How far back does Hong Kong 40 (Hang Seng) data go?

Hong Kong 40 (Hang Seng) history runs from 2013-06-03 — roughly 13 years — up to the last completed trading day, at every timeframe from raw ticks to monthly candles. Every licence tier reaches all of it.

How large is a full Hong Kong 40 (Hang Seng) download?

The complete Hong Kong 40 (Hang Seng) 1-minute history is roughly 4.8M rows, about 239 MB as CSV. Daily candles over the same instrument are far smaller — around 3,300 rows, 166 KB. Tick and 1-second runs are larger again and are queued and resumable rather than fetched in one pass. Sizes are approximate; nothing is priced by volume.

What columns are in the Hong Kong 40 (Hang Seng) CSV file?

OHLC files contain a timestamp plus open, high, low and close columns; tick files contain a timestamp with bid and ask prices. All timestamps are UTC. The files import directly into Excel, Google Sheets, Python (pandas read_csv), R, MetaTrader, NinjaTrader and TradingView.

Do you sell Hong Kong 40 (Hang Seng) data?

No — we sell software. The MarketData Hub client retrieves Hong Kong 40 (Hang Seng) (HKGIDXHKD) on your own machine, under your instruction, directly from the source; we never host, cache or relay it. Your use of the retrieved data is subject to the source's terms.

Hong Kong 40 (Hang Seng) Historical Data Downloader

Name: MarketData Hub — Hong Kong 40 (Hang Seng) historical data downloader
Price: 5.60 EUR
Availability: InStock
Author: MarketData Hub

A desktop app that downloads Hong Kong 40 (Hang Seng) (HKGIDXHKD) price history on your own machine, written straight to your disk as CSV or JSON. History runs from 2013-06-03 — around 13 years — at every timeframe from raw ticks to monthly candles. A complete Hong Kong 40 (Hang Seng) 1-minute series is roughly 4.8M rows, about 239 MB as CSV.

Preview a Hong Kong 40 (Hang Seng) download →

Windows, macOS, Linux · €5.60 one-time for the entry licence · get the app

What the app fetches for Hong Kong 40 (Hang Seng)

Symbol	HKGIDXHKD
Instrument	Hong Kong 40 (Hang Seng)
Asset class	Indices – Asia
History available from	2013-06-03
Timeframes	Tick → 1s → 1m → 5m → 15m → 30m → 1h → 4h → Daily → Monthly
Price types	Bid & Ask
File formats	CSV, JSON (MetaTrader, NinjaTrader, Parquet & SQLite/DuckDB from the Pro licence)
Coverage	2013-06-03 → 2026-08-01 (last completed trading day)
Retrieval	Local — your machine connects directly to Dukascopy Bank SA
Runs on	Windows, macOS, Linux

Hong Kong 40 (Hang Seng) timeframes the app supports

Tick (every quote)
1 second
1 minute
5 minutes
15 minutes
30 minutes
1 hour
4 hours
Daily
Monthly

Hong Kong 40 (Hang Seng) coverage & file size, timeframe by timeframe

Every Hong Kong 40 (Hang Seng) timeframe shares the same 2013-06-03 start date, but not the same scale — coarser candles stay small while tick and intraday files grow fast. Current through 2026-08-01:

Timeframe	History from	Approx. rows	Approx. CSV
Tick (every quote)	2013-06-03	very large	—
1 second	2013-06-03	very large	—
1 minute	2013-06-03	~4.8M	~239 MB
5 minutes	2013-06-03	~955K	~48 MB
15 minutes	2013-06-03	~318K	~16 MB
30 minutes	2013-06-03	~159K	~8 MB
1 hour	2013-06-03	~79,600	~4 MB
4 hours	2013-06-03	~19,900	~995 KB
Daily	2013-06-03	~3,300	~166 KB
Monthly	2013-06-03	~160	~8 KB

Counts are approximate, derived from index session hours across the available history. Tick and 1-second runs are queued and resumable rather than fetched in one pass. See the data methodology for how candles are built.

Working with the Hong Kong 40 (Hang Seng) series

The Hang Seng's modern file is a study in structural decline inside a major market: from its January 2018 record above 33,000 to below 15,000 by late 2022 — a halving driven by China policy cycles, tech crackdowns and delisting fears. This series (from 2013) contains the full round trip. It is also a market where policy announcements from Beijing move prices more than local earnings do; event studies need the mainland calendar, not just Hong Kong's.

What's inside the Hong Kong 40 (Hang Seng) file

timestamp,open,high,low,close

One row per candle; tick files instead carry timestamp,bid,ask on every quote. All timestamps are UTC. Worked examples and import steps are in the CSV & JSON format guide.

About Hong Kong 40 (Hang Seng)

Hong Kong 40 (Hang Seng) (HKGIDXHKD) is a stock-index CFD with 13 years of retrievable history. It is commonly used for backtesting index and CFD strategies, studying long-term market cycles and drawdowns, benchmarking portfolios and building quantitative research datasets. Pick any date range from 2013-06-03 onward, choose a timeframe and the bid or ask side, and the app fetches and writes the files locally — no scripting.

Frequently asked questions

How far back does Hong Kong 40 (Hang Seng) data go?: Hong Kong 40 (Hang Seng) history runs from 2013-06-03 — roughly 13 years — up to the last completed trading day, at every timeframe from raw ticks to monthly candles. Every licence tier reaches all of it.
How large is a full Hong Kong 40 (Hang Seng) download?: The complete Hong Kong 40 (Hang Seng) 1-minute history is roughly 4.8M rows, about 239 MB as CSV. Daily candles over the same instrument are far smaller — around 3,300 rows, 166 KB. Tick and 1-second runs are larger again and are queued and resumable rather than fetched in one pass. Sizes are approximate; nothing is priced by volume.
What columns are in the Hong Kong 40 (Hang Seng) CSV file?: OHLC files contain a timestamp plus open, high, low and close columns; tick files contain a timestamp with bid and ask prices. All timestamps are UTC. The files import directly into Excel, Google Sheets, Python (pandas read_csv), R, MetaTrader, NinjaTrader and TradingView.
Do you sell Hong Kong 40 (Hang Seng) data?: No — we sell software. The MarketData Hub client retrieves Hong Kong 40 (Hang Seng) (HKGIDXHKD) on your own machine, under your instruction, directly from the source; we never host, cache or relay it. Your use of the retrieved data is subject to the source's terms.