Free EOD Data

[brettc4]

Hi All,

I usualy get free EOD data for the ASX from http://float.com.au but this doesn't seem to have updated sinced Monday

Does anyone know why it hasn't updated?

Where else can I get free EOD data?

Brett

 

[combankau]

u can get free EOD from comsec after 10pm

 

[rowes]

I am with Sanford and they email me EOD data after the market closes. Who is your broker, maybe they already provide this service? I would guess some other brokers would have similar services to choose from?

 

[GreatPig]

InvestorWeb have free share prices, but you have to register. They also don't tend to have the data until somewhat later than Float.

I used to use them when Float wasn't working, but now use my NAB online broker. NAB sometimes gives missing data though, at least if you grab it when it's first available (around 4:40pm).

Cheers,
GP

 

[Wysiwyg]

FINAM is a great site that has good functionality with a diversity of international (and ASX200) markets and tickers to choose from.Time frames are from tick to weekly and in .csv or .txt format.

Oh those Russians. :

W.

 

[Richard Dale]

FINAM is a great site that has good functionality with a diversity of international (and ASX200) markets and tickers to choose from.Time frames are from tick to weekly and in .csv or .txt format.

Oh those Russians. :

W.

fin-rus.com appears to be down at at Saturday 8:40pm AEDST - I guess you get what you pay for. Would you really want to build a trading system around a site that disappears?

 

[Wysiwyg]

fin-rus.com appears to be down at at Saturday 8:40pm AEDST - I guess you get what you pay for. Would you really want to build a trading system around a site that disappears?

Hmmm, that is strange (conspiracy ).Not assuming it is a regular occurence.I`ll keep a check on it to see if it`s a one off thing.Still handy for free historical data when accessible I think.

 

[Richard Dale]

fun-rus doesn't seem to offer any ASX data - which the original poster seemed to imply was wanted.

 

[--B--]

hi all.

i have been out of the loop for a while and have not kept up to data with downloading my EOD data.

i see float.com.au has not been updated since August 2008. am i reading this wrong?

basically im only missing EOD data for ASX for October, Nov and December.

Does anyone have these in easy to send files? or does anyone know a site where i can download this?

cheers!

 

[LeftRightOut]

You can download unlimited historical EOD data from Yahoo finance. I actually wrote my own application that retrieves all historial EOD data from Yahoo using a basic comma seperated list of securities and index codes.

Works well for me and has done for years and is available at all times with a 20 minute delay.

 

[Richard Dale]

You should be aware that the Yahoo data isn't very accurate.

For starters, it's only quoted to two decimal places (about 60% of ASX securities trade in increments of 0.005 or 0.001)

In short, you get what you pay for.

 

[LeftRightOut]

No "investors" trade stocks that require more than one decimal place, let alone several. For ASX200 stocks, Yahoo data is fine.

Of course you wouldn't use this data for intraday trades, or for penny (or sub-penny) stocks.

 

[MACD]

My suggestion is to spend the $300 or so dollars and buy good clean data. One trade will pay for data for an entire year! This will also save lots of messing around with data etc.

 

[joslad]

You get what you pay for!

I subscribe to PremiumData and have done so for a few years now. They have proved very reliable and I've had no problems.

Plenty of others to choose from though...

 

[Richard Dale]

No "investors" trade stocks that require more than one decimal place, let alone several. For ASX200 stocks, Yahoo data is fine.

Of course you wouldn't use this data for intraday trades, or for penny (or sub-penny) stocks.

It's not just the accuracy of the price data that is the issue.

Good ASX data should have all official ASX dilution factors and corporate actions applied to the database automatically. Dilution factors arise due to various corporate events (stock splits, consolidations, rights issues, demergers, mergers, capital returns etc).

In addition, the data also needs to be fully adjusted for delisting, name changes, code changes, merging of deferred settelment periods etc.

There are around 300 dilutions per year and around 150 code changes per year on the ASX. Given there are around 2100 equities traded on the ASX it's crucial that these corporate actions are applied diligently as you'll rapidly have an inaccurate view of the market.

If your data vendor doesn't do all of the above for you, caveat emptor. Your database will have a lot of useless data. Yahoo does not do all of the above.

Some recent examples corporate actions where Yahoo is defective:

DWY changed code to NYO
Yahoo shows DWY.AX and NYO.AX both as valid codes. Therefore this item is now duplicated in your database.

QOL changed code to QOLDA (due to 10:1 consolidation) then changed code to PMQ. Yahoo's PMQ.AX is missing the trades when it was trading as QOLDA (eg. on 15/16/17 Sept are showing as zero volume yet there were trades on that day)

AWB had a renounceable issue of shares at $1 (exdate 25 September 2009). There is no adjustment for this on Yahoo yet this is a significant dilutionary event.

Trojan equity had a capital return of $0.33 per share (they were trading at $0.75). Yahoo has not made any adjustment for this significant event yet your cost base would have been reduced by 33c.

Telstra history in Yahoo only goes back to 2003. It should show the time when it was TLSCA and TLSCB too (i.e. all the way back to 1998) - Yahoo is missing a significant part of the data!

You need to make your own informed decision as to whether such deficiencies in maintenance, accuracy, corporate actions and dilutions will affect your analysis.

 

[LeftRightOut]

Good point(s) reagarding the above, and I agree entirely, I for one would not seriously base investment decisions on data that was in any way "questionable". I would assume that people relying on free data (in this case Yahoo) would use it with this in mind, and would have other avenues for getting accurate information. There are uses for this data, but most brokers either have trading platforms included, or provide access to "good" data.

If someone is starting out, paper trading, then I think they can learn a lot by studying/using this data. I think these same people should avoid looking too much at speculative stocks, and/or "penny stocks"

 

[LeftRightOut]

It's not just the accuracy of the price data that is the issue.

lol I just realised that you're in the "EOD Data" business... I guess when one recognises this, one can understand why you're so against free EOD data

 

[Boggo]

From https://www.aussiestockforums.com/forums/showthread.php?p=491070#post491070

Not sure what version of MetaStock you're using, but on the advanced system tester (I still use v10.0), click "new simulation", add your securities (CTRL+A for all of your data) then click next, you'll then see the "dates" button. You can run it through x number of periods (daily/weekly/monthly etc etc) or between specific start/end dates.

It should be right there in front of you.

Just curious, what data are you using with MetaStock?

I find it hard to believe that anyone would buy Metastock and then go looking for free data, that's like putting kerosene in a Ferrari

 

[Nick Radge]

Ask yourself if you want to make money or save money.

If you want to save money, then go free data.

If you want to make money you need to invest in good clean data - exactly as others have said here. Remember trading is a business - well it is to me. As a professional trader I can't afford to rely on erroneous data. One mistake and the cost would take years to recoup from data savings.

I use and highly recommend Norgate PremiumData, not only for its cleanliness, but also from the client support and help I receive when required.

Nick

 

[LeftRightOut]

I find it hard to believe that anyone would buy Metastock and then go looking for free data, that's like putting kerosene in a Ferrari

Becuae I haven't upgraded to v11 means I'm using a pirate version? Are you for real?
Gee, don't point out someone with a conflict of interest around here, you get accused of all sorts of stuff.
I actually used to subscribe (through MetaStock) to Asian data, now that I don't live in Asia, I don't.
I'll be sure to check out the Premium data though