Which Asian futures Indices have high volume for back testing ?

Discussion in 'Technical Analysis' started by trader12, Aug 2, 2012.

  1. trader12



    I want to test my system on Asian Future Indices.

    Can you guys suggest some Asian Futures Indices with symbols & exchanges they are traded on that have high volume so that I can test them using tick & volume charts ? I subscribe to eSignal data service.

    Thank You
  2. RedDuke


    Kospi futures. IB symbol k200. Not sure about esignal. They have great tick value, volume and decent range.
  3. If you're using eSignal 11,
    %NI225 1!-OSM
    %NI225_M 1!-OSM
    %TPX 1!-TPX
    If you are also interested, the JGB symbol is %JGB10 1!-TPX.
  4. trader12


    What are the contract months ( Monthly or Quarterly ) and exchange symbol ?

    Tried KRX for exchange & month U for September doesn't work.

    So Symbol ( k200 U2-krx ) doesn't work.

    What symbol are you using for IB ? eSignal is pretty much the same.

  5. Tools > Symbol Search
  6. RedDuke


    It is quarterly like most index futures. In IB you enter k200 and then select the month.
  7. trader12


    Many Thanks.

    Really appreciate your help.

    I am using eSignal 10 so took out % from symbol & it works.

    Still can't get Kospi 200 to work.
  8. Try K2I 1!-KSP
  9. Sorry, 1! doesn't work.

    K2I U2-KSP
  10. trader12


    Thank you. It worked.
    #10     Aug 3, 2012