Symbol for FV premium

[nimrod]

Can somebody tell me if there are ESignal data feed symbols for the DOW, SPX and NASDAQ fair value premiums over their respective futures contracts, or will I have to construct my own spreads?

[DuaneG]

nimrod,

In the case of the S&P, you can use the symbol $PREM to get the premium on the S&P. In cases such as the DOW and NASDAQ 100, you will need to construct a custom spread. This can be done by constructing a spread that looks like this...

<Future Symbol>space(-)space<Index Symbol>

NASDAQ 100 Premium: ND U5 - $NDX

DOW 30 Premium: DJ U5 - $INDU

Hope this helps.

[nimrod]

Thanks DuaneG