Information Services - Research and Analytics Products

Research and Analytics

ASX Information Services provides a comprehensive range of services to facilitate a thorough analysis of ASX market dynamics.  Financial statements (both current and historical), market activity, company performance and market participant performance are available in forms that facilitate both time series and cross-sectional analysis.  Information is available in raw form ready to populate a database, or transformed and presented in a range of reports.  Most information is available with a minimum of 10 years' history, with price data available to 1985.  For the more unique requests, quantitative analysts are available to help facilitate research projects.

ASX VWAP Report

The ASX VWAP Report™ provides statistical representation of the market value for a security's activities adjusted for the volume transacted at each price level.

Provided as a monthly report, or by request, it carries a graphical and tabular representation of each days trading VWAP, share turnover and volume for selected ASX quoted securities as well as the monthly summary.

VWAP Report sample

Register of Sales

Reports, trade by trade, the course of sales for a particular stock over a nominated time period. You can track particular trades, analyse the effects of the release of an announcement on trading activity, or use the report to identify momentum shifts by tracking trends in the volume.

Register of Sales sample

Share Price History

Provides end-of-day trading statistics including bid/offer high, low and close. Designed to drive charting applications, Share Price history enables you to analyse historical share price trends across all listed securities in the equities market.

Options Price History

Provides end-of-day trading statistics including strike price, contract size, series description, bid/offer, high, low, last and open interest. Designed to drive charting applications, Options Price History enables you to analyse historical derivative price trends across all quoted derivatives in the market.

Equity Capital Raisings (ECR)

Reviewing a monthly compilation of any capital raised in the primary market (floats) or secondary market (rights issues; placements; calls on contributing shares; exercise of options; employee shares and dividend re-investment plans). Information is also provided on capital raisings that add new capital to the market, these items represent transfers between already listed securities or shares issued free. Reduction of market capitalization through buy back arrangements is also provided.

Equity Capital Raising report sample