Spreadbet data

padnoter

Junior member
13 0
Has anyone kept the Spreadbetting (any company - Deal4free, ig -index, tradindex etc) daily opening prices for ftse100 & DowJones indices ?

I'm trying to do some analysis, but need to see how the spreadbetters change the opening prices.

I have daily prices, but yesterday's close=today's open, which of course isn't always true when you come to place a bet.

Any help appreciated.

Thanks
Phil
 

p45cal

Newbie
4 0
Dick Darstardly,
How did you do this? Was it through looking at their charts and manually noting the prices, or is there some sort of download that you can do? I too would like a copy of your xl file please. Thanks in advance. (I will try and send you a separate message privately with my email address)
 

bonsai

Veteren member
4,106 10
nb:
just don't forget d4f trade 24 hrs.
so to them there is no open/close.
except at weekends.
 

jls483

Active member
173 0
I hold some of my UK100 positions overnight and I copy the closing price from my statement into my working spreadsheet every day. You can have this if you want, but I believe the closing price they use on the statement is just the final price of the FTSE, which you can download from yahoo. Of course it doesn't really matter what price they use because if it is high then your opening long bid will gain by the same amount as you lose with your closing short bid and vice versa.

If you want to know how the opening price differs from the closing price then with the rolling cash it is just a percentage of the closing price e.g.
closing price * rate / 365 where rate is something like LIBOR+2% - read the manual for the exact details.

You are affectively charged about 6% for the full value of the contracts you hold which works out at about 50p per night per contract for the UK100.

If you are holding monthly or quarterly contracts then the opening price is the same as the closing price.

Hope that helps,

John.

I
 

fudgestain

Well-known member
254 9
Plavender, don't quite know why you say "how the spreadbetters change the opening prices". Their price(CMC), say the Dow (US30), is continuous (as Bonsai says) and based on the futures price before the stock market opens and while it is in progress.

This morning exactly at 9.30am NY time (our time 2.30pm) the'CMC' Dow 'opened' at 9723.
 

pertrader

Junior member
10 0
dick_dastardly said:
Yes. Have D4F US30 CASH and UK100 Cash OHLC for day and overnight/weekend in Excel, from 12 Dec 02 until 29 Aug 03. Can email it to you if you want.
Dick

I have recently joined and came accros this old thread. Do you still have this information and/or have you found any other way of getting it.

Thanks

Paul
 
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