.patterntrapper.com/!Data_Forex.shtml
http://www.patterntrapper.com/!Data_ETF.shtml
http://www.patterntrapper.com/!Data_Stocks.shtml

 

Each file is updated by 6:00PM Central Time each trading day.

 

Enjoy!

 

Bob Hunt
THE PATTERN TRAPPER
E-Mail: RHunt@xxxxxxxxxxxxxr.com
Web Site: http://www.PatternTrapper.com
Phone: 952-892-5550
Skype: pattern.trapper

__._,_.___

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___