HSI Futures trading

[Trembling Hand]

Are there more bots on the HSI futures than the SPI?

They are everywhere,

But the spi is particularly bad. Compared to what it was pre 2008. I know many of the prop traders moved on because its just locked up.

I don't touch it any more cus I'd rather stick knitting needles in my eyes!!

 

[tminus]

I don't touch it any more cus I'd rather stick knitting needles in my eyes!!

Yeah this morning BHP opens up 1.8% lower and futures only 15 points lower from yesterday's close go up 5 points in 5 minutes, before dropping 9 points in the next 3 minutes.

 

[avion]

Welcome back TH. Sorry to hear about your trouble. Tell us it's not the 'love' variety broken heart again, otherwise you will have to be ordained or you will get killed.

Question: Do you have discrepancy between time&sales volume and booktrader volume reporting on HSI. Still having issues with that crappy volume data, grrr...
(it happened when i upgraded to latest version of TWS which was about a week ago)

 

[Trembling Hand]

Welcome back TH.

Thanks good to still be here.

Question: Do you have discrepancy between time&sales volume and booktrader volume reporting on HSI. Still having issues with that crappy volume data, grrr...
(it happened when i upgraded to latest version of TWS which was about a week ago)

Are you talking about getting large ticks? Like in the many 000s. Almost exactly the amount of volume traded since the last large tick?

Or something else? got a pic?

 

[Trembling Hand]

Yeah this morning BHP opens up 1.8% lower and futures only 15 points lower from yesterday's close go up 5 points in 5 minutes, before dropping 9 points in the next 3 minutes.

Hold on its about to breakout of its 9 point range!!!!


Nah false alarm everyone can go back to sleep again.

 

[avion]

Like this, those larger sales are not displaying in dom, maybe as 5 or 6 contract but never as 21's etc...

 

[Trembling Hand]

Like this, those larger sales are not displaying in dom, maybe as 5 or 6 contract but never as 21's etc...

What server is your primary one? I had a problem about 6 months ago where I was getting ticks through the API that were many thousands. Took IB about 6 months to fix it and only after I went ballistic.

I don't use their charting or T & S, just Booktrader. All my charting data comes through their API which I found out is different than what is within TWS. So short answer I haven't noticed it.

Just a warning if you submit a problem ticket with IB and they say "sorry we couldn't replicate the problem" make sure they are looking at the same data from the same primary server. As most of the tech support are US based and what comes out of the HK servers can be different, which was ultimately what they recognised and fixed my problem.

 

[avion]

I am defenetly with HK server. I've checked twice. I may have to ring them again...

Thanks for your help. Good luck today.

 

[Trembling Hand]

Two months of longs now in a world of pain on the HHI and HSI not looking much better.

 

[ThingyMajiggy]

Anyone traded the SGX Taiwan index or the Nifty much before? What are they like compared to the SPI or Seng?

 

[Trembling Hand]

Anyone traded the SGX Taiwan index or the Nifty much before? What are they like compared to the SPI or Seng?

Yeah I have a play every now and again on the STW (Taiwan). But nothing like the HSI but MUCH better than the SPI X 100000. I find you get a lot of action in just a few 5 min bars then it just chops around a few ticks for most of the day.

Nifty too thin. Have a look every now and again but have never done a trade.

I reckon the sweet spot for Asian indexes is the Kospi. The ES of Asia.

Why you looking at having a dip?

 

[ThingyMajiggy]

Yeah I have a play every now and again on the STW (Taiwan). But nothing like the HSI but MUCH better than the SPI X 100000. I find you get a lot of action in just a few 5 min bars then it just chops around a few ticks for most of the day.

Nifty too thin. Have a look every now and again but have never done a trade.

I reckon the sweet spot for Asian indexes is the Kospi. The ES of Asia.

Why you looking at having a dip?

Yeah had a look today at the Taiwan, was surprised how thick it was actually, but it seems to die off pretty quick after the opening few minutes. yeah nifty was really thin.

You done much on the Kospi? I've had a look at that a couple times too, though it seems unpopular here for some reason.

Ahh just curious, doing evenings/nights takes it toll sometimes, plus latency would be a little better.

 

[Trembling Hand]

Boy! I take a few days off and look what happens.......



What was that about?

 

[Trembling Hand]

Anyone else trading this thing regularly? Seems since we topped out on the14th of March its undergone something of a shift in how its moving intraday. Seems far more free flowing.

Hopefully one of those evil Arb Bots blew up. :vader:

 

[Trembling Hand]

Well that was the slowest hour on the Seng for ..... a coupla years? :horse:

Holiday mode already. (closed tomorrow)

 

[CanOz]

I reckon the sweet spot for Asian indexes is the Kospi.

Agree, but no data on it from Esignal yet....and I reckon it's an Asian step-brother to the TF!

CanOz

 

[CanOz]

It seems the HSI is getting gappy again between the AM and PM sessions....Does anyone trade the AM/PM session gaps?

CanOz

 

[CanOz]

Is it just me or does the HKFE change their hours frequently. I thought they just stated the afternoon session 30 minutes earlier but now i see they're back to normal again?

Also, i see they've agreed to start another evening session from 5-11 pm. Why the heck wouldn't they just run through until the morning?

CanOz

 

[CanOz]

The beginnings of a GAP study on the HSI...

 

[fiftyeight]

Awesome stuff CanOz.

Where did you source the data?