I am searching the wholesale datasets and wanted to know whether historical ASX settlement prices are stored anywhere?
Thanks - Sam.
The short answer to your quesiton is no.
We receive data (e.g. bid, ask, settlement prices; trade volumes; and open interest) from ASX on a daily basis under a subscription arrangement and the terms of that subscription prevent us from publishing the ASX data. That is why the forward market reports based on ASX data do not have a data download option, as is the case with most other EMI reports. It is also why we publish no EMI datasets related to forward markets. However, the restriction on making ASX data available may soon be relaxed - we are in the midst of discussions with ASX regarding this precise question, so watch this space.
Just closing the loop on this discussion from late last year - the situation regarding the publication of ASX settlement prices will remain as it is now. That is, we are unable to publish the prices under the terms of our current data subscription.
That said, if enough of you make the case to us that the Authority should use levy payer funds to purchase a more expensive data subscription from ASX, which would then enable us to publish the data so purchased, we would put that consideration in front of the Board.
Please consider this a request to purchase ASX data. Purhcasing this data from ASX feels like a major barrier to people actively trading futures, surely this information will play a large part in improving competition?