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Reuters has historical financial news that goes back pretty far. I was doing some similar stuff with historical news and you can go back before 1950's, for certain companies. You can scrape from them using a scraper built by yourself (very easy to implement in python) or using a service like Kimono, which you can set to run every so often. Kimono also lets ...


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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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Pull it from your bloomberg terminal. If you don't have one, get one.


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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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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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