Hang Seng futures

Discussion in 'Financial Futures' started by WarEagle, Jan 30, 2004.

  1. WarEagle

    WarEagle Moderator

    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.
     
  2. traderob

    traderob

    200402
     
  3. WarEagle

    WarEagle Moderator

    What is the month code for February (for charting symbols)?

    Thanks for the info roberk.
     
  4. WarEagle

    WarEagle Moderator

    NM, I found it...its G

    Thanks again. Oh, btw, can anyone explain the rollover for these contracts?
     
  5. Switch to the next month's contract on the the second last trading day of the month.
     
  6. WarEagle

    WarEagle Moderator

    Ok, thanks!

    Kind of a pain to have to switch contracts every month. Hard to get decent data streams for back testing.
     
  7. saxon

    saxon

    HSI is basically a monthly roll over, I believe.
     
  8. 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.
     
  9. WarEagle

    WarEagle Moderator

    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.