[R-SIG-Finance] downloading prices for Australian 90 day bank bills and 3 and 10, year bonds

Patrick Caldon Patrick.Caldon at morningstar.com
Thu Oct 7 07:40:53 CEST 2010


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.

 

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Patrick Caldon
Quantitative Analyst
Morningstar Australasia Pty Ltd.

Morningstar, illuminating investing worldwide.

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________________________________

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

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