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Designed for researchers focusing primarily on Australian markets, Australian Equities Tick History (AETH) is an archive of activity on the Australian Securities Exchange from the start of electronic trading in 1987.
AETH is a full order book archive, containing all order entries, modifications, cancellations and trades for supported instruments time-stamped with millisecond precision.
AETH provides tick history for the following asset classes:
- Equities (from 1987-10-19)
- Exchange Traded Options (from 2006-09-11)
- Warrants (from 2006-09-11)
The search and retrieval of Australian Equities content is performed through an easy to use web interface. Data is delivered to an FTP site in csv format. Data uses the ASX's symbology and instrument codes.
