ASX Market Data
ASX Data is available for download every weekend in a ZIP file. The ZIP files contain an end-of-day (EOD) .txt file for each trading day that week. Text files are compatible with most charting programs including Metastock, Amibroker, ProTA, etc.
The data has been “cleaned” to remove non-trading days, illiquid stocks and non 3 character codes (Options, Warrants etc).
Updates normally occur on Sundays around 12pm AEST.
Have you seen this website yet?
It's a must see for any ASX investor.
Data is grouped into downloadable months and years on the archive page going back to 1997.
End-of-Day (EOD) .txt file grouped by week.
Comma separated Ticker, Open, High, Low, Close, Volume.
Is the data adjusted for splits, corporate actions and dividends?
No. The data is "as traded on the day". Retrospectively adjusting data requires a program installed on your computer that can access your data folder and adjust the prices. A subscription will cost ~$400p.a. The two largest companies in Australia that offer this service are Just Data and Premium Data.
Why are non-trading days, options & warrants removed?
Most people don’t trade options and warrants so they just slow your scans down. 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.
Why is data only uploaded on weekends?
The website is just a hobby.
What's the best website for ASX share prices and company information?
Market Index is hands down, the best website for Australian stock market share prices. Detailed breakdowns of all ASX listed companies. The index and commodity coverage is first-class.
Data on this website is free so don't rely on it for investment decisions.