Tell me about it. I tried every symbol I could think of on Datek with no luck. Tried at BigCharts with no luck. I've been playing with Quote Tracker as a trading platform. On the indices you can manually put in prem.x but it only updates at the rate you have all the indices updating, which I have at one minute and is pretty useless and it won't do an intraday chart of it. To say it is volital is an understatement. In a one minute interval it typically moves .50-1.00, sometimes even more. So if all you are getting is a snap shot once a minute, you really have no idea what it is really doing. I even tried putting it in as a stock since it moves around like one, but no go.
Some how I stumbled across this on Lycos, http://finance.lycos.com/home/livecharts/default.asp?symbols=INDEX%3APREM.X I bookmarked it otherwise I would never find it again. Note you can set the interval to 1 min. on the chart and the detail section gives you the blow by blow. Setting the interval to 1 min helps read the chart better since at the start like today (more than -6, and was why we gaped down) the premium is way out of the normal range and skews the chart until it scrolls off the edge. Also the chart only charts from 9:30-4:00. The detail section runs continuously and shows the premium any time it is trading and is the only way I know to get before and after market data. Also it is a java applet and sometimes the charting part hangs and the detail continues, or the whole thing hangs. I just reload it and it brings it back up.
This program trading stuff does look interesting. I've only been trying to figure it out for three weeks, but it does appear it could be usful. They claim 30-35% of all trading is done by computers, and they are the ones telling everyone what to program the computers for. If we can get an idea of what the computers are likely to do it seems like that would give us an edge.
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