Paritech is pleased to announce the release of our new ASX Data Warehouse service.
Successful financial modeling needs high quality data. Paritech’s Data Warehouse has ASX tick data spanning over ten years and End of Day data spanning over 30 years.
This data has been meticulously collected and maintained by Paritech over these years.
Paritech is pleased to be able to offer numerous packages for the purchase of ASX Tick, Orders and End of Day data.
The Tick data is perfect for researchers and traders building and testing algorithmic trading systems. For example, the partial file sample below shows tick volumes for BHP with the associated buying and selling broker, plus whether the trade hit the buyer or the seller.
TickDate |
TickTime |
Symbol |
Price |
Volume |
BuyBroker |
SellBroker |
Side |
31/01/2011 |
10:00:21 |
BHP |
43.9 |
410 |
266 |
238 |
S |
31/01/2011 |
10:00:22 |
BHP |
43.9 |
270 |
266 |
140 |
S |
31/01/2011 |
10:00:22 |
BHP |
43.9 |
440 |
266 |
157 |
S |
31/01/2011 |
10:00:22 |
BHP |
43.93 |
22 |
677 |
210 |
B |
31/01/2011 |
10:00:22 |
BHP |
43.93 |
5 |
677 |
210 |
B |
31/01/2011 |
10:00:22 |
BHP |
43.93 |
30 |
677 |
210 |
S |
31/01/2011 |
10:00:23 |
BHP |
43.94 |
30 |
203 |
210 |
B |
31/01/2011 |
10:00:23 |
BHP |
43.94 |
1 |
203 |
210 |
B |
31/01/2011 |
10:00:23 |
BHP |
43.94 |
7 |
203 |
210 |
B |
31/01/2011 |
10:00:23 |
BHP |
43.93 |
4943 |
677 |
945 |
S |
All packages can be ordered via credit card and secure file download.
Click here for more details/sample files