Where to get ASX intraday data?

[asxtraderr]

where can i purchase (historical)intraday 1 min or tick data of ASX index futures? data since 2000 till 2008. One time purchase.

i want the data in metastock format and need it to test my trading system.

 

[asxtraderr]

can any experienced trader reply to my querry?

i thought aussies are helpful people

 

[professor_frink]

helpful, but usually quite lazy as well

Here's 1 mob that have a pretty good reputation(though I haven't used them personally)

http://www.tickdata.com/

 

[asxtraderr]

helpful, but usually quite lazy as well

Here's 1 mob that have a pretty good reputation(though I haven't used them personally)

http://www.tickdata.com/

Thanks, i will check it out professor.

What does SNAPSHOT data mean?

 

[Richard Dale]

Snapshot data is a snapshot of the open, high, low, close and volume up to a particular point in time. So it's not an intraday time period (eg 15 min) but rather is still daily data where the high, low, close and volume is still being updated. The close represents the last traded price until the market closes.

Many traders use intraday snapshot data to scan for trading system entries during the final hour of the market being open, and place an order either just before close or during the closing price auction. Many of them find it's a great way to enter a trade before an overnight gap might take away profit if they entered the next day.

It's particularly good for medium term trading systems and doesn't force you to watch a screen all day.

Typically such snapshot data is 20 minutes delayed (otherwise it would be considered to be live data by the ASX and require live market data royalties).

 

[bluey1937]

Hi, Have a look at phoenixai.com.au. It is good and low cost.

Bluey