FKLI & FCPO 数据 (Tick Data)

CYLEE

这个是一分钟的 ！

以上的资料，申请NEXTVIEW就有！

要申请的话，我认识KL的SALES老大，可以算便宜！

futuresdata

我有 FKLI, FKLI-CS & FCPO, FCPO-CS 的 tick-by-tick data.
它像下面这样子的。

Date/Time FKLI.SP Lot  Bid
--------- ------- ---  ---
08:45:02  1461.0    6  Sell
08:45:02  1461.0    2  Sell
08:45:07  1461.5    4  Buy
08:45:53  1461.0    1  Sell
08:46:04  1462.0    3  Buy

谁有兴趣,请email FuturesData@Yahoo.Com

小小星星

FCPO有很大的机会上升大概有200点的空间....
现在因为横摆向上明天有戏看了....

CYLEE

要这个做么？

futuresdata

It is raw data of every transactions of the day. You can use it to do detail analysis.
For example, you can compile it into per minute data (in the End Of Minute,EOM format of Time,Open,High,Low,Close,Volume) and do backtest on it. (Especially for intra-day trading.)

In fact, I do have a program to convert this data into End Of Minute(EOM) data -->  1,5,10,15,20,25,30....minutes. I also use it to analyse and backtest some of my trading setup/plan.
----------------------------------------------------------
Sorry! Not in Chinese as I "Copy & Paste" from my Yahoo's mail replied to someone who email to me.
----------------------------------------------------------

qweeer

你是卖数据,还是分享数据?

futuresdata

Please refer below mail I replied to someone contact me via eamil.
-----------------------------------------------------------------------------------
Thanks for your interest and email.
I try to share these data mainly due to below reasons.
It is not easy to get these types of data but it is useful for back-test and analysis.   
-- We can get End Of Day, EOD data but not the tick data as well as x-interval minutes of data for  FUTURES(FKLI,FCPO & etc).
One of the possible way to get its via subscription to BURSA or specified agent such as NextView & etc.
But the cost is very high and data presented may not be in the form that can be use for back test. -- Just for viewing.

I found a way to compile these tick data with very minumun cost and high accuracy but it is stil time consuming to do so. -- It took me few hours to compile 1 day data. I had started this since 10-October-08 but miss some days data due to unavaiability of myself or systsm data.

I am thinking to pay someone to do this task and generating the output for us. Overall, the cost should be much cheaper than subscription to BURSA or others. As a result, I would like to invitate more traders like you who are interested on these data and to share out the cost of operation. In long run, this can be work if the response is good and overall collection of fees is sufficient to cope with the operation cost. So far, I get some response from your forum and others forum too.

While waiting others to decide the cost/fee to be paid. Meanwhile, I will send you some historical data for your personal use. As you know, selling KLSE data are subject to registeration and subscription to BURSA for authorisation in order for distribution.

By the way, which data scope are you interested with ?
Hereby attached with the 1st day, 10-Oct-2008 FKLI & FCPO data in Excel format.

Keep in touch.
--------------------------------------------------------------------------------------
18-Dec-2008

futuresdata

So far I get some feedback from you all on share this data and operation cost. Thank you for your interest and feedback.

谁有兴趣,请email我 before 31-Dec-08 as I have to decise based on your response. -- I will update the response group the result then.

Merry Christmas & Happy new Year!

futuresdata

Happy New Year!
Due to less response, the initial proposal to have share cost/data by paying someone to compile it seem is not feasible to be implemented. Anywhere, thanks for those responded to my email. As a token of appreciation, I had sent you one full month of FKLI Dec-08 (Spot Month) data for your personal reference.
Bye!

futuresdata

大家好，元宵节快乐！
Lately I had received few forumers email me to request about this Tick Data.
-- Mainly form this CARI forum and BizFun forum as below link : http://www.bizfun.cc/forum/index.php/topic,1540.0.html

I may reconsider the initial plan of "sharing" data & cost if it is feasible to be implemented.
Thank you for your interest and support.
请保持联络。谢谢！