Australian (ASX) Stock Market Forum

historical data

  1. M

    Fundamental Historical Data (Excel format)

    Hi, I would be very appreciative if anyone could point me in the direction of where to source excel data for the basic histroical data for ASX listed companies from the last 5 years (balance sheet, income, cash flow, etc.). Sure, they're required by law to disclose this data in an annual PDF...
  2. K

    Chinese Historical Tick Data

    Does anyone know where I can find and purchase Chinese historical tick data? Seems like so hard to find out there.
  3. Stock Jock

    Export Historical Data From ThinkOrSwim

    If you use the ThinkOrSwim platform, this might be of interest to you. Click on the link below. Export Historical Data From ThinkOrSwim
  4. P

    Historical 'Tick' Data for ASX

    Hi Team, New poster - I'm looking at getting my hands on some historical "level 2" data for the ASX. I understand that norgate, premiumdata look like decent providers, however from my review it only appears that they have EOD related data? I understand that it would be possible to collect...
  5. R

    Historical market cap data

    Hi All I'm a noob looking for historical EOD data with the market cap or equivalently SOI. I tried norgates premium data free trial, but as far as I can tell they don't provide market cap/SOI data with their historical EOD data. Any suggestions of things to try? I'm happy to pay a small fee...
  6. EVarakova

    UK and Indian historical data

    Hi Anyone know where I can get past data for the UK and Indian stock exchanges. At present I am using https://www.asxhistoricaldata.com/ for my ASX data importing this into my AMIBroker and need UK and Indian data. Thanks in advance E
  7. K

    Needed: Historical Data Download options

    Hi, I predominately trade the FTSE futures intraday however I do dabble in several US markets. I trade through IB. Can anyone suggest the best method for me to download a large amount of historical data for the FTSE futures contract? Simply a data dump into excel is all I'm really after...
  8. G

    Access to historical price data

    Hi does anyone know how to get a download of the past year ( or 5 yrs) price data for every share on the asx, without having to type in individual stock codes? I,m also after option prices too. Looking for the standard end of day info (OCHL, Vol) etc. Preferably free. Thanks
  9. S

    Commodities Historical Data

    Hi Guys, I am creating my own commodities index. Therefore I need historical data. Does anyone know a place where I can get free historical commodities data for industrial (steel, zinc, aluminium, copper, tin and lead) and agricultural (wheat, corn, berley, rice, soybeans) commodities...
  10. Steve C

    Amibroker needs me to buy Premium Data and Historical Data?

    Hi guys, I am about to take the plunge and put a system into use in the real world. I am about to buy Amibroker and was wondering, does the PremiumData EoD Data at $30 per month just give 1 years worth of historical data or 10 years? Am I also required to buy the ASX Historical Data at...
  11. F

    Historical fundamental data for a quantitative analysis

    Been doing a bit of reading on a quantitative approach (Ie quantitative value investing ala montier or greenblatt or qv). Interesting stuff, but wondering if there is raw historical asx company fundamental data that is accessible to a retail investor like me on which I can do scans using...
  12. F

    Sources of historical fundamental company data

    Hey, I was wondering what sources you guys use to find historical fundamental company data, especially to build financial models. For Aussie stocks (ASX) I can think of the following sources, relevant to the retail investor: Morningstar Data from Online Brokers (Commsec, Interactive...
  13. J

    Historical data for PMI, PSI & PCI

    Hi guys, just wondering if anyone knows of any site, or even better if any one already has historical data for Australian PMI, PSI and PCI. Preferably logged into excel but no problem if not. Thanks guys mud appreciated
  14. S

    10 Year ASX Historical Data

    Hello I am kind new to investing and to this forum so if this questions has been asked previously in this forum I apologize in advance. Does anyone know where to get the following 10 year historical data for a company listed in the ASX (Preferably for free) Debt to equity ratio Earnings...
  15. pixel

    Historic Daily Forex Data

    Hi Forex Gurus; I'm trying to run a few years' worth of strategy backtesting. For that, I'd need daily OHLC data, ideally in Excel or csv format, of the major currencies. OK, I know it's available at a cost; but the services I've been subscribing to are encrypting their data, and I thought...
  16. D

    Best accurate historical data source

    Hi, asxhistoricaldata.com goes back to 1997. Yahoo historical provides daily from about 1999. For the purpose of backtesting which is better to use in regards to adjustments (splits, mergers, etc) and completeness. A very quick spot check shows Yahoo to be missing some days in 1999-2000...
  17. S

    S&P 500 & NASDAQ Historical Data?

    HI I was wondering if anyone knows where l can get historical charting data with indicators, going back at leasat 20 years on s&p500 and Nasdaq? Would like to perform some technical back testing but am unable to find a platform where l can perform this. I can easily get it on the forex but...
  18. V

    Historical ASX Constituent Data

    Hi I am part of a team performing some historical market analysis on the ASX and I was wondering about the availability of historical constituent data for the ASX indices? I have data for the S&P/ASX200 and S&P/ASX300 going back to 2009. However I cannot source quality data going back further...
  19. Z

    What free TA software can import ascii (.txt) historical data and EOD (.txt)?

    Hi, I am playing the ASX stock market game. And in the process of learning. I have used several TA software programs these inc Amibroker (trial) Ninja Trader Wealth Lab the problem I am facing is getting accurate data into any program. Yahoo is hit/miss at best. example TOL.AX data...
  20. R

    Data sorting help: Nasdaq historical view ITCH data

    My data consist of like 20 million rows of this: T33013 M000 D 431630 X 431629 1000 M003 D 431571 A 431665S 100 67272 1834000 M006 A 431666S 2600 1027 1176000 D 430996 In which program could I sort it the way that it would look...
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