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Australian Market Data
- Overview
> Layout & Security Types
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- Historical Data
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- Custom Folders

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LAYOUT & SECURITY TYPES

The ASX historical database is organised by "security type" into sub-folders beneath an "ASX" folder. The table below shows the sub-folders and the securities they contain. It also shows which security types are updated with each subscription option.

Subscription Option ASX Subfolder Security Types

Basic Subscription

Equities Ordinary Shares (both partly and fully paid)
Preference Shares (both partly and fully paid)
Unit Trusts
Rights & Entitlements
Company Options
Exchange Traded Fund Units
Indices S&P/ASX Indices

Derivatives

Exchange-Traded Options Call Options
Put Options
Low Exercise Price Options
Interest Bearing Securities Convertible Notes
Screen-Traded Unsecured Notes
Floating Rate Notes
Wholesale Corporate Interest Rate Securities
AUSGOV Treasury Bonds
Warrants Call Warrants
Put Warrants
High Denomination Warrants

Indicators

Indicators

Market Breadth
Economic
Implied Volatilities


Folder Layout

The "ASX" folder is installed by default to "c:\Trading Data\Stocks\ASX". The illustration below shows the sub-folder layout:

Each sub-folder (except for "Indices") is further sub-divided into an A-Z structure. This default A-Z structure can be eliminated (or re-built) through the Premium Data software. In addition, Premium Data users can create their own Custom Folders based on lists of securities found in the Lists folder.

ASX Security Descriptions

Equities

Ordinary Shares - equivalent to "Common Stock" in the U.S. - the most common form of share ownership. Ordinary shareholders are part-owners of a company. They have voting rights and are entitled to dividends out of company profits, although preference share-holders are always paid first. Ordinary shareholders also rank behind preference shareholders and secured creditors in claims to a company's remaining capital in the event of liquidation.

Preference Shares - shares that rank before ordinary shares in entitlement to dividends and capital (see above). Preference shares are often assigned a fixed rate of dividend return.

Partly-paid Shares - also known as Contributing Shares - shares on which the holder owes an outstanding balance to the company, which may be called  at some later date. If the case of a No Liability Company, the holder has the option of forfeiting the shares rather than paying the balance.

Unit Trusts -  pooled investments, where the funds are held with a trustee company and a manager is employed to invest the funds on behalf of the unitholders.

Rights & Entitlements - new shares made available to existing shareholders for purchase, the number of shares  being  in proportion to the current holding. The new shares are often issued at a discount to the current price. A rights issue (renounceable) may be on-sold by an existing holder but an entitlement issue (non-renounceable) must be either taken up or allowed to lapse.

Company Options - securities issued by a company, which bind it to issue shares to the option-holder at a certain price (and at a certain time) if the holder chooses to take up those shares.

Exchange Traded Fund Units - hybrid securities that trade on the ASX equities market. An ETF is a managed index fund whose units trade like ordinary shares. ETFs offer direct and convenient exposure to the performance of an index like the S&P/ASX 200.

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Indices

The S&P/ASX Indices are those indices calculated and managed by Standard & Poors that are published daily by the ASX. 

In  April 2000, the ASX's Index business was contracted out to Standard & Poors. The exchange's hope was that a global index manager working to international standards would bring a higher international profile to the exchange. S&P immediately began to make changes to the indices, introducing the S&P/ASX 200 (amongst others) and modifying the existing All Ordinaries Index.

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Indicators

Market Breadth
XTOADV = S&P/ASX 100 Advancing Issues
XTODEC = S&P/ASX 100 Declining Issues
XTOUNC = S&P/ASX 100 Unchanged Issues
XTOADR = S&P/ASX 100 Advance/Decline Ratio
XTOAD = S&P/ASX 100 Cumulative Advance-Decline Line

#XFLAD = S&P/ASX 50 Cumulative Advance-Decline Line
#XJOAD = S&P/ASX 200 Cumulative Advance-Decline Line
#XKOAD = S&P/ASX 300 Cumulative Advance-Decline Line
#XSOAD = S&P/ASX Small Ordinaries Cumulative Advance-Decline Line
#XAOAD = All Ordinaries Cumulative Advance-Decline Line
#ASXAD = ASX Total Market Cumulative Advance-Decline Line

XJO52W = S&P/ASX 200 Cumulative 52 Week New Highs-New Lows Line
XAO52W = All Ordinaries Cumulative 52 Week New Highs-New Lows Line

XJO20 = S&P/ASX 200 % Stocks above Moving Average 20
XJO50 = S&P/ASX 200 % Stocks above Moving Average 50
XJO100 = S&P/ASX 200 % Stocks above Moving Average 100
XJO150 = S&P/ASX 200 % Stocks above Moving Average 150
XJO200 = S&P/ASX 200 % Stocks above Moving Average 200

XAO20 = All Ordinaries % Stocks above Moving Average 20
XAO50 = All Ordinaries % Stocks above Moving Average 50
XAO100 = All Ordinaries % Stocks above Moving Average 100
XAO150 = All Ordinaries % Stocks above Moving Average 150
XAO200 = All Ordinaries % Stocks above Moving Average 200

Economic
#AUBLD = AU Building Approvals Total
#AUCAB = AU Current Account Balance
#AUCPI = AU Inflation Rate
#AUGDP = AU Gross Domestic Product Rate
#AUJOB = AU Unemployment Rate
%AURBA = RBA Cash Rate Target

Implied Volatilities
For 60-70 leading stocks.

An Implied Volatility for a stock is created by taking the basket of Exchange Traded Options that trade against the stock, determining the implied volatility that is priced into each option and then averaging those volatilities to arrive at a single figure.

The result is an instantaneous measure of expected volatility rather than a look-back at historical volatility.

This method was popularised by the CBOE for the S&P 500 Volatility Index (VIX) and is often called the "Investor Fear Gauge".

 

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Exchange Traded Options

Exchange traded options are options created and traded through a derivatives exchange rather than directly between counter-parties. 

Call Option - a security which gives the holder the right (but not the obligation) to buy a fixed number of shares from the grantor of the option at a certain price (the exercise price) by a certain time (the expiration date).

Put Option  - a security which gives the holder the right (but not the obligation) to sell a fixed number of shares to the grantor of the option at a certain price (the exercise price) by a certain time (the expiration date).;

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Interest Bearing Securities

Convertible Notes - fixed interest loan securities issued by a company which may be redeemed for cash or converted into shares in the company by a certain date according to the terms of the particular issue.

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Warrants

Option-like securities that are traded on the ASX's equities market. Warrants are issued by approved financial institutions rather than granted by individuals operating through a derivatives exchange mechanism. They may be issued over company shares, indices, currencies or commodities. Generally-speaking, warrants have a much longer life-span than options.

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