Historical Hang Seng Index Futures Data (HSI)

Hang Seng Index Futures Data (HSI)

Contract Specs:

Hang Seng Index (HSI)
Contract Size: HK$50 Hang Seng Index Points
Exchange: HKFE
Sector: Index
Tick Size: 1
Tick Value: 50 HKD
BPV: 50
Denomination: HKD
Decimal Place: 0

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1997 Oct 22 Current Download
Intraday: 2006 Nov 30 Current Download
Tick – Trades Only: 2006 Nov 30 Current Download
Tick – Level 1: 2006 Nov 30 Current Download

Hang Seng Index Facts

The Hang Seng Index is a market-cap weighted index which trades on the Hong Kong Exchange. The Hang Seng Index covers approximately 65% of hong kong’s total market-cap and tracks 50 companies.

Below is a small list of companies on the Hang Seng Index:

  • The Hong Kong and China Gas Company Limited
  • Xiaomi Corporation
  • Galaxy Entertainment Group Limited
  • China Resources Land Limited
  • AAC Technologies Holdings Inc
  • Hang Lung Properties Limited
  • CNOOC Limited
  • Techtronic Industries Company Limited
  • Li Ning Company Limited
  • CLP Holdings Limited

Sources: Investopedia, Yahoo Finance

Historical Hang Seng Index Futures Data – Format Details

Portara provides historical Hang Seng Index futures data to CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Hang Seng futures data can be split into three main headings:

  • Daily futures data – which includes either the last price or the settlement
  • Intraday futures data – which includes trade volume
  • Tick data – which can include the bid, ask and settle

You can purchase historical Hang Seng Index futures data as individual contracts or in a continuous form.

Continuous futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each Hang Seng Index futures contract based on volume, open interest, tick size and calendar date variations. Control delivery month combinations, timezone settings and timestamps that follow exchange or local time globally for any location.

Portara’s daily Hang Seng futures data is made up of five data points – open, high, low, last-price and settle. Simply choose to have the daily close based on the last price or the settle depending on whether you wish follow extended sessions or just the day session.

Portara’s intraday Hang Seng Index futures data is supplied as default in 1-minute bar. However, you may also choose other bar granularities such as 2 minute bar, 3 minute bar, 5 minute bar, 10 minute bar, 15 minute bar, 30 minute bar, hourly bar etc. You can also have us extract daily data straight from the intraday database. In this case, you would choose the session (even if you need to cross midnight) and we can supply the custom daily futures data between only between the custom session markers you choose.

Portara provides tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download Hang Seng Index sample data above. Our default format timestamp is to the millisecond. Tick data includes price, the trade volume, and other trade indicators such as bid, ask, trade and settle.

Remember to compare the file size of trades only data to level 1 tick data as they can vary by factors of 10 to 100 fold, file sizes can be found on the data tables. If you have questions simply email us and one of our technicians will guide you.

Updates

All of our historical data is updated on a daily basis four times per day at the end of the Asian, European, Early US and Globex session. Portara’s enterprise software solution provides timely updates to your data, along with compression, roll and custom formatting features on CQG deep history databases. Historical data updates are usually ready around half an hour after markets close. No exchange fees or other CQG products are necessary.

You can view other intraday symbols from the Historical Intraday Data Download Table. If you are looking for other historical data types such as daily or tick, you can visit the other download tables here:

To discuss historical Hang Seng Index futures data or if you have any other enquiry please reach out to us using the widget in the bottom corner or our contact page if you have visited us via mobile phone.