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Hi Richard,
What's your recommendation on trading orderflow for HK HSI future contract? Coz IB doesn't really show in depth market details even for level 2 subscription. Is it still worth it trading by orderflow??
Hi Alan,
Sorry for missing this message! I have only looked briefly at HSI with full level 2 data and not yet sure if it is worth trading. Very thin and I need a lot more experience with it to comment better.
I get the data from AMP Futures who added the HSI a few months ago to their service. Quite good. IB is no use as you say, as only sampled data and useless for order flow.
I will get back onto HSI as soon as I can and see if I can help more with this.
HHI moves together with HSI, only ticks are cheaper. Don't know volume. I thought I read somewhere that level II was not correct.
