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My understanding is that there are multiple S&P500 total return indexes. Each has a different base year, 1936, 1970, 1988 and year to date. If you can't find the ticker for the different indexes on bloomberg or by asking support, you could try s&p themselves. I was also able to find 1970 to present here(not sure on quality), ...


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You will pay a lot for these guys but that's what large financial institutions use to price their futures. Pricing plans, timing and regional coverage depends on the vendor. They all pull prices from various exchanges. Reuters IDC Bloomberg Unfortunately it happens that these guys would pull the wrong settlement price from the various exchanges they feed ...


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You said that the PX_BID and PX_ASK values are dependent upon when you pulled the data. But if I pull historical data (e.g. for the last month) only the value of today would be changing but not the past ones... So there should be a point of time when the final PX_BID and PX_ASK values for a day are calculated. Or am I wrong?



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