ASX data and processing
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.
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.
Symbol data can be obtained from listcorp if you sign up for their newsletter (which is not bad).
The database consists of three tables described below by example:
| symbol | name | industry | mcap |
|---|---|---|---|
| BHP | BHP BILLITON LIMITED ORDINARY | Materials | 108,172,000,000 |
| symbol | date | short |
|---|---|---|
| BHP | 1281571200.0 | 0.66 |
| symbol | date | open | high | low | close | volume |
|---|---|---|---|---|---|---|
| BHP | 1281657600.0 | 42.75 | 43.26 | 42.71 | 43.08 | 3691070 |
| symbol | date | close |
|---|---|---|
| BHP | 1281657600.0 | 43.08 |
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.