Australian (ASX) Stock Market Forum

S&P/ASX 200 SPI APXU Yahoo data and actual data differences

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27 September 2014
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Hi,

If it's not much to ask could somebody email me 2 and a half months of data for the spi 200 APZU as far as I know also known as ASX/SP200, AP ASX200 and Yahoo has it as ^AXJO and google INDEXAXJO. I am confused!

The data I need needs to be the 24 hours in csv txt format or Ninja Trader for I need to know the following.

1 - The night trading that begins around 5pm is that carried forward to the next days trading so when you download the data onto your software at then end of the next days trading around 4pm you end up with one candle stick.

I have tried yahoo/Google but not only is it the days trade 9 to 4 pm or so but it's very inaccurate when you compare it to the actual ASX or SFE figures, it can be out by 15 or so points. As well as it becomes very apparent on a Saturday.You have Monday to Friday then because the data is pulled from Yahoo you end up with Friday nights trading as a Saturday stick.

I don't mind paying for it but I'm recycling a couple of my indicators and I only need 2.5 months, it also takes me two days to draw up a chart and apply my indicators:)

It's not that I haven't caught up to computers, it's computers that haven't caught up to me.

For the curious the attachment shows Friday and Saturday, not to scale but relative, Yahoo compared to actual and MM and DMA you'll notice Yahoo is 11 points to high but also 12 points to high from the low with nights trading missing obviously.

If I'm wrong please show me, it will save a lot of time.
 

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