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SPI History

Chart Forum » Does Technical Analysis Really Work? » SPI History

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battman64
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Username: battman64

Post Number: 1
Registered: 01-2004

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Thursday, January 08, 2004 - 02:33 pm:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



Where can I get a twenty year chart for the SPI


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dirty_red
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Username: dirty_red

Post Number: 148
Registered: 05-2003

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Thursday, January 08, 2004 - 05:18 pm:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



Could be difficult to get something relevant Battman.

The reason is, in January 2001 the basis for the index futures contract changed from the All Ords to the ASX200.
Most data providers did a recalc back to around 5/00 to give a bit of history for the 'new' contract but data before that doesnt exist.

You could try and track down a history of the old contract and try to 'backfill' but I am not sure it would be particularly reliable.

The best 20 year chart is likely to be the actual index (All Ords) itself and not the futures contract. Try the asx website.

DR







Dont put your hope in ungodly men, or be a slave to what somebody else believes. If you need somebody you can trust, Trust yourself. - Bob Dylan

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battman64
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Thursday, January 08, 2004 - 05:54 pm:Copy highlighted text to 'New Message' boxEdit Post Delete Post Print Post    View Post/Check IP (Moderator/Admin only) Ban Poster IP (Moderator/Admin only) Move Post (Moderator/Admin Only)



Thanks DR
I understand that the basis for the index changed.
The actual SFE Futures market S200(known as SPI)which started on the 16th Feb 1983 (500) has been traded for over twenty years and data should be available..on the net for free..somewhere!!
I have traded this market for the last eight years,and have my own hand drawn charts.
Thanks once again....I will keep searching.

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