Kospi trading and data

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rossw
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Kospi trading and data

Postby rossw » 03 Feb 2014

Hi,

Does anyone here trade the Kospi futures? I'm just getting setup and part of that setup is choosing a data provider and chasing down some historical data. From what I can see so far its a choice between esignal and cqg (if this AMP account works out), as not a lot of data providers cover Korea.

I'm looking for a source for around 6months of historical tick data to build some range charts for backtesting. If anyone knows of a source (apart from CQG data factory), or is willing to share there's please let me know.

cheers,
Ross

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Henry MultiСharts
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Re: Kospi trading and data

Postby Henry MultiСharts » 05 Feb 2014

Hello Ross,

The amount of data supplied by each data vendor can be found at this page.

rossw
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Re: Kospi trading and data

Postby rossw » 18 Feb 2014

Just to follow up on what I have found so far

I'm getting historical data from a provider in Korea
http://investware.mireene.com./eng/company.htm

CQG data factory also has data but seems to consolidate it to the nearest minute, not truly tick by tick

I'm getting live data from esignal (28/month + all other esignal fees) and using IB to trade

That should pretty much cover it..


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