asking for Hang Seng Index Futures data

Discussion in 'Data Sets and Feeds' started by orangelam, Mar 9, 2019.

  1. Can anyone provide me the past 10 years historical data of continued front month hang seng index futures in 1 min interval?
    csv or txt format. much appreciated if you can also provide me the data in night session

    personally i use IB and the data is only up to year 2016 for this futures
    many thanks!!
     
  2. ZBZB

    ZBZB

  3. ZBZB

    ZBZB

  4. Try tickdata.com, quandl.com or polygon.io, they might be able to help you
     
  5. Are you capable of stitching the contracts together into one continuous series yourself? If so, write the SQL query for your preferred continuous algo against the table structure below and I'll export the data for you.


    SQL> exec mydesc('futures1min');
    .
    ColName CanNull ColType
    =================
    SDATE N DATE(7)
    UTCDATE N DATE(7)
    NYCDATE N DATE(7)
    EXCHANGEDATE N DATE(7)
    SYMBOL N VARCHAR2(16)
    BASE N VARCHAR2(12)
    EXCHANGE N VARCHAR2(16)
    COUNTRY N VARCHAR2(16)
    CCY Y VARCHAR2(6)
    FTYPE Y VARCHAR2(12)
    BARIDX N NUMBER(22)
    UTCBARTS N NUMBER(22)
    NYCBARTS N NUMBER(22)
    EXCHANGEBARTS N NUMBER(22)
    OPEN N NUMBER(22)
    HIGH N NUMBER(22)
    LOW N NUMBER(22)
    LAST N NUMBER(22)
    TRADES N NUMBER(22)
    VOLUME N NUMBER(22)
    EXPIRY Y DATE(7)
    EXPYEAR Y NUMBER(22)
    EXPMONTHCODE Y VARCHAR2(2)
     
  6. do you think it is worthy of paying money in tickdata.com ?
    is their data quality good?
     
  7. i think i need some time to figure out how to roll over each month. so you can extract individual futures contract for me? may be it would be very time consuming, or i should wait for other first. thanks a lot Kevin!
     
  8. ZBZB

    ZBZB

    They have a good reputation. Compare the cost with cqg.
     
  9. Date file is 22mb zipped, too large for ET attachment. PM me an email address and I will email it to you.

    To extract the individual contracts use this one-liner:

    gawk -F, '{print>$4".csv"}' HSI_1Min.csv

    If running under DOS (Windows) you'll need to escape the ">":

    gawk -F, '{print^>$4".csv"}' HSI_1Min.csv