Historical Indices Data as of x date?

[toptrader52]

Hi all

Not sure if info I am seeking is available and would appreciate your assistance. I am seeking to conduct a series of studies on the constituents of ASX indices, eg ASX 300 over past periods, eg calendar year 2010. I currently subscribe to Norgate Premium Data but they don't currently provide this data and have it as a future possibility on the backburner. Their current say ASX 300 constituent list won't be the same as the the list as at say 01 JAN 2000 or 01 Jan 2005 etc. as the list changes over time.

Is it possible to access the actual constituents of the ASX 300 as at 01 JAN 2010? If in another study I want the constituents of the ASX 50 as at 01 JAN 2007 can this list be accessed? Can you please advise where this information can be obtained if available at all?

Many thanks for your assistance.

toptrader

 

[CanOz]

Hi all

Not sure if info I am seeking is available and would appreciate your assistance. I am seeking to conduct a series of studies on the constituents of ASX indices, eg ASX 300 over past periods, eg calendar year 2010. I currently subscribe to Norgate Premium Data but they don't currently provide this data and have it as a future possibility on the backburner. Their current say ASX 300 constituent list won't be the same as the the list as at say 01 JAN 2000 or 01 Jan 2005 etc. as the list changes over time.

Is it possible to access the actual constituents of the ASX 300 as at 01 JAN 2010? If in another study I want the constituents of the ASX 50 as at 01 JAN 2007 can this list be accessed? Can you please advise where this information can be obtained if available at all?

Many thanks for your assistance.

toptrader

Would the ASX not have a list of the actual constituents as of a certain date? Then you could make a watch list up of the symbols to test.

I think Tech/A had to do this once before, have a search around the forum, i do recall something in the past about this.

CanOz

 

[toptrader52]

Would the ASX not have a list of the actual constituents as of a certain date? Then you could make a watch list up of the symbols to test.

I think Tech/A had to do this once before, have a search around the forum, i do recall something in the past about this.

CanOz

Hi CanOz Many thanks for your quick response. I have considered having my own watchlist however I don't know what the constituents of say ASX 300 were at 01 Jan 2010 to put into my watchlist. If I did then I would be able to use it. I can get today's ASX 300 list but it wont be the same as the one at 01 Jan 2010 or any other earlier period. That is my dilemma. I'll look for Tech/A. Any other thoughts??

Cheers

toptrader

 

[CanOz]

Hi CanOz Many thanks for your quick response. I have considered having my own watchlist however I don't know what the constituents of say ASX 300 were at 01 Jan 2010 to put into my watchlist. If I did then I would be able to use it. I can get today's ASX 300 list but it wont be the same as the one at 01 Jan 2010 or any other earlier period. That is my dilemma. I'll look for Tech/A. Any other thoughts??

Cheers

toptrader

As i said contact the ASX and ask them, they would either know, or be able to point you in the right direction.


CanOz

 

[captain black]

I've found this link in my library:

http://www.tradingbacktest.com.au/

Haven't used them so can't comment on accuracy etc. but may be worth checking out.