NZX / NZDX - Trading History Availability?

[Alan3285]

Hi All,

Is there anywhere we can download the trading history for a given security listed on the NZX and / or NZDX?

For example, is it possible to get a history of all trades in, say, TEL over the last month (or any other period) showing the volume (if possible) or at least each traded price?

Thanks,

Alan.

[peat]

this sort of info is available on NZX see pic and also recent prices etc as per pic 2 on findata. not precisely what you asked but getting there

[Alan3285]

Hi Peat,

this sort of info is available on NZX see pic and also recent prices etc as per pic 2 on findata. not precisely what you asked but getting there

Thanks for that.

Unfortunately, it doesn't show me all the individual prices that were traded, only the final (close) trade of the day.

I am after the individual traded prices through the trading days.

Is there anywhere I can get that?

Thanks,

Alan.

[Phaedrus]

Alan, I'm curious. Why do you want such detailed data? How, exactly, would you make use of it?
All TEL trades over the last month would be a lot of numbers to crunch!

[wbosher]

Alan, I'm curious. Why do you want such detailed data? How, exactly, would you make use of it?
All TEL trades over the last month would be a lot of numbers to crunch!

You would need a week just to go through a day of trades. You've obviously got plenty of time on your hands, wanna come and mow my lawns?

[Alan3285]

Alan, I'm curious. Why do you want such detailed data? How, exactly, would you make use of it?
All TEL trades over the last month would be a lot of numbers to crunch!

LOL - You are probably right.

It was 'academic interest'.

I wanted to play around with some 'systems' that people tout to see how effective they have been in predicting short term price movements (as opposed to medium to longer term trends).

I had figured to take the data and apply the system (e.g. a 'charting' system, or a 'momentum' system) and see how well they predict the movements.

I don't expect it to yield much of value, but I was interested.

Perhaps TEL was a bad example to give. For a smaller (less traded security) the data set would be more manageable.

Alan.

[Phaedrus]

What do you mean by "short term", Alan? Are you talking about day trading? I would suggest that to attempt this in such a small market as NZ would be an exercise in futility that is doomed to failure.
If you are interested in short-term swing trading (holding for days to perhaps weeks) then daily candlesticks and volume are all you really need, in my opinion. These are readily available (free) and you can go back as far as you like to test your theories. You could add in other indicators from there. I would suggest On Balance Volume, Stochastic oscillator, Momentum and Relative Strength Index for a start.

[bull....]

Is this what you are looking for

11:37:51 a.m.,2.250,,,3324,
11:28:00 a.m.,,2.240,2.250,,
11:28:00 a.m.,2.250,,,25000,
11:28:00 a.m.,2.250,,,21676,
11:27:00 a.m.,2.250,,,28324,
11:27:00 a.m.,2.250,,,21676,
11:13:18 a.m.,2.250,,,3324,
11:13:18 a.m.,2.250,,,16826,
11:11:45 a.m.,2.250,,,32889,ts
11:09:57 a.m.,,2.250,2.260,,
11:09:57 a.m.,2.250,,,33174,
11:09:51 a.m.,,2.240,2.250,,
11:09:51 a.m.,2.250,,,226,
11:09:15 a.m.,2.250,,,24000,
11:09:15 a.m.,2.250,,,1000,
11:06:15 a.m.,2.250,,,10200,ts
11:00:18 a.m.,2.250,,,9232,
10:55:57 a.m.,2.250,,,10323,
10:55:57 a.m.,2.250,,,3487,
10:55:57 a.m.,2.250,,,44900,
10:55:57 a.m.,2.250,,,18956,
10:03:00 a.m.,2.254,,,50000,ts
10:01:48 a.m.,2.250,,,5000,
10:00:42 a.m.,2.250,,,500,
10:00:27 a.m.,,2.250,2.260,,
10:00:21 a.m.,,2.240,2.250,,
10:00:09 a.m.,2.250,,,0,VW
10:00:03 a.m.,2.250,,,25000,
10:00:03 a.m.,2.250,,,544,
9:59:51 a.m.,2.250,,,1956,
9:59:51 a.m.,2.250,,,44,
9:59:51 a.m.,2.250,,,507,
9:59:51 a.m.,2.250,,,9449,
9:59:51 a.m.,2.250,,,10000,
9:59:51 a.m.,2.250,,,5529,
9:59:51 a.m.,2.250,,,22,
9:51:06 a.m.,,2.260,2.210,,
9:35:21 a.m.,2.249,,,379658,ot
9:27:48 a.m.,2.256,,,55000,ot
9:22:03 a.m.,,2.250,2.210,,
9:20:12 a.m.,2.251,,,145253,ot
9:19:57 a.m.,2.251,,,400153,ot
9:15:12 a.m.,,2.250,2.230,,
9:11:54 a.m.,,2.250,2.240,,
9:09:15 a.m.,2.251,,,685783,ot
9:08:57 a.m.,2.256,,,161674,ot
9:05:21 a.m.,,2.250,2.250,,
7:34:15 a.m.,,2.240,2.250,,

this is some of tel trades today , I dont think it is available free any where you need a platform that gives time and sales data

[Alan3285]

Hi Guys,

Thanks for the posts.

Bull: Yes - that is the kind of thing.

So what are options for Trading Platforms?

I know nothing about them at this point.

Thanks,

Alan.