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Indonesia Stock Exchange - Historical data

by The trader, 177 days ago
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This item downloads historical quotes data for stocks listed on the Indonesia Stock Exchange (Bursa Efek Indonesia). It gets quotes from the exchange website (idx.co.id) by date and for all listed companies.
The Indonesia stock exchange list of symbols contains ticker information about the companies.

The current downloader automatically adds new symbols in your database. When there is no volume or trading activity for a stock and for a particular date, the exchange sets the close price to zero. In that case, the downloader fills the close value with the last available close price instead of rejecting or ignoring that data.

Besides the close, open, high, low and volume prices, this item downloads also other time-series and saves them into a database called 'idx_data'. This database is automatically created the first time your run this item.

The 'idx_data' database contains nine fields:
Date: The date of the trading data
Value: The total value of the transactions in the local currency. This is simply the sum of all the transaction values. A transaction value is the number of shares in a transaction multiplied by the price at which the transaction was executed
Frequency: The number of trades or transactions
ListedShares: The number of listed shares for a particular stock
ForeignSell: This is the foreign sell volume
ForeignBuy: This is the foreign buy volume
NonRegularVolume: The volume of non regular transactions
NonRegularValue: The total value of the non regular transactions
NonRegularFrequency: The number of non regular transactions

This Indonesia Stock Exchange downloader gets data only for the last 3 months. You can use the Yahoo EOD historical quotes item to get older data, or you can work with both items. First, run Yahoo EOD historical quotes to get historical data and then use this item on a daily-basis to get the quotes updates.

This item does not require the Indonesia stock exchange list, however your will only get the symbol names. With the Indonesia stock exchange list, you can get the yahoo compatible names (so you can run the Yahoo EOD historical quotes), the companies' title, the companies' description, the CUSIP codes, the companies' industry...


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