Historical Futures Contract Prices

new_trader

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Does anyone know where I can get the historical Futures contract prices for the pit traded S&P500? I would like to know what the price/point was between 1985 -2006 (It is currently US$250/point). It would also be good to know what the commission was for this period too.

Thanks
 
This site is not ideal as the data is day by day ::

http://www.futuresguide.com/historical-data.php?month=0&year=2006

......but it does go back a few years at least.

rog1111



new_trader said:
Does anyone know where I can get the historical Futures contract prices for the pit traded S&P500? I would like to know what the price/point was between 1985 -2006 (It is currently US$250/point). It would also be good to know what the commission was for this period too.

Thanks
 
rog1111 said:
This site is not ideal as the data is day by day ::

http://www.futuresguide.com/historical-data.php?month=0&year=2006

......but it does go back a few years at least.

rog1111

Hi rog1111,

Thanks for the link. I was actually after the contract size but I found it on another site

"Beginning November 1st, 1997 the contract size changed from $500 X the Index to $250 X the Index."

I don't know when it changed to $500 x index but this is probably enough for my purposes.
 
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