Download Historical Kuala Lumpur Composite Index Tick – Level 1 Data FKLI (FKLI)

One-off data dump:

• Delivery Months: HJMUZ (Mar, Apr, Jun, Sep, Dec)
• Delimiter: comma, i.e. .csv .txt - ASCII. Or choose another delimiter such as semi-colon, space or tab
• Filename: Discrete names created from the symbol root, the year and delivery month code, one contract per file. For example FKLI2026H is the March 2026 contract for Kuala Lumpur Composite Index. Where a contract is large it is split into a series of discrete, sequential files with a numbered suffix, FKLI2026H_001.txt, FKLI2026H_002.txt... etc based on the size of your data. Openable in notepad or similar. Windows/Mac/Linux compatible.
• Filename Alternatives: Choose from the following if you require compatibility elsewhere: CSI: FKL
• Column Order: timestamp, price, volume, dataType, correction, marketState
• Flags: the three flag columns on every row
  • dataType: B = best bid update, A = best ask update, T = trade. Every row is one of these three events.
  • correction: R = regular. D = deleted, I = inserted and U = updated are exchange corrections to earlier events. We include them by default and can exclude any of the three.
  • marketState: N = normal. F = fast market, an old flag only seen in pit-era data up to November 2006. Every row since is N.
• Timezone: Exchange Time, Singapore / Malaysia Time (UTC+8). Or choose a custom timezone such as UTC
• Timestamp format: yyyymmdd hh:mm:ss.fffiTimestamp keyyyyy = yearmm = monthdd = dayhh = hour (24h)mm = minutess = secondfff = milliseconds (precision 1/1000 of a second)
• Pre-2014 timestamps: Prior to mid-2013, there was no such thing as milliseconds or seconds in the timestamp. Obviously, all the trades are in the correct order. The timestamp in the file will be identical but will exhibit zeros for seconds and milliseconds prior to mid-2013.
• No Aggregation: All pure tick data is per-event with no aggregation.
• Alternative Formats: Other common formats can be extracted such as the case for NinjaTrader, yyyyMMdd HHmmss fffffff;price;bestBid;bestAsk;volume (one line per trade carrying the prevailing best bid and ask). In this case trade, bid and ask volumes are aggregated per row and semicolon separated. Speak to us on a per case basis.
• Other Special Data Formatting Requirements: We format directly for other software applications including Bloomberg, CQG Data Factory, eSignal, IQFeed, MetaTrader 5, MultiCharts, NinjaTrader, Sierra Chart, TradeStation and Trading Blox.

During your order process, we will send across these final formatting options for you to choose from and then add you to our jobs list for processing.

One-off data dump:

• Continuous data: Do you want backadjusted or zero adjusted data? Please let us know. If you are unsure, please read our deep dive on how to create continuous futures data, which explains the different methods.
• Roll: 7 days before expiry is a good sweetspot for FKLI
• Roll Basis: Roll based on settlement price. (Highly unusual based on last price, but we can do it)
• Delivery Months: HJMUZ (Mar, Apr, Jun, Sep, Dec)
• Delimiter: comma, i.e. .csv .txt - ASCII. Or choose another delimiter such as semi-colon, space or tab
• Filename: A series of discrete, sequential files called FKLI.txt or FKLI_001.txt, FKLI_002.txt... etc based on the size of your data openable in notepad or similar. Windows/Mac/Linux compatible.
• Filename Alternatives: Choose from the following if you require compatibility elsewhere: CSI: FKL
• Column Order: timestamp, price, volume, dataType, correction, marketState
• Flags: the three flag columns on every row
  • dataType: B = best bid update, A = best ask update, T = trade. Every row is one of these three events.
  • correction: R = regular. D = deleted, I = inserted and U = updated are exchange corrections to earlier events. We include them by default and can exclude any of the three.
  • marketState: N = normal. F = fast market, an old flag only seen in pit-era data up to November 2006. Every row since is N.
• Timezone: Exchange Time, Singapore / Malaysia Time (UTC+8). Or choose a custom timezone such as UTC
• Timestamp format: yyyymmdd hh:mm:ss.fffiTimestamp keyyyyy = yearmm = monthdd = dayhh = hour (24h)mm = minutess = secondfff = milliseconds (precision 1/1000 of a second)
• Pre-2014 timestamps: Prior to mid-2013, there was no such thing as milliseconds or seconds in the timestamp. Obviously, all the trades are in the correct order. The timestamp in the file will be identical but will exhibit zeros for seconds and milliseconds prior to mid-2013.
• No Aggregation: All pure tick data is per-event with no aggregation.
• Alternative Formats: Other common formats can be extracted such as the case for NinjaTrader, yyyyMMdd HHmmss fffffff;price;bestBid;bestAsk;volume (one line per trade carrying the prevailing best bid and ask). In this case trade, bid and ask volumes are aggregated per row and semicolon separated. Speak to us on a per case basis.
• Roll Logs: we will include a full roll log showing rolls close-to-close the calendar days and the adjustments so you can follow through the logic.
• Other Special Data Formatting Requirements: We format directly for other software applications including Bloomberg, CQG Data Factory, eSignal, IQFeed, MetaTrader 5, MultiCharts, NinjaTrader, Sierra Chart, TradeStation and Trading Blox.

During your order process, we will send across these final formatting options for you to choose from and then add you to our jobs list for processing.