There doesn't appear to be any high/low/volume information in TWS for the MHI (mini hang seng). Does this need to be enabled somewhere for this exchange? I get globex volume info OK.
we don't support it yet. I'll make a request - however, my request will be under the considition that we add it (HSI as well) as long as we do not compromise our speed or bandwidth. Unfortunately, the HK exchanges only allow - believe it or not - 128K lines to and from the exchange for derivative trading (at least this is much better than the stock side ) With such a constraint, we need to optimize our communications with the exchange.