History data is WRONG.

[lufund]

Dear,

I found the history data at 2011-01-31 of symbol HSI U1-HKF is WRONG.

After I download 1 minute interval intra-day data of HSI U1-HKF, the data doesn't look continuous:

2011/1/31,HSI U1-HKF,10:55:00
2011/1/31,HSI U1-HKF,11:39:00
2011/1/31,HSI U1-HKF,11:56:00
2011/1/31,HSI U1-HKF,11:57:00
2011/1/31,HSI U1-HKF,12:07:00
2011/1/31,HSI U1-HKF,12:29:00
2011/1/31,HSI U1-HKF,14:39:00
2011/1/31,HSI U1-HKF,14:46:00
2011/1/31,HSI U1-HKF,14:49:00
2011/1/31,HSI U1-HKF,15:13:00

Can you tell me what's the problem and how to fix it.
Thank you very much.

Roy

[lufund]

Anyone can help ?!

BTW, this site is not work.

http://www.esignal.com/liverep/

when i submit my question, show error:
"Under Construction"

[ACM]

Re: History data is WRONG.

lufund
If your assertion that the data is wrong is based solely on the fact that it is intermittent then you may need to consider that the contract you are referencing was a back month at that time [and as an aside had just been listed on that day]. That would explain why it was traded thinly and intermittently.
Also FWIW the historical chart for that contract as shown on the exchange’s web page appears to be very similar to that of eSignal as far as I can see
Alex

Originally posted by lufund
Dear,

I found the history data at 2011-01-31 of symbol HSI U1-HKF is WRONG.

After I download 1 minute interval intra-day data of HSI U1-HKF, the data doesn't look continuous:

2011/1/31,HSI U1-HKF,10:55:00
2011/1/31,HSI U1-HKF,11:39:00
2011/1/31,HSI U1-HKF,11:56:00
2011/1/31,HSI U1-HKF,11:57:00
2011/1/31,HSI U1-HKF,12:07:00
2011/1/31,HSI U1-HKF,12:29:00
2011/1/31,HSI U1-HKF,14:39:00
2011/1/31,HSI U1-HKF,14:46:00
2011/1/31,HSI U1-HKF,14:49:00
2011/1/31,HSI U1-HKF,15:13:00

Can you tell me what's the problem and how to fix it.
Thank you very much.

Roy

[lufund]

Re: Re: History data is WRONG.

Thanks Alex.

What do you mean "back month"?

Originally posted by Alexis C. Montenegro
lufund
If your assertion that the data is wrong is based solely on the fact that it is intermittent then you may need to consider that the contract you are referencing was a back month at that time [and as an aside had just been listed on that day]. That would explain why it was traded thinly and intermittently.
Also FWIW the historical chart for that contract as shown on the exchange’s web page appears to be very similar to that of eSignal as far as I can see
Alex

[ScottJ]

A back month means a contract that isn't the "front month" so it could be 6 - 9+ mos
out in terms of delivery and be far less liquid than the front month.

Hope that helps.

[lufund]

Thanks.

I need "front month" data.
Does eSignal have front month data?

Originally posted by ScottJ
A back month means a contract that isn't the "front month" so it could be 6 - 9+ mos
out in terms of delivery and be far less liquid than the front month.

Hope that helps.

[ScottJ]

Sure. Whatever contract is the next to expire tends to be the front month until the volume drops off and then the next contract becomes front month. Some futures trade monthly, some bi-monthly, some quarterly and we are seeing some trade on a weekly basis so front month will be dependent on what you are trading.

Thx

[lufund]

Thanks Scott.

I need history data (1 min intraday) of HSI continuation futures.

Which symbol or another should i use?

HSI H2-HKF
HSI U1-HKF
HSI V1-HKF
HSI Z1-HKF

Does HSI #F be available in esignal?

Originally posted by ScottJ
Sure. Whatever contract is the next to expire tends to be the front month until the volume drops off and then the next contract becomes front month. Some futures trade monthly, some bi-monthly, some quarterly and we are seeing some trade on a weekly basis so front month will be dependent on what you are trading.

Thx

[ScottJ]

#F symbols are only available on U.S. contracts. Based on the volumes, I'd say the September contract is "front".