List of components of All Ords in the past

[satriani1]

Hello,
Where can I find the list of components of All Ords in 2009, 2010, 2011, etc. ?
I've tried everywhere but I can't find it.

 

[luutzu]

Hello,
Where can I find the list of components of All Ords in 2009, 2010, 2011, etc. ?
I've tried everywhere but I can't find it.

https://www.allordslist.com

Only past 3 or so year though.

tried the ASX website itself?

 

[satriani1]

https://www.allordslist.com

Only past 3 or so year though.

tried the ASX website itself?

Thanks, that was actually the only website that I had found before. Looking for something from 2010. I tried ASX webside.

 

[cropcos]

Thanks, that was actually the only website that I had found before. Looking for something from 2010. I tried ASX webside.

Here is a list of All ords from early January in each year from 2008 to 2014. Let us know if you need other periods.

 

[satriani1]

@cropcos Beautiful, thank you!
send me your bitcoin address I would like to send you some tip.

 

[cropcos]

@cropcos Beautiful, thank you!
send me your bitcoin address I would like to send you some tip.

Thats ok Satriani1, your welcome
cheers

 

[AusJoe]

Hi @cropcos, I have been trying to do some back testing on a dual momentum strategy for the ASX but came up against a brick wall finding historical constituent listings (e.g. ASX200) and then finding data for de-listed stocks that made up part of the index in the past. Trying to negate survivorship bias.
All roads have lead to the Norgate data in conjunction with AmiBroker, I have downloaded a free trial of both and they work brilliantly together but I don't use this platform for developing Algo's. Norgate is pretty pricey though. Do you know any data suppliers that supply de-listed ASX stocks and index listings?

 

[cropcos]

Hi @cropcos, I have been trying to do some back testing on a dual momentum strategy for the ASX but came up against a brick wall finding historical constituent listings (e.g. ASX200) and then finding data for de-listed stocks that made up part of the index in the past. Trying to negate survivorship bias.
All roads have lead to the Norgate data in conjunction with AmiBroker, I have downloaded a free trial of both and they work brilliantly together but I don't use this platform for developing Algo's. Norgate is pretty pricey though. Do you know any data suppliers that supply de-listed ASX stocks and index listings?

Hi AusJoe
I use Amibroker and Nortgate data for historical constituent information when back testing, I don't know of any other data suppliers that provide this

 

[ScorpionHaven]

Hello, If possible, please let me know where I can obtain the All Ords constituent lists, with market cap, from the year 2000 to 2015, inclusive. I've attached an exemplar from 2016.

 

[Richard Dale]

Just to clarify some points about Norgate Data.

Norgate Data does do not sell, or provide, lists of historical index constituents on a date-wise point-in-time basis.

The problem with "raw" lists of historical index constituents is that subsequent name/symbol changes and other events have to be thoroughly investigated and taken into account for the lists to be of any use.

A Norgate Data stock market subscription at the Platinum level (or above) provides useful access to information about historical index membership but only in the context of a system test (e.g. membership of an index can be stipulated within an entry (or exit) condition, and you can use a universe for backtesting against all current and past members).

If you want a hassle-free way of doing backtesting against historical index constituents to remove survivorship bias, in a platform supported by Norgate Data, this is what we offer.

 

[seabond]

Here is a list of All ords from early January in each year from 2008 to 2014. Let us know if you need other periods.

Hi cropcos, do you have the all ords constituents for the period 2015 to 2021. If so, could you make it available or point me to where I can find it?
Thanks
Chris