I've searched the DTN mktsymbols.txt file to no avail. I cannot find the following indices:

Australia All Ordinaries Index
China Shanghai Composite Index
Hong Kong Hang Seng Index
Israel TA-100 Index
Jakarta Composite Index
Malaysia KLSE Composite Index
New Zealand 50 Index
Philippines PSE Composite Index
Russia Moscow Times Index
South Korea Seoul Composite Index
Spain IBEX 35 Index

Can someone from DTN please tell me if the above are available?

Also, I *did* manage to find what I think are matching symbols for the following:

France CAC-40 Index (MT#)
Germany DAX Index (XG#)
Japan Nikkei 225 Index (NK#)
Singapore Straits Times Index (SS#)
Taiwan Weighted Index (TW#)

Can someone from DTN please tell me if the symbols I found are correct for the indices I described?

Thank you...
Edited by Lewcifer on Mar 5, 2007 at 05:43 PM

Hello,

I have added the symbols in the same format you have already used. If I was unable to find anything I marked them as No Results.

Let me know if I can do anything else to help.

Australia All Ordinaries Index(SYDI.X)
China Shanghai Composite Index(No Results)
Hong Kong Hang Seng Index(HKHI.X)
Israel TA-100 Index(No Results)
Jakarta Composite Index(JAK.X)
Malaysia KLSE Composite Index(No Results)
New Zealand 50 Index(No Results)
Philippines PSE Composite Index (No Results)
Russia Moscow Times Index(No Results)
South Korea Seoul Composite Index(No Results)
Spain IBEX 35 Index(MADR.X)
France CAC-40 Index (MT#)
Germany DAX Index (XG#)

Japan Nikkei 225 Index (NK#)the symbol you have listed is for the CME exchange, the one for the Singapore exchange would be NNH7

Singapore Straits Times Index (SS#)
Taiwan Weighted Index (TW#)

Any chance of DTN appealing to world markets on a scale like the initial poster listed? eSignal are the only choice for this segment of the market right now. Furthermore, why do you have cash indexes for Aussie All Ords, Hang Seng, and Jakarta but not for the Nikkei 225 in Osaka? C'mon guys, Jakarta??... Nikkei is the largest volume futures market in the Asian market (aside from the Kospi 200 which USA people cannot trade), why no cash data for this? Would be a logical, and great addition.

Best regards,
MK

Furthermore - where is this list the initial poster (and Tim) speak of. I see no mention of world indicies in the dtniq.com symbol guide.

Kind regards,
MK

Tim - Thank you for the quick response, and for filling in the blanks for me. I too am puzzled by some of DTN's exclusions (and inclusions, for that matter). With the recent meltdown of the Shanghai Stock Index leading to a setback in our own markets, perhaps you could convince someone at DTN that this would be an important addition.

Again, thank you!

All of the symbols I found were located within the symbol guide on the www.iqfeed.net website. I found the ones I was able to by searching for the name within "all symbols" or within the sub group "indicies" if the list returned was too long. There is not a list of all world indices anywhere at this time.

I will certainly add requests for the symbols to be added to the datafeed for you.

I wanted to verify with you on the following symbols that you have here;
France CAC-40 Index (MT#)
Germany DAX Index (XG#)
Japan Nikkei 225 Index (NK#)
Singapore Straits Times Index (SS#)
Taiwan Weighted Index (TW#)

These are all futures, on the indicies, the actual index symbols are
France CAC-40 Index (MT#) CAC.X
Germany DAX Index (XG#) DAX.X
Japan Nikkei 225 Index (NK#) NIK.X
Singapore Straits Times Index (SS#) STRI.X
Taiwan Weighted Index (TW#) TAI.X

After rethinking your original post I am thinking these are probably more so what you are looking for. Many of these indicies (And the ones I gave you yesterday) are held by exchanges that we do not currently subscribe to; therefore you will find historical data (D/W/M), but not intraday, just a point to keep in mind.
Edited by DTN_Tim Walter on Mar 7, 2007 at 08:21 AM

Tim - Per the symbol guide web page, I downloaded the mktsymbols.txt file only to find it is incomplete. Even things like the VIX.XO are not listed in it anywhere! Try it yourself... yet the site says the file was recently updated!

Thank you for your clarification on the indices vs futures. Based on that, let me formulate a new statement and ask a question...

At this point, my goal is to find an index/statistic that moves with the particular foreign markets that I asked about, and that updates intra-day (not just daily). As long as the symbol/derivative tracks the market in question, my need is fulfilled.

So, my question is... are the futures for those indices intra-day? Do you have any symbol that tracks these intra-day, during their (that country's) trading (both day/nite, as applicable) hours? For example, NN# seems to be particularly nice (versus the NK# you mentioned).

Thanks...
Edited by Lewcifer on Mar 7, 2007 at 01:59 PM
Edited by Lewcifer on Mar 7, 2007 at 01:59 PM

I tried downloading the mktsymbols file and I opened it within notebook and did a find for VIX.XO and this was where it went to. I would check the properties of the file to be sure it was last updated today.

VIVI VIVA INTERNATIONAL INC OTCBB
VIVIX VANGUARD INDEX TR VANGUARD VALUE INDX FD INSTL SHR NASDAQ
VIVMF VIVIMED LABS LTD OTC
VIVO MERIDIAN BIOSCIENCES INC NMS
VIX.XO CBOE VOLATILITY INDEX (S&P 500) DTN
VIX_BB VIX FEB 2008 C 10.0 OPRA
VIX_BC VIX FEB 2008 C 15.0 OPRA
VIX_BD VIX FEB 2008 C 20.0 OPRA
VIX_BE VIX FEB 2008 C 25.0 OPRA

Any futures data we provide will have intraday data with it, so the short answer is yes and those that you found are traded on the exchanges listed below.
France CAC-40 Index (MT#) -->EuroNext
Germany DAX Index (XG#) -->Eurex
Japan Nikkei 225 Index (NK#) --> CME (NN#)-->SGX
Singapore Straits Times Index (SS#) -->SGX
Taiwan Weighted Index (TW#) -->SGX

I did not see any corresponding futures for the other items on your list.


Tim

Hi Lewcifer,

I'll tell you why the NK looks like crap. It is an afterhours market. The NK chart does NOT represent anything remotely close to the day session in Osaka. If you want to track the Nikkei, stay away from the CME data, its garbage IMHO. SGX data is a close proxy, but of course the best would be data from Osaka. I wish DTN would add both Osaka and HKFE exchanges and take away some of esignals ironfist on that market segment.

Best regards,
MK

Right now, we don't have the feeds coming in, so it isn't something we can do quickly. However, your (and other) requests are noted and it is in front of Product Management to make a determination if the acquisition costs will be justified. I am hopeful we can get it on the to-do list.

---

Jay Froscheiser
DTN - Trading Markets

Tim - It turns out my copy of mktsymbols was truncated during the unzip... problem fixed. I'd still like to see some intra-day data for the missing exchanges, obviously... so please log my request along with MK's. Do you or MK know what the difference is between these:

NN# NIKKEI 225 IDX ELECTRONIC MAR 2007 SGX
NNA# NIKKEI 225 - Electronic AM MAR 2007 SGX
NNP# NIKKEI 225 -ELECTRONIC T+1 MAR 2007 SGX

Specifically, I don't know what "T+1" refers to. I'm looking for the symbol that provides me data for the longest amount of time during the trading session (which I assume the electronic market NN# symbol would be better at than the NK# CME symbol).

It would be nice to have some major overseas markets supported, as opposed to some of the smaller ones that you currently support. Perhaps the acquisition analysis should take this into account as well (drop a few smaller ones). The ones to drop are the ones that make up a very tiny segment of the international market, of course.

Hope that helps, and thanks for your help, Tim and MK.
Edited by Lewcifer on Mar 7, 2007 at 05:04 PM

Hi Jay,

I too am hopeful...Right now I'm trading Osaka Nikkei 225 through charting the Singapore Nikkei 225...not ideal, but its all I can do with DTN as my data feed. Thanks for the post. Based on my experience with DTN over the 1 year I've been using you guys - I have faith.

Lewcifer,

There are 3 trading sessions in the singapore contract. It is standard practice for most Asian markets to close for lunch. A regular trading day on the Nikkei will have 2 sessions. Singapore has a third session which is like an afterhours market. To get the best feel for the cash market...you want to chart NNM7 right now. Rollover occurs today/tomorrow - most of the volumes should be switching over today.

Best regards,
MK

NN# NIKKEI 225 IDX ELECTRONIC MAR 2007 SGX
... you want to chart NNM7 right now. Rollover occurs today/tomorrow...

MK - Thanks for your input. It looks like what I really want to track is the continuous electronic contract, which is "NN#" - rather than having to roll-over symbols every so often.

I'm using the foreign market indices as an "early warning system" of external event-driven financial meltdowns in our own markets, such as what happened recently after the Shanghai meltdown. I'm trading index (ES, YM, ER2), oil (QM) and currency (EU) futures. So, having a continuous contract (that's not on the CME) should work fine for my purposes (I'm comparing rate of change to warn of a meltdown again).

I'm curious about your asian market trading, though. Care to chat via email or offline?

Sure Lewcifer - I'll send you a PM with email details

Happened to run across these in talking with someone here, I know they arn't the intraday data you are looking for in the long term, but I wanted to mention them.

Shanghai A Shares Index SHGA.X
Shanghai B Shares Index SHGB.X