Hi,

I am having some difficulty getting reliable unfiltered data into Ninjatrader for HSI off the HKFE. I've investigated a number of avenues and there is no stand alone data provider to my knowledge that offers unfiltered tick data except Esignal who don't offer level 2.

There appears to be a number of brokers in Asia offering access to HSI through CQG.

Questions;
1. Is it possible to use CQG as the execution platform and use Ninjatrader as the charting package? I would happily use Ninjatrader for execution however they will only allow certain brokers (none in Asia which support HSI which is frustrating). My licence is after the cut off i.e. is not "Grandfathered".
2. If it is possible to use CQG for execution and Ninjatrader for charting would Ninjatrader show the trades in chart trader through the connection?
3. Would the CQG API solve my issue?
4. Does anyone else have any other suggestions?

The reason for being stubborn in using Ninjatrader is I have a reconstructued tape indicator with NT which aggregates the orders into the T&S (so it shows market orders not resting orders being executed) and also marks the chart with the trade sizes (for big trades) so unfiltered tick data is a must. I havn't been able to find such an indicator or any other platform that offers HKFE.

Thanks for help in advance.

samsupertrader 

Hi, I am having some difficulty getting reliable unfiltered data into Ninjatrader for HSI off the HKFE. I've investigated a number of avenues and there is no stand alone data provider to my knowledge that offers unfiltered tick data except Esignal who don't offer level 2. There appears to be a number of brokers in Asia offering access to HSI through CQG. Questions; 1. Is it possible to use CQG as the execution platform and use Ninjatrader as the charting package? I would happily use Ninjatrader for execution however they will only allow certain brokers (none in Asia which support HSI which is frustrating). My licence is after the cut off i.e. is not "Grandfathered". 2. If it is possible to use CQG for execution and Ninjatrader for charting would Ninjatrader show the trades in chart trader through the connection? 3. Would the CQG API solve my issue? 4. Does anyone else have any other suggestions? The reason for being stubborn in using Ninjatrader is I have a reconstructued tape indicator with NT which aggregates the orders into the T&S (so it shows market orders not resting orders being executed) and also marks the chart with the trade sizes (for big trades) so unfiltered tick data is a must. I havn't been able to find such an indicator or any other platform that offers HKFE. Thanks for help in advance.

If tick data is what you're after and you want to see your trades on NT rather than CQG, why not get a Continuum data connection for NT? Continuum is owned by CQG and delivers unfiltered data. You can have it for NinjaTrader.

EDIT: I've just re-read your question and I may have missed off that you're looking to trade Asian markets, in which case my earlier answer probably does not apply, sorry.

No worries. I've basically given up as I don't think there is an answer.

I've got Esignal data and no level 2 but it's not the end of the world. Esignal a total rip off imho.

I'd much rather IQfeed or Continuum. I will wait patiently till they come to this area for NT.