# SPI index data



## cdfun (7 October 2008)

I want to do some analysis on SPI and would like to collect SPI historical data from 1997 to today. I could not find it on ASX website. Does anyone know any public available information on this?


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## stv (18 October 2008)

Are you after EOD or intra-day?


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## superkrusty (21 October 2008)

I want to do some research on the SPI too before I start trading. I especially want to see DOM data. As I am saving for an IB account I want to learn in advance. Any help/advice would be much appreciated


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## stv (21 October 2008)

Sorry, but I am not sure what you mean by DOM data. 

I have EOD (O,H,L,C,V) for a continuous contact.

Let me know if that is a help. 

regards
stv


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## skyQuake (21 October 2008)

DOM data = depth of market: ie bids and offers intraday...
I really doubt you can find that sort of data for cheap or even a simulator which would play that for you. Good luck


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## superkrusty (22 October 2008)

skyQuake said:


> DOM data = depth of market: ie bids and offers intraday...
> I really doubt you can find that sort of data for cheap or even a simulator which would play that for you. Good luck




What about live DOM ? Only problem is I cannot yet afford to fund an IB account but want to study the market until I can.


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## Richard Dale (22 October 2008)

superkrusty said:


> What about live DOM ? Only problem is I cannot yet afford to fund an IB account but want to study the market until I can.




Unless you are considering trading the SPI intraday, you should have a float of at least $30K per contract (perhaps more these days).  Anything less and you're way undercapitalised to be trading such a high leverage instrument.

Given an IB account has a minimum level of US$10K I think you should perhaps consider trading other security types instead.

Alternatively, you could consider an intraday data provider such as Bourse or eSignal which can provide you with live SFE data with market depth.  Be prepared to be paying $150+/month for it though.


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## superkrusty (23 October 2008)

Richard Dale said:


> Unless you are considering trading the SPI intraday, you should have a float of at least $30K per contract (perhaps more these days).




Thanks for your input Richard.
What about if I was considering intraday ? How much would you estimate I need then ?


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## Richard Dale (23 October 2008)

superkrusty said:


> Thanks for your input Richard.
> What about if I was considering intraday ? How much would you estimate I need then ?




That depends upon your trading system and risk management procedures.

If you're a mechnical trader you should have a clear idea of drawdown, stop loss levels and potential slippage levels before you even start trading (although I guess that's hard if you don't have any data).

Looking at this in a very simplistic way:

Assume that you might say have a run of 10 trades in a row that end up in loss.  Given say a 40 point stop loss incl slippage, at $25/tick that's a loss of $1000 per trade.  10 trades equals $10K loss.  I think the SPI 200 margin is around $10K these days too, so you'd need at least $20K to even think about trading it intraday in any serious fashion.

Plus the live exchange data fees too.

The problem most futures traders face is the large leverage, undersized trading account, lack of knowledge about futures markets (i.e. first notice date, rolls, understanding open interest, limits etc.) and lack of experience in trading in general.


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## superkrusty (23 October 2008)

Thanks for info Richard......will have to rethink my strategy now. Maybe try and grow my capital trading forex and HOPE I can learn enough to build up to an IB account.   No shortcuts I guess


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## Trembling Hand (23 October 2008)

You can collect DOM data with Ninja Trader. I do.


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## superkrusty (24 October 2008)

Trembling Hand said:


> You can collect DOM data with Ninja Trader. I do.




TH, I thought i read a post of yours that said NT didnt show enough depth (or similar). I really want to study the SPI properly and see if I can find these reproducible patterns that will increase my chances of not going broke. Will NT be good enough ?

Can you recommend a data provider for NT ? I dont mind paying, not sure if there is free DOM and volume data for SPI.


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