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downloading prices for Australian 90 day bank bills and 3 and 10, year bonds
3 messages · Stephen Choularton, Patrick Caldon, Guy Green
Australian 90-Day Bank Bill prices are licensed by AFMA who started charging fees on them as of about a year ago. I don't think the historical data is freely available anywhere now. ________________________________ Patrick Caldon Quantitative Analyst Morningstar Australasia Pty Ltd. Morningstar, illuminating investing worldwide. +61 2 9276 4473 voice +61 2 9276 4545 fax patrick.caldon at morningstar.com This e-mail contains privileged and confidential information and is intended only for the use of the person(s) named above. Any dissemination, distribution or duplication of this communication without prior written consent from Morningstar is strictly prohibited. If you received this message in error please contact the sender immediately and delete the materials from any computer. ________________________________ From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Stephen Choularton Sent: Thursday, 7 October 2010 4:26 PM To: r-sig-finance at stat.math.ethz.ch Subject: [R-SIG-Finance] downloading prices for Australian 90 day bank bills and 3 and 10, year bonds I have been trying to download these prices from Yahoo (of course they may not keep them - does anyone know?) using all sorts of combinations like IR.AX or IR.SFE or XTF or XTSYZ0.AX. None of them work. Can anyone point me to where I can find the correct symbols?
Stephen Choularton Ph.D., FIoD 9999 2226 0413 545 182 for insurance go to www.netinsure.com.au for markets go to www.organicfoodmarkets.com.au -------------- next part -------------- An HTML attachment was scrubbed... URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20101007/11bd365c/attachment.html> -------------- next part -------------- A non-text attachment was scrubbed... Name: not available Type: image/jpeg Size: 16091 bytes Desc: image001.jpg URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20101007/11bd365c/attachment.jpe>
Hi Stephen, I don't think Yahoo has that information. I've seen similar data for the US (e.g. ^TYX, ^FVX, ^IRX for Treasury yields) but not for Australia. You will find interest rate information on the Reserve Bank of Australia website http://www.rba.gov.au/statistics/tables/index.html#interest_rates http://www.rba.gov.au/statistics/tables/index.html#interest_rates , downloadable as Excel files. Guy
Stephen Choularton-3 wrote:
I have been trying to download these prices from Yahoo (of course
they may not keep them - does anyone know?) using all sorts of
combinations like IR.AX or IR.SFE or XTF or XTSYZ0.AX. None of
them
work.
Can anyone point me to where I can find the correct symbols?
--
Stephen Choularton Ph.D., FIoD
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