Support Board
Date/Time: Wed, 25 Jun 2025 22:18:46 +0000
Post From: Continuous Contracts for Hong Kong Futures Exchange
| [2021-12-14 01:29:27] |
| User686404 - Posts: 4 |
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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? |