mini Nikkei 225 futures tick data

Discussion in 'Data Sets and Feeds' started by OffShoreTrader, Feb 28, 2008.

  1. Does anyone know where I can obtain tick data on the mini Nikkei 225 at the OSE?

    Also, does anyone trade this market?

    Any idea how active automated trading systems are?

    Thanks!
     
  2. I tried to trade it, but it bullshits way to much for me. With the 5 points per tick, the atr is horrible. It also consolidates way too much, in like a 20 point range. However, great trading hours, for the guy who works. Scalping with some size can show some decent profits. Good luck, but I would go with gbp/yen or eur/yen for those trading hours.
     
  3. >OffShoreTrader

    eSignal and IB.
     
  4. IB isn't true tick data (especially on something as noisy as this) ... max of 1 tick every 20ms.

    Look at STW, SPI and KOSPI as well as nikkei for intraday bigger range/atr figures. My favourites are spi and stw currently.
     
  5. Kiwi - great point on the delayed data.

    Learner - do you know if esignal data is delivered in the same fashion?

    Kiwi - STW? SPI? Are these liquid? And I pose the same question... are Automated Trading Systems actively involved here (ie algos)?
     
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