Sources of ASX data

[SirRumpole]

Hi all,

I have taken a break from share trading for quite a while but now I think I may get back into it.

What I need is a good source of daily data so I can write a few algorithms to give me some tips.

In the 'old days' I used to be able to trawl through the ASX website and extract the data I wanted but this info now seems to be behind paywalls and hived off to other corporations.

Google Finance is a possibility but the information supplied there is a bit scanty.

What is a good and relatively cheap source of daily data, ie Open, close, bid , offer, volume, PE, div yield etc ?

At this stage I just want the data so I can test my algorithms, the trading will come later.

Any thoughts ?

Thanks.

 

[BoNeZ]

Yahoo (free) or Norgate (Paid)

 

[divs4ever]

Hi all,

I have taken a break from share trading for quite a while but now I think I may get back into it.

What I need is a good source of daily data so I can write a few algorithms to give me some tips.

In the 'old days' I used to be able to trawl through the ASX website and extract the data I wanted but this info now seems to be behind paywalls and hived off to other corporations.

Google Finance is a possibility but the information supplied there is a bit scanty.

What is a good and relatively cheap source of daily data, ie Open, close, bid , offer, volume, PE, div yield etc ?

At this stage I just want the data so I can test my algorithms, the trading will come later.

Any thoughts ?

Thanks.

i look at my trading platforms ( Commsec may be better that Bell Direct for that )

sometimes i use Yahoo

BHP Group Limited (BHP.AX) stock price, news, quote & history – Yahoo Finance

Find the latest BHP Group Limited (BHP.AX) stock quote, history, news and other vital information to help you with your stock trading and investing.

au.finance.yahoo.com

please note data accuracy is sometimes suspect ( on all the sources given )

but should be OK for back-testing

cheers

 

[SirRumpole]

Yahoo looks better than Google, I may go with that, thanks.

 

[rcw1]

Hi all,

I have taken a break from share trading for quite a while but now I think I may get back into it. ...

Good morning SirRumpole,

Great news. Good fortune to you.
Have a very nice day today.

Side note:

Home Page - MarketWatch

MarketWatch provides the latest stock market, financial and business news. Get stock market quotes, personal finance advice, company news and more.

www.marketwatch.com

** If you hit on the magnifying glass then type in any code for any index (mostly) the data will come up, no need to hit the search icon

Kind regards
rcw

 

[KevinBB]

What is a good and relatively cheap source of daily data, ie Open, close, bid , offer, volume, PE, div yield etc ?

If you're after price data only, your favourite retail broker should have a daily download file available on their web site. The file is usually in .txt or .csv format, so can be easily read by either a spreadsheet or your favourite programming language. If you can't find the daily download file, then consider looking at other brokers.

I'm not sure about fundamental data, as I don't really use it.

KH

 

[SirRumpole]

Thanks guys,

All the data I want seems to be in the Yahoo! finance page. It's a good starting point anyway.

 

[frugal.rock]

 

[Gringotts Bank]

Hi all,

I have taken a break from share trading for quite a while but now I think I may get back into it.

What I need is a good source of daily data so I can write a few algorithms to give me some tips.

In the 'old days' I used to be able to trawl through the ASX website and extract the data I wanted but this info now seems to be behind paywalls and hived off to other corporations.

Google Finance is a possibility but the information supplied there is a bit scanty.

What is a good and relatively cheap source of daily data, ie Open, close, bid , offer, volume, PE, div yield etc ?

At this stage I just want the data so I can test my algorithms, the trading will come later.

Any thoughts ?

Thanks.

• You can scrape CMC stockbroking website for EOD data pretty easily.
• Bell Direct will send an EOD file as email if you want. It's free and 'accurate', but not adjusted for splits etc. Has about 5 yrs of historical too, which is handy.
• Do you have Amiquote? There's quite a few new options with that now, eg. AlphaVantage, Tiingo etc.
• Yahoo is 'ok' for current day EOD, but historical data is a real mess - avoid that. Some speccies they don't seem to track.
• If you want to day trade only a few select stonks, you can D/L accurate intraday data (anything from 4H down to tick) from TV. Requires subscription, and for tick you are limited to 1000 bars which isn't much.

 

[SirRumpole]

Yahoo data looks a bit dodgy.

They intermittently report the bid price higher the the ask price by quite an amount.

That's not the way it should be is it ?

 

[frugal.rock]

If it's (the actual data, which is delayed by 20 minutes remember) before 10am or between 4:00 and 4:10 ish pm, yeah, you will see bids higher than last traded price and also asks lower than last traded price.

The concept is similar to a "temporary trading halt" and everyone can still wack orders in that will then get executed at the same time once trading again (in systematic order of course).

See closing single price auction or CSPA information if interested.

 

[SirRumpole]

If it's (the actual data, which is delayed by 20 minutes remember) before 10am or between 4:00 and 4:10 ish pm, yeah, you will see bids higher than last traded price and also asks lower than last traded price.

The concept is similar to a "temporary trading halt" and everyone can still wack orders in that will then get executed at the same time once trading again (in systematic order of course).

See closing single price auction or CSPA information if interested.

Ah, it's later in the day than I thought !

 

[frugal.rock]

Losing track of time are ye, ye old Bailey hack ?

 

[SirRumpole]

Losing track of time are ye, ye old Bailey hack ?

My apologies M'Lud.

 

[divs4ever]

Yahoo data looks a bit dodgy.

They intermittently report the bid price higher the the ask price by quite an amount.

That's not the way it should be is it ?

i have noticed that on Commsec several times ( and often for hours/days ) DESPITE the stock trading ( mostly ) at the ask price during that period , not every stock , true , but often noticeable enough to wonder why no question is asked ( i would guess the problem is on one of the trading exchanges )

should it be , NO !, does it occur , sometimes ( and not for milliseconds )

maybe i should start taking snapshots of interesting pages again

dodgy , YES ! Yahoo , maybe not .

maybe a second source is needed to verify anomalies

 

[divs4ever]

Ah, it's later in the day than I thought !

is not always time relevant nor an artifact of the 20 min. delay ( which Commsec does NOT impose on me , but Bell Direct normally does )

rare , YES , but it can defy easy explanations

 

[Joe90]

This thread is worth some investigation....

https://www.aussiestockforums.com/threads/full-asx-excel-spreadsheet.27908/page-4#post-1119110

I used Pixels spreadsheet for Yahoo data for a while a few years back until I discovered AmiBroker and Norgate data. I'm not sure if the Yahoo API is still functioning.