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Tick-by-Tick Data - Equity Index Futures/Options (Monthly File)
Product Description:
Monthly file provides details of each transaction on all equity index futures and options traded on HKEX's Derivatives Market.
Data contents : transaction date/time, traded price and contract volume
Product coverage : All equity index products including Hang Seng Index Futures and options, etc.
The file is delivered early the following month.
Tick-by-Tick Data are provided in different formats for different periods. Please find details in the File Specifications below. The sample file provided is in the format as described in File Specification - Present and not applicable to the data files prior to January 2005.
Please also note that the data records for the period from November 2002 to December 2004 are not in time sequence. Interested parties before making subscription to this data product please pay attention to the above.
First Issue Date:
01-Nov-2002
Issue Basis:
Monthly
Subscription Basis:
Monthly
Unit Price:
HK$ 100 / Month
Discount Offers:
Bulk discount
15%
off
Delivery Method:
On-line Download
File Specification - Present (w.e.f. Mar 2020)
File Specification - Sep 2019 to Feb 2020
File Specification - Apr 2019 to Aug 2019
File Specification - Oct 2013 to Mar 2019
File Specification - January 2005 to October 2013
File Specification - November 2002 to December 2004
Sample File - Present (w.e.f. Mar 2020)
Sample File - Sep 2019 to Feb 2020
Sample File - Apr 2019 to Aug 2019
Sample File - Oct 2013 to Mar 2019
Subscription Details
From:
1
1
2
3
4
5
6
7
8
9
10
11
12
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
2025
(mm/yyyy)
No. of months subscribed:
No. of copies:
Delivery Method:
On-line Download