Volume for the XAO

[saiter]

I'm trying to get volume for the XAO, but can't find it. I get my data from BellDirect and from Commsec.

Does anyone know where you can get Volume data for the XAO? Preferably free.

Thanks.

 

[rub92me]

The XAO is an index, rather than a tradeable instrument so you won't get direct volume. You can work out what the volume is though by breaking it down in its constituent parts, which is probably what they're doing on this site:
http://markets.smh.com.au/apps/mkt/indexDetails.ac?idx=XAO

 

[saiter]

Thanks, I just assumed it'd be like the DJIA. I guess the DJIA is tradeable though.

 

[jackson8]

I'm trying to get volume for the XAO, but can't find it. I get my data from BellDirect and from Commsec.

Does anyone know where you can get Volume data for the XAO? Preferably free.

Thanks.

http://finance.google.com/finance/historical?q=INDEXASX:.AORD


this link may give you the information that you are after

 

[saiter]

http://finance.google.com/finance/historical?q=INDEXASX:.AORD


this link may give you the information that you are after

Thanks for the help guys, but Amibroker seems to be giving me negative volumes when i use this data I think I will just try to compile the volume for the XAO through amibroker.

EDIT: Hmmm, I still get negative volume with amibroker. I'll move this to the amibroker FAQ.

 

[Richard Dale]

Thanks for the help guys, but Amibroker seems to be giving me negative volumes when i use this data I think I will just try to compile the volume for the XAO through amibroker.

EDIT: Hmmm, I still get negative volume with amibroker. I'll move this to the amibroker FAQ.

It's an AmiBroker limitation due to the storage structure they use for volume - try dividing your volume by 100 instead.

 

[saiter]

It's an AmiBroker limitation due to the storage structure they use for volume - try dividing your volume by 100 instead.

How can I do this with the "Calculate composites" tool?

 

[Richard Dale]

How can I do this with the "Calculate composites" tool?

You can't there - but you could write your own code for creating a composite based upon the sum of volumes/100.

The other alternative is to subscribe to a data vendor that does this all for you of course.

Or wait until Tomasz fixes the Volume (it's a known bug/issue and a future version of AB will fix this).

 

[saiter]

You can't there - but you could write your own code for creating a composite based upon the sum of volumes/100.

The other alternative is to subscribe to a data vendor that does this all for you of course.

Or wait until Tomasz fixes the Volume (it's a known bug/issue and a future version of AB will fix this).

Lol okay, where can I learn scripting?

 

[Richard Dale]

Lol okay, where can I learn scripting?

Howard Bandy's Introduction to Amibroker book is fantastic.
http://www.introductiontoamibroker.com/

Note that using composites for calculating the volume for XAO will get rather incorrect in history because the constituents today aren't the same as they were 5 years ago.

 

[saiter]

Howard Bandy's Introduction to Amibroker book is fantastic.
http://www.introductiontoamibroker.com/

Note that using composites for calculating the volume for XAO will get rather incorrect in history because the constituents today aren't the same as they were 5 years ago.

Will keep that in mind. Thanks for your help.