Hi,
does anyone have a file (any format) with the daily buy and sell premium levels (as published by programtrading.com) for the past months or even year(s) ?
I intend to backtest some PREM chart patterns (involving these values) to be used as filters for entering ES intraday positions, but I couldn't find any historical record of these buy & sell program levels (only got the Fair Value..)
If yes, thank you for contacting me, I would be ready to trade it against other historical data I have in my tick/1min bar backtesting database.
Eddy