Australian (ASX) Stock Market Forum

Noob Intraday Data Questions

CanOz

Home runs feel good, but base hits pay bills!
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Isn't it 8PM, the ASX specified time at which all trades from the previous 24H must be finalised?


Its a couple of hours after the market closes when i can get my Premium data. I can't recall the exact time though.

CanOz
 
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That comsec file you put up won't be available for download at 3.55pm. That's the difference. You can only get it at say 7pm, or whatever time comsec puts in on their website. And the EOD file won't have intraday tick movements.

It is available, that is the whole point...to use it as virtual EOD data.
 
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I'm glad you understand GB, because I still don't. I'm trying to use the data to trade live, not backtest. I need to be able to download the data prior to 4pm, run some analysis on it and then use the results of the analysis to maybe place trades.

Geeroy, is the data downloadable, covering the current day (OHCLV) prior to 4pm? Or is it downloadable several hours afterwards? Do you use the standard comsec interface, or their professional trading platform?

Apologies for the need to keep asking questions but if Comsec does provide this data, I'd be willing to re-open an account with them; but if not and we're misunderstanding each other, I don't want to go to the effort of opening my account and then finding out that it's not actually what I'm after......

Regardless, thanks to all for the input.

AMSH
 

tech/a

No Ordinary Duck
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I'm glad you understand GB, because I still don't. I'm trying to use the data to trade live, not backtest. I need to be able to download the data prior to 4pm, run some analysis on it and then use the results of the analysis to maybe place trades.

Geeroy, is the data downloadable, covering the current day (OHCLV) prior to 4pm? Or is it downloadable several hours afterwards? Do you use the standard comsec interface, or their professional trading platform?

Apologies for the need to keep asking questions but if Comsec does provide this data, I'd be willing to re-open an account with them; but if not and we're misunderstanding each other, I don't want to go to the effort of opening my account and then finding out that it's not actually what I'm after......

Regardless, thanks to all for the input.

AMSH

The closest you'll get I think is around 1.5 hrs before close.
Just data do one at 2.30
Perhaps that can at least give you a short list that you can watch 5-10 mins before close.
Better than nothing?
Don't know what Premium Data do ask Richard Dale by email.
 
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I'm glad you understand GB, because I still don't. I'm trying to use the data to trade live, not backtest. I need to be able to download the data prior to 4pm, run some analysis on it and then use the results of the analysis to maybe place trades.

Geeroy, is the data downloadable, covering the current day (OHCLV) prior to 4pm? Or is it downloadable several hours afterwards? Do you use the standard comsec interface, or their professional trading platform?

Apologies for the need to keep asking questions but if Comsec does provide this data, I'd be willing to re-open an account with them; but if not and we're misunderstanding each other, I don't want to go to the effort of opening my account and then finding out that it's not actually what I'm after......

Regardless, thanks to all for the input.

AMSH

The file geeroy posted is a snapshot. Looks like a standard EOD file, but if you check the prices and volumes of a few individual stocks you can see it's taken some time during the day, and not the EOD.

CBA,120711,53.44,53.77,53.32,53.4,1124465 [CBA closed at 53.51]
 
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Cool, looks like Geeroy's stuff might do the trick. Think I'll get in touch with commsec.

Thanks Tech/a, I signed up to eSignal on demand a couple of days back - it's live data, 20 minutes delayed but works pretty well with explorations. I think that will do the job until I find something better. Can't believe I've got to learn yet another language though and eSignal uses a bastardised version of Java so it's less user-friendly than most. Great support though.

AMSH.
 
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