Hang Seng futures

W

WarEagle

Moderator
Does anyone know what the active contract in the HSI and MHI contracts are? I just subscribed to the data to test some ideas in those markets, but the March contract is extremely thin, even on a daily chart (very "gappy"). Intraday looks untradable, so I am assuming I am not looking at the active contract (at least I hope that is the case).

Maybe def or someone else familiar with these markets can set me straight.

Thanks.
 
Quote from WarEagle:

NM, I found it...its G

Thanks again. Oh, btw, can anyone explain the rollover for these contracts?
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Switch to the next month's contract on the the second last trading day of the month.
 
Ok, thanks!

Kind of a pain to have to switch contracts every month. Hard to get decent data streams for back testing.
 
Doe's anyone have the 1-minute data for HSI and HHI between 1/15 and 1/20? For some reason my esignal won't backfill my 1-minute data past the Chinese New Year. If anyone has it can you please PM me.
 
Rod, I can't get 1 min data prior to 1/25, but I can get 2 min data for that time frame. Not sure why that is, but if you want the 2 min, let me know.
 
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