ASX Derivatives Data
ASX Derivatives Data provides the following fields for all trades
and orders. This data is available from September 1993. However,
the data quality improved after the introduction of the new trading
system (CLICK) in November 1997.
| Field |
Description |
Notes |
| 1 |
Date |
|
| 2 |
Time (to the nearest second) |
|
| 3 |
Contract code |
|
| 4 |
Trade/bid or ask |
|
| 5 |
Price |
|
| 6 |
Volume |
|
| 7 |
Disguised broker identfier |
|
| 8 |
Strike price |
|
| 9 |
Strike code |
1 |
| 10 |
Expiry date |
|
| 11 |
Settlement price |
|
Notes
- This indicates the expiry month for the contract.
|
