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asx-data

ASX data and processing

ASX short data

The raw short data was obtained from ASIC, and contains some inaccuracies.

These were then massaged a little (ascii/latin, trailing comma on dates). See the Makefile for how they're then put into the database.

ASX price data

The price data currently in use is purchased from eoddata.com and is proprietary. Should you purchase it you should place the zip files in a directory named asx-eod-data/zips/ and we should be able to work with that. Please contact me if that isn't the case.

ASX symbol data

Symbol data can be obtained from listcorp if you sign up for their newsletter (which is not bad).

The database

The database consists of three tables described below by example:

symbols

symbol name industry mcap
BHP BHP BILLITON LIMITED ORDINARY Materials 108,172,000,000

shorts

symbol date short
BHP 1281571200.0 0.66

endofday

symbol date open high low close volume
BHP 1281657600.0 42.75 43.26 42.71 43.08 3691070

endofmonth

symbol date close
BHP 1281657600.0 43.08

Charting

There is a pretty cheesy web server (using python/flask) used for test purposes that will serve up some ugly charts in the www directory. This is not the purpose of this dataset and it's not well maintained.

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ASX database and processing

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