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Where can I find live market depth data for the ASX200?

Discussion in 'Derivatives' started by Mosse Kofi, Dec 11, 2018.

  1. Mosse Kofi

    Mosse Kofi

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    I want to start day trading the ASX200 but I can't find live Market depth data. I am looking for the market profile and the footprint.
     
  2. Richard Dale

    Richard Dale Norgate Data

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    The S&P/ASX 200 is an INDEX - there is no market depth as it's not directly traded. It tracks the performance of its constituent stocks, each weighted according to the methodology developed by S&P.

    You can trade it with derivatives though - Futures, CFDs, Options, Warrants and also Exchange Traded Funds that track the index such as ASX:IOZ.
     
  3. T0BY

    T0BY counterparty

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    If you want to day trade and use depth of market, market profile and footprint. I think the best vehicle would be Futures.
    Sydney Futures Exchange SPI 200 (AP)
    You'll need to open an account with a futures broker with SFE data and get a decent trading platform which supports what you are looking for such as MarketDelta (footprint, ect).
     
  4. Mosse Kofi

    Mosse Kofi

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    Thanks. I looked at Sierra charts but I can't get live exchange data for the ASX through them. Probably going to set Sierra up with live EUREX data and start day trading the Bund.
     
  5. scholesy

    scholesy

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    You can if you set up data to be through another provider like CQG.
     
    Mosse Kofi likes this.
  6. lgmqy2000

    lgmqy2000

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    I got my data feed from esignal. Not cheap though. If anyone knows a cheaper and reliable feed that is compatible with investor RT(charting platform), please let me know.
     
  7. T0BY

    T0BY counterparty

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    23USD / month?
     
  8. lgmqy2000

    lgmqy2000

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    Plus futures subscription fee, which is over 100/m usd.
     
  9. T0BY

    T0BY counterparty

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    "futures subscription fee"? what is this and who charges it?
     
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