Support Board
Date/Time: Tue, 04 Mar 2025 13:26:40 +0000
Continuous Contracts for Hong Kong Futures Exchange
View Count: 699
| [2021-12-13 05:16:49] |
| User686404 - Posts: 4 |
|
I want to be able to chart continuous futures contracts for Hang Seng futures on HKFE, is this currently possible? I'm currently with AMP Futures and get market data from CQG, and it does not support continuous contracts, and would like this feature. I can see that continuous futures contracts are possible with the Denali Exchange data feed, but it does not support the HKFE. I found HKFE under the Sierra Chart Exchange Data Feed, but I'm not quite clear whether this service supports continuous futures contracts? |
| [2021-12-13 15:19:16] |
| |
|
You just need to change your Sierra Chart Service Package to 10 or higher to be able to support Continuous Futures Contract charts when using CQG, using data from Sierra Chart. To change your Sierra Chart Service Package, select "Help >> Account Control Panel" on the Sierra Chart program menu. On the displayed webpage, click on the "Set Service Package for Renewal" link. Or go to this page: https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation You will need to login if you are not currently logged in. In the "Available Services >> Choose Usage Time Service Package" frame, select the Service Package that you want to set your account to. Press the "Set" button. The remaining service usage time on your account will be adjusted based upon the cost of the package you are changing to. If the new package is a higher-priced package, then the usage time will be reduced due to the higher price. There is no charge for changing your Sierra Chart service package. Only your Sierra Chart account usage time ending date is adjusted. When changing between Sierra Chart Service Packages, the usage time ending date on your Sierra Chart account is adjusted based upon the price differences between the package you are changing from and the package you are changing to. When changing to a higher priced package, your usage time ending date will be brought back closer in time. When changing to a lower-priced package, your usage time ending date will be brought forward further out in time. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-13 23:39:40] |
| User686404 - Posts: 4 |
|
I can see that Sierra Chart Service Packages 10 and higher all include Denali data feed, however the exchange that I want is Hong Kong Futures Exchange (HKFE) which is not supported by Denali. However I can see that HKFE is supported by Sierra Chart Exchange Data Feed. Therefore if I subscribed to Sierra Chart Service Packages 3 or 5, then activate the Sierra Chart Exchange Data Feed and then activate the exchange fee for HKFE, would I be able to get continuous futures contracts this way? |
| [2021-12-14 00:08:59] |
| User19165 - Posts: 346 |
|
You can create continuous contracts from HKex through the SC data feed but you will get incorrect backadjusting every rollover on the rollover day only. I have brought this up to SC staff but they just blame their own supplied data. As a result, they have unofficially stated they intend to remove this data feed offering (disappointing). I would have thought the continuous contract functionality was within SC and not restricted to data feed selection?? |
| [2021-12-14 00:24:05] |
| |
|
All you need is the Denali Exchange Data Feed because you just require Historical Daily data for Hong Kong futures? If you are not doing back adjusting and do not require the back adjustment to be correct at the day of rollover then this is a nonissue what is described in the prior post. We think the problem is the Historical Daily data is not up-to-date at the time of the rollover. There is no current data. So the prior days values are used for the back adjustment which then change the next day. And actually we verified now that this will actually be the case. But this is not something within our control. Ultimately it is exchange rules causing all of these issues unless we were to use the data feed open prices on the day of the rollover. We are thinking about that. That may be a good solution. What we intended to remove was the real-time Hong Kong futures data only but we told our data provider that, and they made an accommodation to us regarding this. So it will remain for the time being. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-12-14 00:26:35
|
| [2021-12-14 01:29:27] |
| User686404 - Posts: 4 |
|
I wanted to build a composite volume profile that would span a little longer than 1 month, but since the contract I'm trading expires every month, this is not possible on a non-continuous contract. And it is not desirable to have to restart the VP on a new contract every month. The issue above about data not being up to date for the day of the rollover isn't really a deal breaker for me, as it sounds like the data is re-adjusted to the correct values the following day. I would have preferred to use the real time intraday Hong Kong futures data to construct the VP, but it looks like you are in the process of removing this service now? As far as I know, volume profile requires intraday tick data in order to be displayed accurately. Is the Historical data service only for daily data or is there a way for me to get historical intraday tick data for Hong Kong futures? |
| [2021-12-14 02:41:26] |
| User19165 - Posts: 346 |
|
Wow, I finally understand what you are saying here. I had no idea that SC would not allow the building of continuous contracts via the chart settings when using CQG data. SC Staff previous comments about cancelling their HKex offering have already put into motion me opening a new CQG supported brokerage so I can continue to get HKex data. As a bonus I was intending to also get Nikkei225 data from OSE. Now it sounds like I won't be able to get a continuous contract going for both these exchanges via CQG? I don't see how the Denalli feed helps for these Asian exchanges. Why can't we just add tick data to our local database daily and specify a continuous contract in the chart settings? |
| [2021-12-14 15:35:59] |
| Sierra_Chart Engineering - Posts: 18641 |
|
I had no idea that SC would not allow the building of continuous contracts via the chart settings when using CQG data. Yes this is correct because CQG does not provide the necessary data for these types of charts. Although if you are using the Denali Exchange Data Feed / SC Exchange Data Feed when using CQG, the Historical Daily data will come from Sierra Chart sources and not CQG . So these types of charts are still possible to do when using CQG. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-12-14 15:36:44
|
| [2021-12-14 21:52:11] |
| User686404 - Posts: 4 |
|
Sorry but my questions in my last post were not answered. So are you in the process of removing real time HKFE data? And if I subscribe to Denali as you suggested, would I be able to get Historical intraday tick data for Hong Kong futures? Because I need this to construct the composite volume profile, as I have mentioned in my previous post. |
| [2021-12-15 01:32:46] |
| User19165 - Posts: 346 |
|
SC staff have only recently told me via this support board that CQG will give you the last 5 days of tick data, so again, I cannot see why the customer cannot maintain a local ticker database that is up to date (their responsibility) and then build a continuous contract from that. Using your current feed offerings as a solution is unreliable. 1) failure to support the HKFE offering. Remove the service / not remove the service. Not providing all the HKFE instruments. It is all too confusing for us traders. 2) no Nikkei 225 futures despite requests for years CQG has been recommended multiple times for people trading in Asia, but now it is starting to sound to me like Sierra charts may fail to function as I expected it should. It is extremely confusing. Maybe you will offer HKex and OSE into Denali feed? Far far more volume is going off on those exchanges than there is on FairX. |
| [2021-12-15 14:35:13] |
| |
|
The issue above about data not being up to date for the day of the rollover isn't really a deal breaker for me, as it sounds like the data is re-adjusted to the correct values the following day. This only is an issue, when using back adjusted contracts which we would not recommend. If you are using back adjusted contracts, reloading the chart the next day will correct the back adjustment.I would have preferred to use the real time intraday Hong Kong futures data to construct the VP, but it looks like you are in the process of removing this service now? The data feed will remain for the time being.Is the Historical data service only for daily data or is there a way for me to get historical intraday tick data for Hong Kong futures? You can get tick by tick data, for Hong Kong futures by using the Sierra Chart Exchange Data Feed:Sierra Chart Exchange Data Feed SC staff have only recently told me via this support board that CQG will give you the last 5 days of tick data, so again, I cannot see why the customer cannot maintain a local ticker database that is up to date (their responsibility) and then build a continuous contract from that.
We absolutely do not recommend using CQG data unless you have to! And you do not have to, for Hong Kong futures data. Maybe you will offer HKex and OSE into Denali feed? From our perspective we would never never never never do this. FairX is a new exchange, operating fairly and does not charge for market data. These other exchanges, are operating extremely unfairly and with a massive cost and support burden, and we will have nothing to do with them.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-12-15 14:39:40
|
To post a message in this thread, you need to log in with your Sierra Chart account: