Tick - Streaming tick data for the ASX
Tick is a bare bones data service that streams ASX trade and cancellation events.
Events are sent in real-time over an HTTP connection. The data format is CSV ASCII.
Subscribers can connect at any point during the day and receive new events as they occur. Events can be requested from an earlier point in the day or after connection loss by passing in a sequence number as a parameter.
By default events for all stocks traded on the ASX are sent however subscribers can optionally request ticks for specific codes only.
Please contact Iguana2 to find out more.
All access is via HTTP GET requests. Access is restricted to the subscribers previously supplied IP address or range.
These few queries give an overview of what is possible:
All trades from now on
All trades from the beginning of the day
A request for a single stock
A request for multiple stocks
A request for multiple stocks from an earlier point in the day
36449,T,20100322 10:20:12,WBC,2730.00,803, 36450,T,20100322 10:20:12,ANZ,2492.00,60, 36451,T,20100322 10:20:12,LGL,316.00,1000000,LH 36452,T,20100322 10:20:12,WOW,2803.00,450,
Click here to view the complete days data from the 18th March 2010.
Note: This example file has been compressed but please note that the data feed is uncompressed.
Data is delivered in the following ASCII format:
<seq> "," <event> "," <time> [ "," <code> "," <price> "," <volume> "," <flags> ] "\n"
i.e. one event per line of the form:
|seq||A sequence number that is increased for each event and may be used to reconnect from a specific point.|
H: Heartbeat; sent every 30 seconds if no other messages are sent in the intervening period.
E: End of day; connection will be dropped after receiving this
In the case of a cancellation the time is set to the original time of the trade to be cancelled
|price||Price in cents per share|
|volume||Volume of trade|
|flags||Whether the trade updates the quote figures; can be any combination of the following:
L: don't adjust first/last
H: don't adjust high/low
V: don't adjust volume
The feed begins at 8:00am AEST and ends at 7:00pm AEST.
You may connect at any time - the previous day's trades are available for recovery until 8:00am on a new ASX trading day.
To ensure that you only receive the current day's data when connecting at the start of the day, you should use the date parameter described below.
You may specify any of the following parameters:
|seq||The sequence number to resubscribe from.|
|date||YYYYMMDD. The date that you expect the data to be for. Use this with the sequence number to ensure that you receive the correct day's data.|
|codes||A comma separated list of stock codes to restrict the streamed trades to.|