This item downloads historical EOD (end of day) quotes for companies listed in the ASX or the Australian securities exchange.
The data is downloaded from the following website: float.com.au. A small pre-script is applied to remove lines where the prices are set to zero. This happen sometimes with some tickers and I have created this filter to prevent the downloader from filling the database with quotes prices set to zero.
The data is downloaded separately for each symbol, which means that you can decide to download quotes for only a group of tickers.
You need a list of stocks (ticker symbols) that trade on the ASX exchange in order to use this downloader. This list can be found here: Australian Stock Market. This item seems to download almost every 1950 ticker symbols in the above list.
The yahoo downloader (Yahoo EOD historical quotes) can also download asx historical data. However, unlike this item, not all the symbols in the above list are downloaded.
NB: The downloaded data (quotes) seems to be pretty clean. I haven't noticed a lot of bad ticks.
The asx historical data goes as far as the beginning of 1997.
