This is version 1.1 of a data pipeline I’m working on that provides ASX end of day data. Since there is not much data it will be provided as a compressed csv file containing all stocks, with the following structure:
| ax_ticker | OPEN | HIGH | LOW | CLOSE | VOLUME | ADJUSTED | Date |
|---|---|---|---|---|---|---|---|
| MOQ.AX | 0.0035 | 0.0035 | 0.0035 | 0.0035 | 0 | 0.35 | 2016-01-01 |
| MOQ.AX | 0.0036 | 0.0036 | 0.0036 | 0.0036 | 12500 | 0.36 | 2016-01-04 |
| MOQ.AX | 0.0039 | 0.0039 | 0.0036 | 0.0036 | 26300 | 0.36 | 2016-01-05 |
| MOQ.AX | 0.0036 | 0.0036 | 0.0036 | 0.0036 | 0 | 0.36 | 2016-01-06 |
| MOQ.AX | 0.0036 | 0.0036 | 0.0036 | 0.0036 | 0 | 0.36 | 2016-01-07 |
Note: Only currently valid stocks are available, delisted companies are not included in the historical data.
Listed companies: http://www.asx.com.au/asx/research/ASXListedCompanies.csv
2017 ASX End of day data
Version: 1.1
818 Downloads
2018 ASX End of day data
Version: 1.1
1154 Downloads
I’m happy to change the output structure and time frame based on user feedback. Currently I am considering the following:
- include delisted companies in historical data
- include previous 12 months data option (this could be technically be done by the user now)