Historical SGX FTSE China A50 Index Intraday Futures Data (CN)

SGX FTSE China A50 Index Facts

The FTSE China A50 Index is the benchmark for accessing the China domestic market.

The FTSE China A50 Index is a free-float adjusted, liquidity-screened index. It is reviewed quarterly in March, June, September and December to ensure the index remains representative of the underlying China market. The index offers the optimal balance between representativeness and tradability for China’s A Share market. It can be used as the basis for on-exchange and OTC derivative products, mutual funds and ETFs.

Sources: FTSE Russell

Historical Intraday SGX FTSE China A50 Futures Data – Format Details

Portara provides SGX FTSE China A50 historical intraday futures for CTAs, hedge funds, portfolio managers, quants and traders and institutions.

SGX FTSE China A50 index 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 SGX FTSE China A50 index futures data as individual contracts or in a continuous form.

Continuous SGX FTSE China A50 futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each SGX FTSE China A50 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 standard SGX FTSE China A50 daily 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.

SGX FTSE China A50 index intraday 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 SGX FTSE China A50 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 SGX FTSE China A50 index tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download the tick data samples above. Our default format timestamp is to the millisecond. SGX FTSE China A50 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 SGX FTSE China A50 index trades only data to SGX FTSE China A50 level 1 tick data as they can vary by factors of 10 to 100 fold. 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 SGX FTSE China A50 futures 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:

• Historical Daily Data Download Table
• Historical Tick – Trades Only Data Download Table
• Historical Tick – Level 1 Data Download Table

To discuss historical SGX FTSE China A50 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.