ASX 24 (Sydney Futures Exchange)#

ASX 24, formerly the Sydney Futures Exchange, offers trading in futures and options on interest rates, equities, commodities, and currencies.

  • Country: Australia [AU]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Australia/Sydney

  • Start Date: 20110411

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

ASX_FUT - Coverage#

Security Type

# of Symbols

% of Total

Future

658

28.06%

Futures Spread

1687

71.94%

Total

2345

100%

Consists of 3 Databases



ASX_FUT#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • MKT - Market phase / instrument status information

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades




ASX_FUT_BARS#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • MKT - Market phase / instrument status information

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




ASX_FUT_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type