ASX Market Data
ASX Data is available for download every weekend in .txt files using end-of-day (EOD) data that’s compatible with Metastock, Amibroker etc.
The data has been “cleaned” to remove non-trading days, illiquid stocks and non 3 character codes (Options, Warrants etc).
From 1/1/13 the data also includes the codes “BEAR” and “GOLD”.
Updates normally occur on Sundays between 12pm – 3pm AEST.
Recent (week ending)
Please note: The data is free so don’t rely on it for investment decisions.
Every few months I consolidate the data into months and years.
Go to the archive page for data dating back to 1997.
Why I remove non-trading days, options & warrants.
Most people don’t trade options and warrants so they just slow your scans down. Who needs warrants in their system that expired 3 years ago?
Less codes also increases productivity as it eradicates the need to scan through a bunch of useless stock codes.
If you want uncleaned data each day, Windows users can use Incredible Charts or download them from an Online Broker.
Want to know how to be amazingly productive on a Mac?
Visit my Stock Market Software For Mac page.