Recent content by dzhu

Hi, Regarding historical data, e.g. | Open | High | Low | Close | Volume | Are the Open, High Low, Close values, quote prices for the interval, or are they the prices at which an actual trade took place? With regards to Volume, is that the volume of bids or asks, or is that the number of...

Cool thanks for the links. I will take a look

Also what is 'spot/cash' price of the S&P500?

Hi, I'm a newbie in the world of futures trading. I'm interested in the E-mini S&P500 futures contract. I have read a few intros on E-mini, but a few questions lingers to be answered: 1. Does the delivery price of the contract correlate to the real S&P500 index on the day of the delivery? -...