engtraderfx
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SPI200 Futures
Hi, looking at market options, since in Aus just interested if anyone has tried ASX SPI futures with GSB? Does it work in similar way using Futures
day session & cash data as 2nd data?
Also where would i get hold of asx data? SPI intraday history doesn't seem available in say IQfeed.
Thanks, Dave
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admin
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Hi David
I havnt tried it, but I will ask Halifax as they likely would know. Cash as data2 is a good diea, though its not always essential. Depends on the
market.
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andrew.gibbs777
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SPI is a gappy market and strategies that are setup following a gap tend to be ok, but I think these would need to be added as filters before a
reasonable system could be generated. I have run GSB on SPI using Multicharts a few times but quite poor results thus far, and I didn't spend much
time on it.
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engtraderfx
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Thanks for feedback Andrew, was just interested if worth looking into. I don't have data anyway at this stage.
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engtraderfx
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update...had a closer look at IQFeed, sorry it does provide ability to feed futures data from SFE. Something to consider if interested in asx
futures.
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