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 Saturdays around 12pm AEST.
6/9/14 – New website: MarketIndex.com.au
(must see for any ASX investor)
Recent (week ending)
30th January (4 day week)
2nd January (4 day week)
24th December (3 day week)
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.
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.
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 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.