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https://sc.hkex.com.hk/gb/www.hkex.com.hk/futures/futuresdayrpt/dmreport.asp Checked the above site for the daily HKFE report, HFI had 181 contracts traded on the launch day. Not bad . I saw the light from the other end of the tunnel.

In USD please. Feel free to have a drink

You are probably right, but considering the stake is reasonable, I accept you challenge.

What is the symbol of this instrument ? Cannot find HFI in TWS

Previously I had to write some codes to update the IB datafeed every 3 minutes, hope this new IB feature can save this mess, as according to what I understand from this post , TWS will now automatically update every 5 seconds. Has this feature been enforced already ? I did not noticed the...

Hong Kong Exchanges and Clearing Limited (HKEx) plans to introduce Hang Seng China H-Financials Index (HFI) futures on 16 April this year, is IB going to offer this product ? Last time FTSE Xinhua index futures listed by HKFE was a disaster ,hope this time they have done their homework and...

LOL The red color represents something cheerful/positive/youthful in Chinese culture, a bride always wears a red suit on wedding ceremony. If the close of a bar is higher than the open, we call it a "male bar/ positive bar", hence it is red, if the close of a bar is lower than the open, we...

It seems impossible to achieve this currently. But then again statistically this will not have significant effect on the final trading result. Sometimes it hurts, sometime it helps.

is the underlying strategy in the chart Oddball ? Very impressive. Mark I remember you had a homepage, where can I find it now ?

So I guess you have got the answer of the question you raised in the original post.

Metaserver cannot get the job down, you might have to write some codes to extract 1 second data through TWS API

check HKFE website

Where can one pay for the access to the TS forum ? Is this one-time fee or monthly fee ? £_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_£_

What about try to explore the territory of systematic trading ? It takes more research but once you figure it out, it will be more effortless , and more boring , of course.

Exactly what HSI has done so far this year.

I think you should first find enough reliable data for backtest. One month or two month data is simply not enough.

Statistically even IB psudo-tick data will do you no harm . Sometimes it hurts, sometimes it helps, it all depends on your strategy.

The TWS execution report adopt the same time format as the time appearing in the lower right corner of TWS. So it may be confusing if it is not local time.

Would appreciate it if you can advise me how to do this. Joesan

Depends on the strategies you are using, but I would say averagely 2-3 points currently,last year 1-2 points. This year the additional volatility well compensates the slippage.