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Date/Time: Fri, 19 Apr 2024 10:41:49 +0000



HKFE Data

View Count: 5498

[2016-07-05 07:38:53]
User513662 - Posts: 90
Hi,

Recently on Futures.io a support person from Sierra Chart indicated that it is a possibility that within the next few months you potentially would be expanding your market data service to include HKFE (and HSI).

Would it be possible to understand;
- will the service include level 2 (depth of market)?
- is the data unfiltered?
- how the data would be routed and to where. I live in Australia and (begrudgingly) am using Esignal data as they are currently the only independent unfiltered data provider available to retail traders. Currently the data goes from Hong Kong to a server in either the east or west coast USA (depending on load) and then back to Australia. I would be interested to know where Sierra Charts potential service would be routed and if that route was consistent.

Many thanks for your advice.
[2016-07-05 07:48:31]
Sierra Chart Engineering - Posts: 104368
Most likely market depth data will be provided.
The data will be unfiltered
The data will be routed through Chicago. There currently is not anything better we can do with that at this time due to legal reasons. the latency probably would be around a half a second but we will know better later on.

If you knew how difficult it is to get data from HKFE, you would realize the tremendous difficulty of something like this.
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
[2016-07-05 07:52:57]
Sierra Chart Engineering - Posts: 104368
But the latency potentially could be more than half second. It is hard to say at this time because it has to be tested and verified. What we can say is to achieve ultralow latency is expensive.

And it is the policies of exchanges, which make all of this extremely frustrating. The word is HKFE is very difficult to work with.
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: 2016-07-05 07:54:22
[2016-07-05 09:43:36]
User513662 - Posts: 90
Thanks for the update and clarification. Appreciate your efforts in potentially getting this available as I'm sure there are plenty of eager people in this region looking for alternatives to what there is currently available.
[2016-07-09 22:12:58]
Sierra Chart Engineering - Posts: 104368
1. The data feed cannot be used with ninja trader unless they add support for the DTC Protocol:
http://dtcprotocol.org

2. Yes.

3. No we have no means to reliably keep track of this. It is best to check back with us in about two months.

We also need to make it clear that if you are in Hong Kong, China or Macau, due to agreements, this data feed will only be available through an affiliate according to their terms. More details will come later on this.

We also want to make it clear, until this data feed becomes available there is no guarantee it will be available. And as we said, there is the condition regarding Hong Kong, China, and Macau.
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
[2016-08-31 11:12:04]
User695394 - Posts: 1
Hi I am interested in using sierra chart with Hang Seng futures data. I have contacted CQG directly which has the HSI datafeed. However they ask me to contact you to purchase a subscription for the HSI data. Are you able to provide me with the HSI datafeed to connect to Sierra Chart. I live in Singapore
[2016-08-31 17:16:32]
Sierra Chart Engineering - Posts: 104368
Hong Kong futures exchange data will become available in about two days with the Sierra Chart Exchange Data Feed:

http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php
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
[2016-09-07 03:01:31]
RichardHK - Posts: 2
>>We also need to make it clear that if you are in Hong Kong, China or Macau, due to agreements, this data feed will only be available through an affiliate according to their terms. More details will come later on this.<<

Any news on the HKFE data availability? And on the Hong Kong trader affiliate issue that may kill it for me. :(
[2016-09-07 04:11:16]
Sierra Chart Engineering - Posts: 104368
The Hong Kong futures data is now a supported exchange with the Sierra Chart Exchange Data Feed.

The affiliate that this is made available through is: www.rc3200.com. Telephone: 852-91797856

Let them know you have been referred by Sierra Chart.
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: 2016-09-07 05:06:44
[2016-09-07 04:22:42]
RichardHK - Posts: 2
Thanks for your very quick response. Much appreciated.

Update: I have talked with your Hong Kong exclusive rep and dismayed to find that he only releases your data feed to his own trading students. This effectively limits your data feed to an insignificant number of traders in Hong Kong and is very counter-productive to your growth here. He tells me the same exclusivity applies to China and Macau. Really?

So no need now for me to activate my account and market data. Sad.

Not sure what your marketing side is thinking here. Do they not know how big the China market is?
Date Time Of Last Edit: 2016-09-07 08:03:06
[2016-09-28 02:07:20]
User88 - Posts: 40
1. is historical tick-by-tick data provided by this service?
2. how many years of historical intraday data can be downloaded?

Thanks.
[2016-09-28 03:41:21]
Sierra Chart Engineering - Posts: 104368
1. Yes historical tick by tick data from the Hong Kong futures exchange is provided.

2. Currently just about three months, but that is going to be expanded to a little more than three years for the HSI specifically. This should be done sometime by the end of next week.
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
[2016-10-16 02:36:35]
User88 - Posts: 40
1. has the backfill been expanded to three years?

2. is there a way for me to check latency to SC server for HKFE feed?

Thanks
[2016-10-16 03:00:49]
Sierra Chart Engineering - Posts: 104368
1. We hope it will be this week.

2. Yes. Ping DS1.SierraCharts.com
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

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