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 Saturdays around 12pm AEST.
Recent Data (week ending)
10th April (4 day week)
2nd April (4 day week)
Every few months I consolidate the data into months and years. Go to the data archive page for data dating back to 1997.
Is the data adjusted for splits, corporate actions and dividends?
No. That requires a subscription to a data provider ($200 – $400p.a.). You will need to install a small program on your computer that can access your data folder and retrospectively amend the prices. Examples are Just Data and Premium Data.
Data provided on this website is “as it traded on the day” and therefore best for investors (not traders).
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 and unadjusted data each day, most online brokers provide it for free.
Want to know how to be amazingly productive on a Mac?
Visit my Stock Market Software For Mac page.