How are Australian futures for intraday trading such as SFE SPI 200? (Liquidity, Daily Range, Trading Hours) And also are there any other Asian Futures exchanges with liquid Bond or Index markets. (Singapor, Hong Kong, Tokio?) thanx, Sunseeker
If you have Interactivebrokers for a broker you can get quotes from these exchanges for nothing. Get Quotetracker for nothing to chart the results and you can see for yourself how they act, for nothing.
IB offers SPI, HK and Japan will be available any day. Of the three markets I think the HSI in HK is what you'd find most interesting although all the markets are tradeable. Note: We will have to charge for Japanese data for n225 and TOPIX data (we're just passing on most of the exchange fees that we will pay)
Thanx for the responses, unfortunately I do not trade with IB - I trade with a broker that does not currently offer those markets. How many contracts are traded per day in the futures of SPI, HK and Japan? What are the daily ranges? Thx, Sunseeker
http://www.sfe.com.au/index.asp?dispage=/site/html/marketdata/products/intro.asp AP (SPI) 75K per day HSI 25-30K+ per day http://www.hkex.com.hk/ N225 60K per day http://www.ose.or.jp/e/
SPI 75k per day? Are you sure - I used to trade this contract and I thought 7.5k per day would be closer!?
you are correct, i thought i was high as well and was as I took combined info. the ADV of the SPI is now 20-25K. they provide monthly info somewhere under the link I posted if you want exact figures.
DEF, i noticed already that IB is about to offer N225 futures. Nice. However, I found it impossible to get any data on the contract. Neither Futuresource nor any Realtick Vendor offers data on this. Can you recommend a good data service, maybe with an API for quotes & tick data ? Kind Regards