[Kiwi]

Then just use IB. When trading MHI watch HSI ... MHI is basically following hsi so even if it gets a few ticks out of alignment it will pull back in because of the arbs.

Note that live IB data comes every 200ms but reflects only the last price in that 200ms. So it can miss high or low ticks and you will see that with hsi where the high or low of a minute bar used to be missed 2 or 3 times a day. That's why I did the dll to combine 5 second "true" data with live data for sierrachart.

If you're using ninja trader you could do a feed of the true data on hsi and the live data on mhi perhaps so that the highs and lows you work off were 100% correct.

[MidKnight]

Originally Posted by RobinHood »

OSE, HKFE, SFE, EUREX / mini-nikkei, mini-hang seng, SPI 200, bund bobl schatz

Will most likely start with just two instruments, e.g. hang seng + schatz.

Don't need much backfill as I'm going to just be recording intraday using Ninja Trader.

Good grief - you couldn't pick two instruments further apart in terms of how they will feel. May I ask what the reasoning is?

[Kiwi]

Thats true. I would go with bund (good liquidity nice trendy moves not too much volatility) and STW (similar) if I was looking for some similarity. You could use ESTX50 rather than bund but I always liked bund.

[RobinHood]

Originally Posted by Kiwi

If you're using ninja trader you could do a feed of the true data on hsi and the live data on mhi perhaps so that the highs and lows you work off were 100% correct.

I would only require the IB feed for this?

Originally Posted by MidKnight

Good grief - you couldn't pick two instruments further apart in terms of how they will feel. May I ask what the reasoning is?

Eurex is open to me at night and Hang Seng during the day. While timezone was a consideration so was the size (I have only $20k or so to operate with).

I'm going to simulate for the first few months anyway so I have the option of playing around and finding something I think would suit me more in the initial stages of my scalping.


BTW which contract is STW?

[Kiwi]

STW is the Taiwan MSCI on SGX futures exchange with ib. It moves in $10 increments but with a little intelligence you can use 5 point stops so the risk is lower than hsi and not much worse than mhi (commission on stw is 4.90 round trip).

Yes you can do it all with ib. BUT. I don't know if ninja trader can use the true data. SC can but I don't know if ray has done this for nt.

[SILVERBACK101]

Hello

Can anyone suggest a good data feed for stocks and futures that does not throttle the data or aggregate ticks ?

[diablo272]

I've heard good things about DTN IQ Feed, but I have no experience with it.

http://www.dtniq.com/