Intra-day Chinese Futures Data?

July 14th, 2017, 04:26 AM

Hi All,

So I'm trying to get intra-day data for Chinese futures markets, minimum 4 years, but ideally 5-10 years. I need to be able to pull the data out so I can format it and save as a .csv or .prn file (or similar).

I've looked at GTA but I can only find daily data.
I've looked at "Tick Write" and whilst they do have the markets I'm looking for, they don't have enough data for most contracts (much of their data starts in 2015 or 2016+).
Most data providers don't seem to have access (CQG, Ninja, Tradestation, etc...)

Anyone have any other suggestions? - please bear in mind my first paragraph.

Thanks all,
Darren

July 14th, 2017, 05:17 AM

dmalone

Hi All,

So I'm trying to get intra-day data for Chinese futures markets, minimum 4 years, but ideally 5-10 years. I need to be able to pull the data out so I can format it and save as a .csv or .prn file (or similar).

I've looked at GTA but I can only find daily data.

I've looked at "Tick Write" and whilst they do have the markets I'm looking for, they don't have enough data for most contracts (much of their data starts in 2015 or 2016+).

Most data providers don't seem to have access (CQG, Ninja, Tradestation, etc...)

Anyone have any other suggestions? - please bear in mind my first paragraph.

Thanks all,

Darren

Can I ask Darren which broker you'll use to access these markets? I'm also interested in trading them but don't know of any safe brokers or anything.
Craig

Sent from my iPhone using futures.io

July 14th, 2017, 05:41 AM

It's for a research project for now.

July 14th, 2017, 09:59 PM

dmalone

It's for a research project for now.

Fair enough. Does anyone else here trade Chinese Futures markets? If so are there any details of data provider and or brokerage you use?

Sent from my iPhone using futures.io

July 14th, 2017, 11:17 PM

dmalone

Hi All,

So I'm trying to get intra-day data for Chinese futures markets, minimum 4 years, but ideally 5-10 years. I need to be able to pull the data out so I can format it and save as a .csv or .prn file (or similar).

I've looked at GTA but I can only find daily data.
I've looked at "Tick Write" and whilst they do have the markets I'm looking for, they don't have enough data for most contracts (much of their data starts in 2015 or 2016+).
Most data providers don't seem to have access (CQG, Ninja, Tradestation, etc...)

Anyone have any other suggestions? - please bear in mind my first paragraph.

Thanks all,
Darren

Can you be more specific? Index futures? Metals, softs?

July 16th, 2017, 01:33 PM

xiaosi

Can you be more specific? Index futures? Metals, softs?

Commodity ones for now, they have huge volumes so I want to run some systems over the data.

July 17th, 2017, 11:26 PM

dmalone

Commodity ones for now, they have huge volumes so I want to run some systems over the data.

Yeah, I have a mate that trades them, spreads all kinds of stuff. He said try quandl or Bloomberg, if you know someone with a terminal. Also, Wind financial....yes Wind.

July 18th, 2017, 05:12 AM

xiaosi

Yeah, I have a mate that trades them, spreads all kinds of stuff. He said try quandl or Bloomberg, if you know someone with a terminal. Also, Wind financial....yes Wind.

Thanks, I'll look at Wind.

I've checked out Quandl but it isn't any use as it's daily data.

July 24th, 2017, 01:39 PM

dmalone

Hi All,

So I'm trying to get intra-day data for Chinese futures markets, minimum 4 years, but ideally 5-10 years. I need to be able to pull the data out so I can format it and save as a .csv or .prn file (or similar).

I've looked at GTA but I can only find daily data.
I've looked at "Tick Write" and whilst they do have the markets I'm looking for, they don't have enough data for most contracts (much of their data starts in 2015 or 2016+).
Most data providers don't seem to have access (CQG, Ninja, Tradestation, etc...)

Anyone have any other suggestions? - please bear in mind my first paragraph.

Thanks all,
Darren

TRY E-SIGNAL

Intra-day Chinese Futures Data?

Discussion in Commodities

Intra-day Chinese Futures Data?