Historical Data Needed

[diogenes]

Perhaps someone would be kind enough to point me to a website that would have the following data for QQQQ:
Historical Short Interest
Historical Futures Prices

Thanks!

[IIC]

Perhaps someone would be kind enough to point me to a website that would have the following data for QQQQ:
Historical Short Interest
Historical Futures Prices

Thanks!

Don't have it handy for the Q's...but here is the SI for the Naz( I just happened to have it for the Naz...For 200 bux I'll go find the Q's for 'ya)

Settlement Date
Total Short Interest
Number of Securities

December 15, 1999
2,363,795,218
4,688
January 14, 2000
2,414,954,374
4,687
February 15, 2000
2,618,936,228
4,681
March 15, 2000
2,710,141,156
4,714
April 14, 2000
2,653,245,791
4,729
May 15, 2000
2,780,161,105
4,725
June 15, 2000
2,808,345,712
4,735
July 14, 2000
2,935,367,068
4,774
August 15, 2000
3,040,926,476
4,795
September 15, 2000
3,161,843,084
4,778
October 13, 2000
3,386,001,792
4,739
November 15, 2000
3,379,629,386
4,694
December 15, 2000
3,497,263,482
4,585
January 12, 2001
3,452,282,664
4,588
February 15, 2001
3,444,789,352
4,552
March 15, 2001
3,608,599,871
4,443
April 13, 2001
3,764,094,547
4,445
May 15, 2001
3,713,132,045
4,467
June 15, 2001
3,821,032,805
4,392
July 13, 2001
4,013,408,493
4,293
August 15, 2001
4,062,490,704
4,220
September 14, 2001
4,166,310,456
4,135
October 15, 2001
4,062,363,080
4,092
November 15, 2001
4,175,725,953
4,083
December 14, 2001
4,206,146,735
4,044
January 15, 2002
4,023,953,114
4,047
February 15, 2002
3,978,074,188
4,013
March 15, 2002
4,085,825,647
4,018
April 15, 2002
4,124,763,193
3,954
May 15, 2002
4,246,945,373
3,926
June 14, 2002
4,261,435,815
3,831
July 15, 2002
4,335,747,422
3,784
August 15, 2002
4,105,634,585
3,758
September 13, 2002
4,108,308,913
3,737
October 15, 2002
4,152,454,217
3,623
November 15, 2002
4,062,892,810
3,670
December 13, 2002
4,043,183,358
3,666
January 15, 2003
4,053,387,295
3,686
February 14, 2003
4,190,132,904
3,668
March 14, 2003
4,335,164,375
3,585
April 15, 2003
4,456,502,765
3,592
May 15, 2003
4,386,454,785
3,566
June 13, 2003
4,604,557,148
3,569
July 15, 2003
4,683,497,070
3,504
August 15, 2003
4,404,472,224
3,472
September 15, 2003
4,521,740,414
3,497
October 15, 2003
4,584,107,664
3,474
November 14, 2003
4,563,123,033
3,456
December 15, 2003
4,713,016,555
3,440
January 15, 2004
4,687,305,136
3,454
February 13, 2004
4,593,580,829
3,463
March 15, 2004
4,855,579,913
3,443
April 15, 2004
4,993,345,137
3,443
May 14, 2004
4,958,452,082
3,416
June 15, 2004
5,170,987,973
3,430
July 15, 2004
5,109,696,729
3,405
August 13, 2004
5,157,706,325
3,400
September 15, 2004
5,248,399,985
3,398
October 15, 2004
5,130,673,030
3,413
November 15, 2004
5,024,315,108
3,391
December 15, 2004
5,095,006,234
3,393
January 15, 2005
5,041,477,963
3,357
February 15, 2005
5,357,779,121
3,371
March 15, 2005
5,577,053,459
3,357
April 15, 2005
5,609,077,523
3,347
May 13, 2005
5,716,066,911
3,354
June 15, 2005
5,835,184,744
3,344
July 15, 2005
5,748,318,831
3,352
August 15, 2005
5,821,353,067
3,353
September 15, 2005
5,811,842,432
3,337

[IIC]

Just teasin' ya...here is a site for the past year on the QQQQ Short Interest:

http://www.nasdaq.com/asp/quotes_ful...&selected=QQQQ

Sept 2005 is here:

http://www.nasdaqtrader.com/asp/shor....x=70&View.y=9

But to go back further you will have to do a year by year search on an engine as far as I know...Best, IIC

[diogenes]

Just teasin' ya...here is a site for the past year on the QQQQ Short Interest:

http://www.nasdaq.com/asp/quotes_ful...&selected=QQQQ

Sept 2005 is here:

http://www.nasdaqtrader.com/asp/shor....x=70&View.y=9

But to go back further you will have to do a year by year search on an engine as far as I know...Best, IIC

Thanks for the link!

[IIC]

No Prob...Doug(IIC)

[diogenes]

Well, it did not have enough data points (for free).
Yet, for what it is worth, using a linear regression model at a 5% sig. level it seems that the opening price appears to act nicely as a function of the prior close, low, high, but not vol.