SPI data

[Wanwo]

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

19900725
19901231

 

[Wanwo]

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!?

 

[Bobby]

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.

 

[viper]

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

 

[Freddo]

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

 

[Freddo]

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

 

[Wanwo]

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!

 

[CanOz]

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?

 

[Trembling Hand]

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

 

[CanOz]

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

 

[fiftyeight]

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

 

[traderxxx]

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

 

[fiftyeight]

Thanks for that!!!

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

 

[CanOz]

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