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.
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.