CSI has no SGX futures data 8/8/2011 2PM EDT, here's backup

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sluggo
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CSI has no SGX futures data 8/8/2011 2PM EDT, here's backup

Post by sluggo » Mon Aug 08, 2011 1:07 pm

If you are downloading CSI data in preparation for Tuesday's Open in the Asian markets, and if you aren't getting SGX futures data for Monday, then I'm in the same boat as you. The last day in my CSI data stream is Friday 8/5. Yet the SGX futures markets were open on Monday 8/8. I had a couple orders and they were filled.

Luckily the exchange itself gives out the daily OHLC. Here's a link: http://www.sgx.com/wps/portal/sgxweb/ho ... es/futures

Yes it certainly is a PITA to manually edit the ASCII price files, and put in the data that CSI hasn't delivered. But it beats doing nothing at all!

Note: Tuesday (not Monday) is a SGX holiday. So you don't need SGX prices to prepare ORDERS. However you do need SGX prices to estimate your current P&L and your current equity, to size positions in the other markets that are open on Tuesday.

rhc
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Post by rhc » Mon Aug 08, 2011 11:12 pm

It’s now a few hours after the Singapore open (9th Aug.2011) & I have just downloaded yesterday’s data and can confirm that I have SGX data for the 8th Aug. 2011
Perhaps it was delayed due to the mayhem experienced on world markets yesterday.
Who can know ?
Of course this doesn’t help you since you needed this information before the Asian open.

f.w.i.w., I just checked my trading account and it appears that there is some activity in some SGX contracts.
Upon checking the SGX trading calendar at sgx.com, it seems that some SGX contracts are open on this 'National Day' public holiday but others are not.
Yes, it’s confusing.

sluggo
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Post by sluggo » Tue Aug 09, 2011 11:14 am

Even SSG (CSI number 539)? On Tuesday morning at 1110AM EDT I still don't see any data for Monday 8/8. I did a refresh, a download, a Replace Fact Files, and all the traditional voodoo.
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SFE_futures_Tues_1110AM_EDT.png
SFE_futures_Tues_1110AM_EDT.png (49.53 KiB) Viewed 2299 times

rhc
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Post by rhc » Tue Aug 09, 2011 4:34 pm

I had a look at what was downloaded yesterday and it appears that SSG data for Monday 8th was included in that download.
I should mention that I'm not using CSI, but that shouldn't matter since all data services get their figures from the same source . . . . CSI delayed perhaps?
Anyway here is what I see for SSG;
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