Historical ASX Constituent Data

[Vlastoff]

Hi

I am part of a team performing some historical market analysis on the ASX and I was wondering about the availability of historical constituent data for the ASX indices? I have data for the S&P/ASX200 and S&P/ASX300 going back to 2009. However I cannot source quality data going back further than 2009. Can anyone help? If not, can anyone point me in the right direction to obtain this missing data? Ideally I would love to get this data from about 2004 onwards.

Cheers

 

[DeepState]

Hi

I am part of a team performing some historical market analysis on the ASX and I was wondering about the availability of historical constituent data for the ASX indices? I have data for the S&P/ASX200 and S&P/ASX300 going back to 2009. However I cannot source quality data going back further than 2009. Can anyone help? If not, can anyone point me in the right direction to obtain this missing data? Ideally I would love to get this data from about 2004 onwards.

Cheers

This stuff comes at a cost. It exists. You need to call:

James Hinchcliffe
S&P Dow Jones Indices
Sydney +61 2 9255 9802

 

[Vlastoff]

This stuff comes at a cost. It exists. You need to call:

James Hinchcliffe
S&P Dow Jones Indices
Sydney +61 2 9255 9802

Thanks mate. I am exploring a few other options - but will look into making contact with S&P Dow Jones Indices if these prove fruitless.

Thanks again.

 

[skc]

Hi

I am part of a team performing some historical market analysis on the ASX and I was wondering about the availability of historical constituent data for the ASX indices? I have data for the S&P/ASX200 and S&P/ASX300 going back to 2009. However I cannot source quality data going back further than 2009. Can anyone help? If not, can anyone point me in the right direction to obtain this missing data? Ideally I would love to get this data from about 2004 onwards.

Cheers

If you have access to old newspapers (e.g. a semi decent research database from a University library) you might be able to get it the dumb way - look at the ASX200 list every quarter from 2004.

 

[Vlastoff]

If you have access to old newspapers (e.g. a semi decent research database from a University library) you might be able to get it the dumb way - look at the ASX200 list every quarter from 2004.

Hi SKC

Great idea - this is one of our 'last resort' options and may end up being the only viable option. Genuinely appreciate the help!

Cheers

 

[skyQuake]

If you have desktop iress,

Commands>Market>Capitalization Historical will also show what stocks are in what index as well as cap and price etc

 

[Vlastoff]

If you have desktop iress,

Commands>Market>Capitalization Historical will also show what stocks are in what index as well as cap and price etc

Hi skyQuake

I don't have desktop iress - how much is it per month?