Mini Nikkei Futures?

[Soultrader 12]

Does anyone have access to mini Nikkei futures data? Unfortunately Tradestation does not provide this data. I am looking to obtain a snapshot of a weekly, daily, 30min, 5min, and 30min market profile chart (approx 10 days back) of the mini Nikkei. Any help would be appreciated. Thanks

[notouch 10]

IB provides the data but you need to subscribe to the Osaka Securities Exchange for about $10 a month. I don't subscribe any more. I have eSignal 15 minute data is a .csv file for the full-sized Nikkei between 24/10/06 and 15/01/07 if that's any interest to you. The full sized and the mini have practically identical data as they're both electronic contracts.

[Soultrader 12]

Thanks notouch. Ido need the recent data for the nikkei Do you happen to have access to the open, high, low, close prices?

[notouch 10]

You can get a week of historical data from IB by downloading their TWS software and using the username edemo and the password demouser. Symbol for mini Nikkei is N225M.

[Soultrader 12]

Do you know the big Nikkei Futures symbol as well? I cant get any other data besides the US futures but the Level 1 is showing quotes. It wont let me search as well. Thanks

[nosast 10]

Here are the symbols for nikkei futures at IB. You can search the symbols here: Contract Information Center

 

N225 NIKKEI 225 (JNIM7) (Exp: 20070608)

N225M NIKKEI 225 MINI (JNMM7) (Exp: 20070608)

[Soultrader 12]

Unfortunately the demo account will only go back to up to a week. If possible, I would like to see a daily and weekly chart for both the N225 and N225M. Thanks

[notouch 10]

For daily and weekly charts you might just want to look at the cash index.

 

$NIKK - SharpCharts 2 from StockCharts.com

[nosast 10]

Maybe you find them here: futuresource.com | Futures & Commodities Quotes

[Guest cooter]

Maybe you find them here: futuresource.com | Futures & Commodities Quotes

 

Good one, nosast. And since futuresource.com is now part of the same company as eSignal, these feeds should be available through them.

 

Soul, you might want to check with your contact at eSignal, since you have a discount available for us.

[notouch 10]

That website appears only to have the out-of-hours Nikkei futures offered by the CME and SGX. The only Nikkei contract really worth trading is the one offered by the Osaka Securities Exchange (OSE).

[momentom 10]

notouch, what happened to the simex nikkei futures I used to trade from Australia?

 

What are the daily volumes of the OSE contract?

[notouch 10]

I don't know about the simex contract but the OSE contract has very high daily volume - comparable to ES.

[Soultrader 12]

The mini Nikkei traded at the OSE is alot more liquid compared to the Simex. The Simex is handy though to look at market action premarket before the Osaka Exchange opens and during the lunch hours when the OSE halts.

[momentom 10]

Thanks. Just had a look at IB which was no help on volume and I only found the japanese version of the OSE page so far

[notouch 10]

You need to add OSE to your data subscriptions. It's about $10. N225M is the IB symbol for the mini Nikkei. Just google Osaka Securities Exchange for the English website.

[albatross 10]

http://www.ose.or.jp/e/news/0705/070501a.pdf

 

The mini nikkei has average daily trading volume of 151000 units. Not sure if a unit is equivalent to a north american contract.

[Guest cooter]

Decent size. Around your YM or ER2 volume, no?

[MidKnight 12]

Does anyone have access to mini Nikkei futures data? Unfortunately Tradestation does not provide this data. I am looking to obtain a snapshot of a weekly, daily, 30min, 5min, and 30min market profile chart (approx 10 days back) of the mini Nikkei. Any help would be appreciated. Thanks

 

Hi SoulTrader,

 

I have been trading the Nikkei225 for a while now. Started with the singapore contract but now use the mini. I'm charting the Singapore contract (because I'm with DTN IQFeed who only offer Singapore for Asian markets) and trading the mini. Works great!

 

Best regards,

MK

[MidKnight 12]

The mini Nikkei traded at the OSE is alot more liquid compared to the Simex. The Simex is handy though to look at market action premarket before the Osaka Exchange opens and during the lunch hours when the OSE halts.

 

That is true Soultrader, is does about 1/2 of the mini volumes on a daily basis. But you must remember, it is worth 5 times the value....Great points on pre-market trading, very useful indeed.

 

Best regards,

MK

[deddy 10]

Hi SoulTrader,

 

I have been trading the Nikkei225 for a while now. Started with the singapore contract but now use the mini. I'm charting the Singapore contract (because I'm with DTN IQFeed who only offer Singapore for Asian markets) and trading the mini. Works great!

 

Best regards,

MK

 

Hi MidKnight..

what is your broker that your trading Nikkei for a while now.?

Could you give me the link ?, or more informations on that broker just like a what kind a trading platform, etc or maybe more others stock indeks available on there?

i'd like to open real acc to trade nikkei indeks, Mini Acc for a while, i'm looking for the broker

 

Thanks and Regard,

[darthtrader 10]

I'm interested in this too.

It looks like the mini nikkei moves in 500 yen tick sizes so thats about 5 bucks USD a point?

Soultrader did you ever get a market profile snapshot? I think if you got the data from IB you could use ninja trader and that MP addon reaver mentioned in his thread in the beginner forum to get the profile.

I guess tradestation is out though if you want to trade the mini?

Maybe IB, multicharts for all the easy language stuff, ninja with the MP addon...I don't know. That much stuff going might get hairy.

[mezameo 10]

I came across this broker in Japan for trading mini nikkei futures. Commissons are dirt cheap. Anyone care to shed light on this? I'm based in Vietnam so instead of trading the US sessions it would be wonderful to keep normal hours and shift my trading to the morning rather than the late late evening.

 

http://pr.gmo.jp/en/article/20070522_62.html?ref=%2Fen%2F%3Foffset%3D60

[Soultrader 12]

I came across this broker in Japan for trading mini nikkei futures. Commissons are dirt cheap. Anyone care to shed light on this? I'm based in Vietnam so instead of trading the US sessions it would be wonderful to keep normal hours and shift my trading to the morning rather than the late late evening.

 

http://pr.gmo.jp/en/article/20070522_62.html?ref=%2Fen%2F%3Foffset%3D60

 

Do you know anything about the Nikkei? It is a completely diffferent market if you are used to the US. Also those commision rates are pretty much standard right now, some brokers go as low as 80yen rt. (approx 75 cents)

 

With the rates shown in the link, you should save the trouble and just open an account with IB. They offer similar rates. Most Japanese firms will be distratrous when trying to communicate in english.

[mezameo 10]

Do you know anything about the Nikkei? It is a completely diffferent market if you are used to the US. Also those commision rates are pretty much standard right now, some brokers go as low as 80yen rt. (approx 75 cents)

 

With the rates shown in the link, you should save the trouble and just open an account with IB. They offer similar rates. Most Japanese firms will be distratrous when trying to communicate in english.

 

 

I'm not sure if you are taking a shot by asking if I know anything about the Nikkei. I'll choose to take the side of diplomacy and say "yes," a thing or two about it =)

 

The main thing I was interested in knowing was the behavior of the mini futures contract and the rates (which you mentioned already).

 

"mezarrashi" meo