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trading data

SFE SPI  -  LIVE PRICES


There has been an upsurge in the number of visitors looking for free spi200 data.
Unfortunately the data industry doesn't publicise itself very well.

This web-page was first published in 2003, then archived and discontinued in 2005.
Now republished and updated October 2008.

We are not a data vendor. The following details are what we know of at this time. Not necessarily a complete picture. Hope it provides a guide on which to base your search. If you know of any further vendors let us know.


There are many

  • data formats
  • delivery mechanisms
  • data contents


  • user requirements can vary widely.
    Ranging from keeping informed of current prices, through to processing data into a dynamic spread-sheet, or continuous analysis using customised applications.

    data content and formats do vary widely.
    Ranging from straight-through commercial full service, unfiltered, high-speed, to moderately filtered, to truncated, to prices only without volume, or market depth, or course-of-sales. The most suitable service will depend on your requirements.


    real-time live SFE spi200 data vendors

    a 2010 list of independent, non-broker, non-affiliated, data vendors from the ASE.

    vendor streaming cost pm
    3MarketStream
    AAP
    Bloomberg
    BourseData
    CQG
    eSignal
    Fairfax Media
    Interactive Data
    IRESS Technology
    Market Analyst
    MarketSource
    Paritech
    Reuters
    Telekurs Financial
    Thomson Financial
    Townsend Analytics



















    $130

    $250


    $1000






    $45

    note the above list contains independent data-vendors only. extracted from

    complete sfe vendors guide

    Many participating and introducing futures brokers, for a nominal monthly fee, provide real-time streaming data, plus market-depth, as an integral part of their software trading platforms. You need to be a client.

    SFE Futures historical data

    Between January 1995 - March 2005 there were no sources of free historical data.
    The following are authorised sfe data vendors located at SFE.com.au

    March 2005 free historical data becomes available directly from the SFE. Again.

    The history of historical SFE data.
    1990 end-of-day prices and daily tick data available free from SFE web-site.
    1995 download service discontinued, replaced by fee based disk-only service
    2000 disk-only service discontinued. All enquiries to registered data vendors.
    2005 SFE introduces a free CD-Rom full service of free historical data.


    on any of the following payment options
    click the "return to camron" button in the middle of the receipt page
    to proceed to the selected information page


    SFE Futures - live spi data - FREE (a)

    SFE-ASE 15 minute delayed SFE Prices



    SFE Futures - live streaming spi data - FREE (b)

    Live SPI prices, No delay. Instant.
    Futures broker supplied service
    Bid, Ask, volume, last sale, plus market depth
    non-contract service. Data fees rebated when activity level reached.
    Details of source and location can be obtained here for $25.


    SFE Futures - live streaming spi data - FREE (c)

    Live streaming prices only.
    Last sale price
    No Volume, No Bid, No ask
    No market depth
    Approx 5 second delay.
    Available on web.
    Non-contract service. Registration required.
    Details of source and location can be obtained here for $25.


    SFE Futures - live streaming spi data - FREE (d)

    Market Bid and Ask prices only.
    No sales No volume.
    No market depth
    Approx 1 second delay.
    Available on web.
    No registration.

    cancelled November 2008 - they've changed it already.


    ASX cash Indexes - live streaming - FREE

    Trading without watching the cash is like trading with one hand tied behind your back.
    For traders who understand the relationship between futures and underlying cash index.
    FREE real-time prices for asx20, asx200, asx500 indexes can be obtained.
    Details of source, location, and how, can be obtained here for $25.

    The data provider has discontinued this service - as fast as they appear they disappear



    SFE Futures live streaming data

    The solutions offered in this site are designed to run on a high-speed stand-alone untied data stream. One remaining service of its kind in Australia, is a special stand-alone service. Open ascii format. Independant of any other application. Not tied to any trading platform. Suitable for anyone wishing to test their methods in a real time environment.

    Includes SFE Futures PLUS SPI preopen pricing.

    Lowest cost, open access, open format, streaming data available. Ascii format.
    Save your own historical data.
    Do your own analysis, development and testing.
    Data delivered by TCP and captured to your disk for immediate and subsequent use.


    First published 2003
    Updated 2008




    london calling



    from a UK trader searching for a data feed



    Here's a summary of the difficulty I had trying to locate an un-filtered data feed for the FTSE100/LIFFE (FT100, FT 100) futures with the Pre-open.

    I called countless companies in the UK, US, and Europe. I started the conversation by stating that I was looking for an un-filtered feed providing the Pre-Open Auction, however each time I was asked whether I was an institution or a private investor. The moment these companies found out I was a private investor, my details were politely taken and the call ended with the promise someone would call back. On the few occasions someone did call me back, I was given the standard retail-sales-script only to find the retail products they offered didn't have the functionality required.

    It took three days before I managed to get hold of someone who was aware of what I was referring to and who gave me a steer in the right direction. The chap I spoke to was from BT Radianz. I believe they are responsible for the main Data Centres used by the exchanges. Eventually after eliminating two of the three hopeful's given, I finally found one.

    They provide an unfiltered feed, however even with the feed the Pre-Open auction is not visible after the market opens. It disappears. There is no evidence of it after the open. You have to be monitoring it before the open to see the Auction process you describe.

    You have to wonder why it took four days to track this down, and why none of the popular retail feeds provide this information.

    1 May 2009



    I now have the Pre-Market data for the FTSE and LIFFE.

    This morning the FTSE opened, then traded slightly below the Pre-Open low, then reversed, trading straight up to the Pre-Open-High and pre-determined Control Zone before reversing again. It's now bouncing within the Pre-Open range. Amazing stuff. This gives a structure that was invisible before.

    8 May 2009


    most retail data-feeds are pre-processed

    The subtext of the above search is most retail data-feeds are filtered and pre-processed. Data vendors cut their data-feeds to a bare-bones minimum usually for reasons of bandwidth. The conundrum is data-vendors are deciding what is important without notifying the retail-lone-trader the options.



    bandwidth

    The significance of "bandwidth" in relation to market-data is discussed in Market-Maker privileges

    Bandwidth and data speeds are critical issues. There are a number of "trading rooms" providing maximum infrastructure for professional "locals" who are able to exploit such advantages, such as HFT or High-Frequency-Trading.



    First published 2009


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