Australian (ASX) Stock Market Forum

List of components of All Ords in the past

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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.
 
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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.
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.
 

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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?
 
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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?
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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Hello, If possible, please let me know where I can obtain the All Ords constituent lists, with market cap, from the year 2000 to 2015, inclusive. I've attached an exemplar from 2016.
 

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Richard Dale

Norgate Data
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Just to clarify some points about Norgate Data.

Norgate Data does do not sell, or provide, lists of historical index constituents on a date-wise point-in-time basis.

The problem with "raw" lists of historical index constituents is that subsequent name/symbol changes and other events have to be thoroughly investigated and taken into account for the lists to be of any use.

A Norgate Data stock market subscription at the Platinum level (or above) provides useful access to information about historical index membership but only in the context of a system test (e.g. membership of an index can be stipulated within an entry (or exit) condition, and you can use a universe for backtesting against all current and past members).

If you want a hassle-free way of doing backtesting against historical index constituents to remove survivorship bias, in a platform supported by Norgate Data, this is what we offer.
 
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