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