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Historical Full Book - Derivatives Market (Non-SOM) (CSV Format)
Product Description:
Daily file provides information on every order and trade on all futures and options contracts except stock options in CSV format.
Data contents : reference data, order information (add order, modify order and delete order) and trade information (transaction time, traded price and quantity, etc. of new trade and trade cancellation)
Product coverage: All futures/options products traded on HKEX Derivatives Market except stock options
The file is normally available at around 02:30 p.m. after each trading day.
First Issue Date:
01-Dec-2014
Issue Basis:
Daily
Subscription Basis:
Monthly
Unit Price:
HK$ 1500 / Month
Discount Offers:
Bulk discount
15%
off
Delivery Method:
On-line Download
File Specification - (w.e.f. 02 Aug 2021)
File Specification - 06 May 2019 to 30 Jul 2021
File Specification - 16 Apr 2018 to 03 May 2019
File Specification - 16 Jan 2017 to 13 Apr 2018
File Specification - 01 Dec 2014 to 13 Jan 2017
Sample File - (w.e.f. 02 Aug 2021)
Sample File - Present (w.e.f. 06 May 2019)
Sample File - 16 Apr 2018 to 03 May 2019
Sample File - 16 Jan 2017 to 13 Apr 2018
Sample File - 01 Dec 2014 to 13 Jan 2017
Subscription Details
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Delivery Method:
On-line Download