I also trade the STW occasionally. I am currently based in Japan, so on my days off I trade the STW and sometimes the Nikkei. I use Neoticker with Esignal for my data, IB as my broker. Datasources are really hard to find, I have found only esignal which carries asian futures data, or maybe IB (with all of its shortcomings). Does anyone use some other datasource they could recommend? Thanks.
Beware: I think we may have more volume on the April contract this morning. If thats the case then rollover to TWJ08. IB is great for trading STW (using Sierra Chart to combine 5sec and live data for a "perfect" result).
IB data fed through Sierra (or maybe ensign) or TS2000i with Hyperserver/Metaserver seems to be the best way to go. Alternatively Metastock Qutecenter $135/month. eSignal Asian data is/was seriously corrupt and lagged appallingly in my experience. Not much fun when the competition is sitting on top of Bloomberg's server in HK with an 11ms ping time.
When do you usually roll over Kiwi? Since today is the last day of trading for the March contract, I thought I'd switch to April yesterday, but it seemed like there was still more volume on the March contract. I wish Taiwan only expired every quarter like most other index futures... much less hassle.
It expires on the day before the last business day of the month. I normally rollover at open that morning because the volume remains until that day. I think that you may find that April has the volume in the next hour or so (it seems to be catching up). It only happens once a month and only really impacts for one day so its not a biggie. At least its easy to work out the day (today )
Thanks for starting this thread and for all your info Kiwi. Could you guys please post some charts of STW, unfortunately I dont have access to their data. Thanks.
Hi, I am new to STW. I wonder if anybody uses Quotetracker with IB to chart and backfill STW with no problems? Just to check, is the regular market hours for STW 8:45_AM_-_01:50_PM HKT and the off-market hours 2:45_PM_-_10:55_PM HKT? Also, is STW sensitive to live economic news releases? Is there a website that lists the relevant news schedule? Just saw in IB that the Jul, Aug and Sep futures are closed today...not sure why. Thanks.
Typhoon. Markets, businesses and schools are closed. I only know this cause someone I know couldn't use the internet from Taipei for a while.