mini Nikkei 225 futures tick data

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OffShoreTrader

Does anyone know where I can obtain tick data on the mini Nikkei 225 at the OSE?

Also, does anyone trade this market?

Any idea how active automated trading systems are?

Thanks!
 
I tried to trade it, but it bullshits way to much for me. With the 5 points per tick, the atr is horrible. It also consolidates way too much, in like a 20 point range. However, great trading hours, for the guy who works. Scalping with some size can show some decent profits. Good luck, but I would go with gbp/yen or eur/yen for those trading hours.
 
IB isn't true tick data (especially on something as noisy as this) ... max of 1 tick every 20ms.

Look at STW, SPI and KOSPI as well as nikkei for intraday bigger range/atr figures. My favourites are spi and stw currently.
 
Kiwi - great point on the delayed data.

Learner - do you know if esignal data is delivered in the same fashion?

Kiwi - STW? SPI? Are these liquid? And I pose the same question... are Automated Trading Systems actively involved here (ie algos)?
 
Quote from OffShoreTrader:


Learner - do you know if esignal data is delivered in the same fashion?

No, it is not the same as that of IB. I have been using eSignal
for a number of years and can compare their data with the
local Japanese broker's data and also with Reuters. There
is no lag whatsoever and I have never found it to miss a
tick. And I can recall only 1 outage, which as I remember
lasted only a few seconds.

I have heard how IB's data is delivered and how that causes
ticks to be missed. However, I question if that is also the case
with their data for Japan which is supplied by GL Trade. I don't
use IB's charts as they are light-years behind eSignal's. But
I do use IB's Booktrader and do not notice missed quotes or
bids/offers as far as the human eye can catch.

OK, I just compared an IB 1 minute chart for all of today with
eSignal's. Exactly the same. True, there may be missed ticks
within the minute, but if that were so, you would most likely
find a different high or low at least once during the day.
But none exist.

Hope this helps.
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