Price Data History for ASX

[Chorlton]

Hello All,

With regard to Stock Exchange Date for the ASX, can I ask how far back your price history data goes and how accurate it is?

The reason I ask is that I have purchased my data from JustData (inc history) and apparently the Price history is supposed to date back to 1981.

However, looking at the individual price charts the data does not seem to really go back beyond 1998. In additional there seems to be more holes in it than in a swiss cheese!!!!

As my experience of the Australian Markets is limited can I ask whether this is the norm?

The reason I ask is that I am keen to backtest some strategies but it seems clear that the data I have for the Australian Market is unsuitable.

Any advice most welcome,

Thanks,

Chorlton

 

[Seaking]

Hi Chorlton.

What charting program are you using and what stocks have the holes in them?
I use Metastock for my ASX and US stocks and depending on what you set your load options too will determine how many bars are loaded.

I just asked for 50000 periods using my Just Data database and got BHP back to 31/7/81

 

[Chorlton]

Hi Chorlton.

What charting program are you using and what stocks have the holes in them?
I use Metastock for my ASX and US stocks and depending on what you set your load options too will determine how many bars are loaded.

I just asked for 50000 periods using my Just Data database and got BHP back to 31/7/81

Hello Seaking,

Normally, I use Amibroker and when I look at BHP for example I can only see back to 2004.

But the fact that you mentioned Metastock has made me quickly take a look at the actual MS data file in Windows Explorer and the start date is surprising 31/07/81 so my issue seems to be with the loading criteria of Amibroker.

I've taken a look at [TOOLS] [PREFERENCES] in Amibroker and the Number of Bars to Load is set to 50000.

I'm confused...

Thanks for prompting me to look at the actual data file though

Regards,

Chorlton

[UPDATE] Just realised that the DATABASE Preferences in AB also need to be updated to reflect loading criteria. Problem solved....

Thanks once again.....

 

[koolio]

Hi All,

I just saw this thread.

I have been working on an ASX historical data set for some time now. It is available free and contains some data as far back as 1968! I update it each night at about 8pm, the the data is current. I have also packaged it into 5 year blocks. So, you can download the last 5 years, or last 10 years etc. It is all in CSV format and contains adjusted closing price too. You can find it over on: http://www.datahistory.com.au

Cheers
Nick

 

[Gringotts Bank]

Hi All,

I just saw this thread.

I have been working on an ASX historical data set for some time now. It is available free and contains some data as far back as 1968! I update it each night at about 8pm, the the data is current. I have also packaged it into 5 year blocks. So, you can download the last 5 years, or last 10 years etc. It is all in CSV format and contains adjusted closing price too. You can find it over on: http://www.datahistory.com.au

Cheers
Nick

Thanks. Where does the data come from/? Is adjusted for splits, dividends and all that stuff?