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List of components of All Ords in the past

Discussion in 'Software and Data' started by satriani1, Sep 1, 2018.

  1. satriani1

    satriani1

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    Hello,
    Where can I find the list of components of All Ords in 2009, 2010, 2011, etc. ?
    I've tried everywhere but I can't find it.
     
  2. luutzu

    luutzu

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    https://www.allordslist.com

    Only past 3 or so year though.

    tried the ASX website itself?
     
  3. satriani1

    satriani1

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    Thanks, that was actually the only website that I had found before. Looking for something from 2010. I tried ASX webside.
     
  4. cropcos

    cropcos

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    Here is a list of All ords from early January in each year from 2008 to 2014. Let us know if you need other periods.
     

    Attached Files:

    peter2 and debtfree like this.
  5. satriani1

    satriani1

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    @cropcos Beautiful, thank you!
    send me your bitcoin address I would like to send you some tip.
     
  6. cropcos

    cropcos

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    Thats ok Satriani1, your welcome
    cheers
     
  7. AusJoe

    AusJoe

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    Hi @cropcos, I have been trying to do some back testing on a dual momentum strategy for the ASX but came up against a brick wall finding historical constituent listings (e.g. ASX200) and then finding data for de-listed stocks that made up part of the index in the past. Trying to negate survivorship bias.
    All roads have lead to the Norgate data in conjunction with AmiBroker, I have downloaded a free trial of both and they work brilliantly together but I don't use this platform for developing Algo's. Norgate is pretty pricey though. Do you know any data suppliers that supply de-listed ASX stocks and index listings?
     
  8. cropcos

    cropcos

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    Hi AusJoe
    I use Amibroker and Nortgate data for historical constituent information when back testing, I don't know of any other data suppliers that provide this
     
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