Data of SET50 index future for importing to Amibroker.
Price, time, volume of each series in 1 minute timeframe concatenated together. Data in last trading day of each series will be replaced with data from the next series. For example, at the date 2021-12-29 (which is the LTD of S50Z2021) will be replaced with data from S50H2022 instead.
Just download the .zip file from the release. Extract it to retrieve the .csv file before importing it into Amibroker.
- Certain row might have bar at time 12:30, but actually it must be counted in the previous bar at 12:29.
- The data from intraday might have price error, too high or too low, or lack of some bar. So I tried to correct it manually as below which migh be inaccurate from reality.
S50U2017
2017-09-25T11:49:00+07:00 High 1160 -> 1064.1
2017-09-25T11:54:00+07:00 High 1160 -> 1064.4
S50Z2018
2018-11-08T15:40:00+07:00 Low 1101.9944 -> 1115.7
2018-11-08T15:41:00+07:00 Low 1101.9944 -> 1115.6
2018-11-08T15:44:00+07:00 Low 1101.9944 -> 1114.9
2018-11-08T15:52:00+07:00 Low 1101.9944 -> 1116.2
2018-11-08T15:54:00+07:00 Low 1101.9944 -> 1116.5
2018-11-08T15:55:00+07:00 Low 1101.9944 -> 1116.4
S50M2019
2019-06-25T12:01:00+07:00 Low 1139.5 -> 1146.9
2019-06-25T12:05:00+07:00 Low 1139.5 -> 1147.7
2019-06-25T12:14:00+07:00 Low 1147 -> 1148.5
S50U2019
In 1 minute timeframe, the first bar should be 27 Jun 2019, but I got 1 July 2019 instead (2 days missed, 27th and 28th).
Resolved by using data in 5 minutes timeframe on 27 - 28 Jun 2019.
S50H2020
In 1 minute timeframe, the first bar should be 27 Dec 2019, but I got 30 Dec 2019 instead (1 day missed, 27th).
Resolved by using data in 5 minutes timeframe on 27 Dec 2019.