# SPI data



## Wanwo (7 August 2006)

Does someone have the figures for these two dates? My numbers are strange for those days.

19900725
19901231


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## Wanwo (8 August 2006)

OK I know it's 16 years ago but doesn't anyone keep historical SPI data? 

Maybe there's only day traders on these forums!?


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## Bobby (8 August 2006)

Wanwo said:
			
		

> OK I know it's 16 years ago but doesn't anyone keep historical SPI data?
> 
> Maybe there's only day traders on these forums!?




Try asking the SFE they should have it !

Bob.


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## viper (9 August 2006)

You might want to look at www.pgm.net. They have historical SPI data that may be useful to you.


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## Freddo (9 August 2006)

Wanwo said:
			
		

> OK I know it's 16 years ago but doesn't anyone keep historical SPI data?
> 
> Maybe there's only day traders on these forums!?




Wanwo

Only just saw your post will post data you require in about an hour
I have a back test running

Regards

Freddo


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## Freddo (9 August 2006)

Wanwo said:
			
		

> Does someone have the figures for these two dates? My numbers are strange for those days.
> 
> 19900725
> 19901231




it was easier for me to copy a chunk out
plus it also you to compare my data with yours either side of these dates

SPI day spot
Date 
MM/DD/YYYY         O             H             L         C         Vol         OI

07/02/1990	1545.00	1548.00	1530.00	1532.00	336	4328
07/03/1990	1536.00	1564.00	1534.00	1564.00	839	4510
07/04/1990	1572.00	1588.00	1567.00	1585.00	1467	5181
07/05/1990	1585.00	1618.00	1585.00	1605.00	1233	5172
07/06/1990	1595.00	1614.00	1595.00	1604.00	662	5194
07/09/1990	1620.00	1635.00	1615.00	1631.00	934	5198
07/10/1990	1638.00	1638.00	1621.00	1626.00	732	5292
07/11/1990	1616.00	1645.00	1613.00	1640.00	891	5493
07/12/1990	1663.00	1674.00	1655.00	1664.00	1168	5660
07/13/1990	1675.00	1678.00	1648.00	1657.00	902	5663
07/16/1990	1657.00	1667.00	1640.00	1662.00	782	5732
07/17/1990	1675.00	1680.00	1665.00	1675.00	1048	5887
07/18/1990	1670.00	1676.00	1663.00	1668.00	1197	6107
07/19/1990	1658.00	1660.00	1655.00	1659.00	890	6113
07/20/1990	1663.00	1665.00	1652.00	1654.00	554	6087
07/23/1990	1645.00	1660.00	1642.00	1650.00	880	6259
07/24/1990	1629.00	1644.00	1626.00	1639.00	1056	6165
07/25/1990	1645.00	1650.00	1636.00	1643.00	693	5995
07/26/1990	1651.00	1653.00	1633.00	1635.00	813	5891
07/27/1990	1628.00	1631.00	1622.00	1625.00	1119	6092
07/30/1990	1616.00	1617.00	1602.00	1611.00	781	5813
07/31/1990	1615.00	1623.00	1609.00	1622.00	888	5707
08/01/1990	1623.00	1637.00	1623.00	1629.00	992	5734
08/02/1990	1634.00	1675.00	1632.00	1656.00	1545	5995
08/03/1990	1645.00	1648.00	1604.00	1608.00	1883	5899
08/06/1990	1577.00	1582.00	1556.00	1559.00	1192	6093
08/07/1990	1520.00	1564.00	1509.00	1559.00	1901	6073
08/08/1990	1565.00	1581.00	1556.00	1569.00	1432	5887
08/09/1990	1574.00	1588.00	1556.00	1574.00	1360	6031
08/10/1990	1585.00	1585.00	1570.00	1579.00	819	6024
08/13/1990	1568.00	1573.00	1552.00	1554.00	1280	6147
08/14/1990	1570.00	1574.00	1557.00	1572.00	940	5792
08/15/1990	1576.00	1583.00	1572.00	1577.00	1160	5629
08/16/1990	1575.00	1575.00	1558.00	1563.00	887	5478
08/17/1990	1545.00	1553.00	1538.00	1543.00	1138	5777
08/20/1990	1534.00	1542.00	1530.00	1535.00	871	5751
08/21/1990	1543.00	1560.00	1538.00	1549.00	1039	5845
08/22/1990	1535.00	1553.00	1518.00	1520.00	1585	5995
08/23/1990	1500.00	1500.00	1464.00	1474.00	2077	6632
08/24/1990	1435.00	1466.00	1430.00	1450.00	1512	6483
08/27/1990	1470.00	1477.00	1456.00	1461.00	880	6563
08/28/1990	1483.00	1495.00	1476.00	1495.00	1450	6680
08/29/1990	1492.00	1493.00	1475.00	1480.00	984	6438
08/30/1990	1482.00	1507.00	1480.00	1506.00	1267	6556
08/31/1990	1501.00	1510.00	1487.00	1488.00	1312	6571
09/03/1990	1495.00	1505.00	1487.00	1490.00	507	6442
09/04/1990	1487.00	1487.00	1473.00	1475.00	514	6283
09/05/1990	1474.00	1485.00	1463.00	1474.00	1078	6515
09/06/1990	1480.00	1485.00	1469.00	1479.00	981	6604
09/07/1990	1465.00	1479.00	1463.00	1474.00	953	6554
09/10/1990	1485.00	1511.00	1483.00	1509.00	889	6628
09/11/1990	1505.00	1508.00	1496.00	1502.00	649	6244
09/12/1990	1505.00	1520.00	1504.00	1517.00	659	6227
09/13/1990	1520.00	1520.00	1491.00	1493.00	995	6305
09/14/1990	1475.00	1475.00	1466.00	1469.00	1110	6218
09/17/1990	1470.00	1482.00	1467.00	1481.00	581	5967
09/18/1990	1480.00	1482.00	1463.00	1474.00	785	6160
09/19/1990	1474.00	1477.00	1450.00	1450.00	1118	6038
09/20/1990	1450.00	1453.00	1432.00	1450.00	1208	6117
09/21/1990	1432.00	1432.00	1414.00	1415.00	1194	6273
09/24/1990	1418.00	1418.00	1403.00	1407.00	769	6185
09/25/1990	1375.00	1386.00	1373.00	1376.00	1299	6168
09/26/1990	1391.00	1395.00	1370.00	1375.00	648	6049
09/27/1990	1372.00	1390.00	1367.00	1386.00	599	5524
09/28/1990	1390.00	1401.00	1389.00	1395.00	704	4810
10/01/1990	1390.00	1396.00	1374.00	1388.00	769	4102
10/02/1990	1408.00	1420.00	1408.00	1419.00	926	4188
10/03/1990	1412.00	1414.00	1373.00	1374.00	1306	4166
10/04/1990	1364.00	1366.00	1355.00	1357.00	654	4191
10/05/1990	1360.00	1382.00	1340.00	1343.00	973	4227
10/08/1990	1360.00	1370.00	1353.00	1366.00	1161	4370
10/09/1990	1380.00	1388.00	1372.00	1382.00	1089	4448
10/10/1990	1343.00	1363.00	1343.00	1358.00	1640	4573
10/11/1990	1345.00	1349.00	1327.00	1340.00	1001	4474
10/12/1990	1325.00	1325.00	1303.00	1304.00	1541	4839
10/15/1990	1325.00	1345.00	1310.00	1325.00	1480	4845
10/16/1990	1320.00	1337.00	1309.00	1336.00	1377	4878
10/17/1990	1319.00	1344.00	1318.00	1337.00	1325	4866
10/18/1990	1341.00	1355.00	1341.00	1346.00	1370	5047
10/19/1990	1375.00	1375.00	1353.00	1355.00	1036	5058
10/22/1990	1375.00	1375.00	1350.00	1359.00	817	5109
10/23/1990	1362.00	1384.00	1362.00	1383.00	1876	5408
10/24/1990	1377.00	1386.00	1368.00	1376.00	1117	5423
10/25/1990	1370.00	1381.00	1366.00	1380.00	1197	5481
10/26/1990	1367.00	1369.00	1352.00	1355.00	1125	5519
10/29/1990	1338.00	1344.00	1335.00	1343.00	793	5612
10/30/1990	1347.00	1349.00	1330.00	1334.00	906	5707
10/31/1990	1332.00	1336.00	1316.00	1336.00	1161	5766
11/01/1990	1336.00	1339.00	1307.00	1313.00	1586	6216
11/02/1990	1301.00	1317.00	1292.00	1305.00	1426	6162
11/05/1990	1315.00	1339.00	1307.00	1336.00	1280	6269
11/06/1990	1337.00	1347.00	1325.00	1337.00	657	6356
11/07/1990	1326.00	1363.00	1323.00	1363.00	1592	6486
11/08/1990	1355.00	1367.00	1349.00	1362.00	1563	6793
11/09/1990	1362.00	1364.00	1337.00	1344.00	992	6872
11/12/1990	1350.00	1377.00	1350.00	1365.00	1270	7009
11/13/1990	1388.00	1388.00	1369.00	1378.00	1250	7139
11/14/1990	1371.00	1379.00	1369.00	1375.00	1216	7401
11/15/1990	1380.00	1380.00	1366.00	1370.00	1544	7744
11/16/1990	1350.00	1363.00	1350.00	1363.00	1374	7032
11/19/1990	1368.00	1376.00	1363.00	1373.00	736	6871
11/20/1990	1385.00	1390.00	1370.00	1389.00	1629	7039
11/21/1990	1404.00	1410.00	1392.00	1400.00	1443	7139
11/22/1990	1400.00	1404.00	1389.00	1390.00	897	6899
11/23/1990	1389.00	1389.00	1376.00	1384.00	544	6853
11/26/1990	1383.00	1385.00	1366.00	1367.00	774	6829
11/27/1990	1360.00	1372.00	1357.00	1366.00	1031	6811
11/28/1990	1372.00	1377.00	1362.00	1366.00	871	6772
11/29/1990	1359.00	1364.00	1347.00	1359.00	1436	7117
11/30/1990	1350.00	1350.00	1327.00	1330.00	2081	7714
12/03/1990	1345.00	1347.00	1336.00	1336.00	820	7538
12/04/1990	1335.00	1335.00	1326.00	1330.00	1072	7676
12/05/1990	1335.00	1340.00	1330.00	1338.00	996	7673
12/06/1990	1350.00	1350.00	1337.00	1341.00	734	7671
12/07/1990	1343.00	1361.00	1343.00	1360.00	976	7551
12/10/1990	1356.00	1362.00	1338.00	1338.00	825	7403
12/11/1990	1334.00	1337.00	1328.00	1333.00	1254	8015
12/12/1990	1328.00	1347.00	1327.00	1335.00	1072	7321
12/13/1990	1348.00	1348.00	1329.00	1335.00	1012	7303
12/14/1990	1327.00	1327.00	1320.00	1323.00	983	7230
12/17/1990	1310.00	1312.00	1298.00	1300.00	1118	6723
12/18/1990	1296.00	1310.00	1284.00	1289.00	1301	6543
12/19/1990	1297.00	1297.00	1286.00	1290.00	1281	5667
12/20/1990	1288.00	1292.00	1276.00	1283.00	956	5631
12/21/1990	1277.00	1279.00	1271.00	1272.00	1584	4771
12/24/1990	1274.00	1274.00	1268.00	1271.00	226	4597
12/27/1990	1273.00	1285.00	1273.00	1284.00	300	4435
12/28/1990	1280.00	1283.00	1278.00	1280.00	294	4339
12/31/1990	1294.00	1294.00	1294.00	1294.00	1	7325


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## Wanwo (10 August 2006)

Thanks! Yes, much better to get a chunk.

First date I believe you're right and I'm wrong.

Second date we have the same figures. It was a Monday before a Tues New Years Day holiday. Guess nobody felt like working.

12/31/1990 1294.00 1294.00 1294.00 1294.00 1 7325

Only one contract traded!


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## CanOz (31 July 2017)

Wanwo said:


> OK I know it's 16 years ago but doesn't anyone keep historical SPI data?
> 
> Maybe there's only day traders on these forums!?




I'm also looking for some SPI data, from current back as many years as possible in NinjaTrader format. Hopefully TH has kept his data?


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## Trembling Hand (31 July 2017)

Nah I have big holes in my SPI data. What are you looking for? EOD or min?


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## CanOz (31 July 2017)

Minute data, have you got anything continuous from current back?


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## fiftyeight (31 July 2017)

Bluhhhhh I feel this going to be another drama playing asian indexes haha

Not there yet with Python but ill be chasing some minute data soonish as well if you find any canoz


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## traderxxx (25 August 2017)

hi 58
if your ever looking for any historical daily spi data, I should  
be able to help.


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## fiftyeight (25 August 2017)

Thanks for that!!!

Back on site atm but will hit you when I am home next


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## CanOz (26 August 2017)

Yeah, I've managed to recover my old nt7 data as well. I've got a bit but it might be patchy


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