Historic Market Data
Collection and Conversion

http://www.ascii-data.com/stocktable.csv

We need to download our historic market data. The above website has free ASX historical market data available for download.

There are two components to this section. One is the manual download and batch conversion of all the historical market data files. The other is the automated download and conversion of the latest market data file.

Warnings, Data errors and Corrections

WARNING: Do not use data from Ascii-data website earlier than 2003/12/13. The format is not compatible.
(It is possible to manually re-work this data to make it compatible for conversion)

NOTICE: Data is never perfect and you will need to inspect and correct any errors in your SOURCE data.
Here are some KNOWN data errors you will need to correct in your source data files:

20040312 Data errors corrected.
20040924 Data errors corrected.
20060526 Data errors corrected.

Automated Download and Conversion of ASX market data

This will prepare ONE data file of the most recently available ASX market data for importing into Amibroker.

Download and setup the “ASCII-MktData-Get.js” script from the above archive. Be sure to keep the existing directory structure. And remember to set the initial directory under Amibroker tools customisation.

Operation of this script is basic. Simply run the script and it will download the latest ASX market data and convert it to Amibroker compatible format ready for importing. You will find the data placed in the StoreRAW and StoreMktData directories respectively.

You must now inspect your Amibroker ready data for errors. If you do find any, Correct the RAW data file and copy it to the BatchRAW directory. Then run the batch converter to re-convert your corrected RAW data to Amibroker ready data.

We can now use the data stored in the StoreMktData directory to import into AmiBroker. Read the section on importing data.

Manual Download and Batch Conversion of ASX market data

This will prepare MANY historic data files of ASX market data for importing into Amibroker and typically only needs to be done once.

Download and setup the “ASCII-MktData-Conv.js” script from the above archive. Be sure to keep the existing directory structure. And remember to set the initial directory under Amibroker tools customisation.

Download your market data in .csv format from Ascii-data website and store in the BatchRAW directory. Then run the script to convert the files located in the BatchRAW directory to Amibroker compatible format ready for importing. You will find the data placed in the StoreMktData directory.

You must now inspect your Amibroker ready data for errors. If you do find any, Correct the RAW data file and run the batch converter to re-convert your Amibroker ready data file.

We can now use the data stored in the StoreMktData directory to import into AmiBroker. Read the section on importing data.

Errata on Ascii-data Market data

Data available on a consistent basis is:
Price (@ Time of Data Snapshot)
DebitEquity (Debit Equity)
EPS (Earnings Per Share)
NTA (Net Tangible Assets)
MarketCap (Market Capitalisation)
Issues (Derived from MarketCap/Price)