Precise descriptions of indices

General discussion about the Tickstory Lite software package.
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sbau7217
Posts: 2
Joined: Fri Jul 09, 2021 9:57 pm

Precise descriptions of indices

Post by sbau7217 »

Hi,
Do any precise descriptions of the source of the data exist.

I found something that was strange. On the 12th of August 2021 for the USA500IDXUSD series there are many more quote updates from 3 and 4am and 4pm,5pm (all NYC time) than there are during the actual trading day. So from this I guess that the USA500IDXUSD series is an implied price for the S&P500 from some futures market (and there is no need for a future if you can trade in the actual market).

Is this correct? Is there any good source of descriptions showing exactly what market/exchange each series comes from?

tickstory
Posts: 4895
Joined: Sun Jan 06, 2013 12:27 am

Re: Precise descriptions of indices

Post by tickstory »

Hi sbau7217,

The indices data comes from Index CFDs that are traded on Dukascopy. You can read more here.

Thanks.

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