Key Features
- Symbology: AETH uses ASX symbols to identify instruments. When verified, all type converts to uppercase to match ASX codes. You can also then identify all derivatives relating to the underlying instrument.
- Help Files: a special help file constructed primarily for ASX data is available
- Updates: monthly
- Time settings: time is automatically set to local
- Asset classes: Equities, Exchange Traded Options, Warrants
- Headings: sourced from ASX Signal G – to provide ASX-specific data, such as industry sectors
Papers written using this data
Waratit, Than-olan. (2009). Stopping Brownian Motion near maximum with application to DAX Index. Sydney, Maccquarie University.
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Reuters DataScope Tick History - RDTH