How to calculate close price on ASX? - Aussie Stock Forums

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  1. #1

    Default How to calculate close price on ASX?


    I'm trying to determine how the close price for a stock is calculated on the ASX. This is my current understanding.

    MarketClose: 16:00:00 so last minute of trading is 15:59:00 - 15:59:59
    PreClose: 16:00:00 - 16:09:59
    Close: 16:10:00 - 16:11:59
    Adjust: 16:12:00 .....

    So, is the close price reported for the day the last tick of 15:59:59 or is the close price calculated during the PreClose/Close . (the Close is not actually known until 16:12:00).

    The reason for wanting to know this arcane piece of knowledge is that I want to write a routine to calculate the close, without having to look it up.


  2. #2

    Default Re: how to calculate close price on asx

    found this at premiumdata it appears that sp uses the Close 2 methodology below, so if sp uses this methodology well thats good enuf' for me.

    Close Price
    Close 1: The last traded price at or before the day's regular trading session has been completed (16:00:00).
    Close 2: The last traded price inclusive of any trades that occur as a result of the closing price auction between 16:00:01 and 16:10:00.

    Currently Standard and Poors/ASX use the Close 2 methodology.

    found at:

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