Hi

a question on the SP future:

point value of SP pit traded is 250$, point value of SP electronically traded is 500$, correct?

Which kind of continuous contract construction does the name CCSP99A reflect?

Thanks for helping out!

Mondrakete 

Hi a question on the SP future: point value of SP pit traded is 250$, point value of SP electronically traded is 500$, correct? Which kind of continuous contract construction does the name CCSP99A reflect? Thanks for helping out!

If you want to know the point values, you should have a look at the website of the exchange under contract specifications of the instrument:

E-mini S&P 500

The point value for the large S&P 500 is $ 250. The point value for the E-mini S&P 500 is $ 50. Only the E-Mini can be traded electronically.

CCSP99A is a creation of your data provider or broker, so you have to ask your data provider or broker. If you let us know, who is your data provider or broker, somebody else may guide you.

Fat Tails 

CCSP99A is a creation of your data provider or broker, so you have to ask your data provider or broker. If you let us know, who is your data provider or broker, somebody else may guide you.

It's Tradestation data. I'm testing a strategy given in a book. The autor was using that data and I need to be as close as possible to his inputs.