Ask Colin

Where can I get historical data for the ASX on CD ROM suitable for analysis in Excel?

I am assuming that you want daily data for individual stocks.

If you only want the index, there is a historical file of monthly data in the Coppock Spreadsheet on my web site www.bwts.com.au - enter the free access site and click on Data Files. You can also download a lot of historical index data from Yahoo. Also stocks, but it would have to be done one by one, which would be painful. Also I am not sure about whether or how they have dealt with adjustments (see below). There are probably other sources on the Internet, like Yahoo, that you could investigate.

You can purchase a CD with at least 10 years of data from several data vendors. Two that I have dealt with are Dial & Chart www.dialchart.com.au and Almax www.almax.com.au

One thing you need to be very careful of is that when you do your analysis, you use data that has been properly adjusted for issues, reconstructions, name changes etc. I think that what they sell you is unadjusted data - you have to use their services to adjust that data. I don't think it will work on Excel, because the whole industry is geared to service charting software packages.

The way I deal with this is to buy my raw data from these sources and use the Insight Trader Data Base management service to do all the adjustments. I have great confidence in that service. However, you need to have Insight Trader to do that - it is not set up to work on Excel.

Bernard Chapaman, who provides the Insight Trader Data Base Manager is of the opinion that only his data and the one sold by Sharefinder www.sharefinder.com.au are accurate. I don't know if Sharefinder sell their data separate from their software.

To help you to understand the issues in data adjustment, here is an exerpt from an Interview with Bernard Chapman from the ATAA Journal Sept/Oct 2002:

Q:Insight Trader has a fundamental data bias as well. How did that evolve?

A: I realised early in the piece that the two waring camps of fundamental and technical analysis each had something valuable to offer. Not being one-eyed, I introduced fundamental analysis into Insight Trader before it was really available elsewhere, so that people could use a combination of both technical and fundamental analysis. I wanted to use a combination of the best of both.

Q: So that meant building your database?

A: That

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