I LOVE the HSI futs!

[mokwit]

If money is no object One of the historical data vendors has tick data back to 2000 when it went electronic (tickdata or some name like that, about USD 400).

Futuresource will probably have it, eSignal generally only has short period back. Both are available on trial basis.

For RT I use the T&S function of IBcharts app which runs off IB TWS.

 

[mokwit]

If one minute bar data will do SCMagic has one minute data going back 2 years I think for HSI. Can be converted to ASCII. ~USD10/month.

 

[dunleggin]

Quote from roger77:

Could some one tell me where to find intraday time and sales data for HSI futures contract. Something similar to globex T&S data file on cme. I checked the Hong Kong exchange website but did not see any data.
Thanks.

For current month,
https://www.hkex.com.hk/ods/English/asp/prdList.asp#000000200

 

[robbob]

The HKFE should have data available on the site somewhere. I purchased tick data from there about a year ago. Also might want to try tickdata.com, last time I checked they had HSI data as well.

-rob

 

[roger77]

Thanks for all the responses.

I think my post was ambiguous. I am not looking for historical data. I was looking for a source for current daily data similar to what US exchanges provide in the form of T&S downloadable file. CME provides last 6 days data for globex futures. CBOT provides data for YM for current day after close.

I have account with IB, but IB data is snapshot data. It works well for trading but it is not accurate T&S data. Also IB does not have backfill capability so if computer is not logged in at all the time, data is lost.

Anyway, thanks.

 

[tradersaavy]

Frickin 7 point slippage on a stop order.

Being that my stop is 20 points that's not good.

Also being that my profit/target order is a limit order, I don't think I'll be "winning" an extra 7 points on those.

Still love the charts of this sucker though.

 

[tradersaavy]

Anyone from IB reading this please reply.

I use IB for my data feed to Sierra charts for the HSI future.

I trade the first session and am usually sleeping during the second session.

Being that Sierra charts only know what data they are fed while they are connected, I am finding that IB somehow disconnects between the sessions and never re-connects for the last session so I am continually missing the 2nd session price action.

This is no good for the opening trading the next day because my indicators are all out of wack comparing the opening data to the end of the prior days 1st session price action instead of the actual 2nd session price action.

 

[def]

Quote from tradersaavy:

Anyone from IB reading this please reply.

I use IB for my data feed to Sierra charts for the HSI future.

I trade the first session and am usually sleeping during the second session.

Being that Sierra charts only know what data they are fed while they are connected, I am finding that IB somehow disconnects between the sessions and never re-connects for the last session so I am continually missing the 2nd session price action.

This is no good for the opening trading the next day because my indicators are all out of wack comparing the opening data to the end of the prior days 1st session price action instead of the actual 2nd session price action.

Are you on the US or HK server? If the HK server then you probably have your logout time on your TWS set during that period. If you are on the US server, you are losing data during the US overnight reset or also have your logout time set during HK hours.

If the issue is our daily reset, I'm not sure how you can deal with Sierra reconnecting but I'm sure some 3rd party app/macro exists to do that. I guess the alternative is that you obtain a seconds source of data.

 

[kiwi_trader]

I use the same setup to trade hsi. The problem will be the reset time for IB TWS.

Go to Configure/Misc/Auto Logoff time/ and change the setting so that it occurs after the second HSI session is completed.

 

[kiwi_trader]

Quote from tradersaavy:

Frickin 7 point slippage on a stop order.

Being that my stop is 20 points that's not good.

Also being that my profit/target order is a limit order, I don't think I'll be "winning" an extra 7 points on those.

Still love the charts of this sucker though.

Yes you will get 7 points slippage on limits ... its amazing ... you will also get positive slippage on stop orders and market orders. A very cool if sometimes scary experience.

Dont get on the wrong side of the trend ... it can do 100pts in under 2 seconds. This index is nitro powered.