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Data FAQ

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What international data is available?

WebLink is now providing end of day data for major US exchanges. See our International data FAQ page for more details about international data.

Where can I learn more about the news services?

WebLink provides a range of news services, including the ASX PDF service. See our News data FAQ page for more details about news services.

How are intraday chart values calculated?

Intraday charts (such as 5 minute charts) are calculated based on trades received from the ASX. Trades are grouped in to even blocks (such as every 5 minutes) between 10am and 4pm. Only on-market trades are considered. Trades that occur between 4:00pm and 4:07pm, but are still flagged as on-market by the ASX will be grouped in with the last block for the day (eg: For a 5 minute chart, the last tick includes on-market trades between 3:55 and 4:07).

Any trades falling exactly on the boundary of two blocks will be calculated in the latter of the two blocks. Eg: A trade at 10:35:00 will be counted in the 10:35-10:40 block, but not the 10:30-10:35 block.

Values are calculated according to the following rules:

  • Open - the price of the first trade in the block (according to trade sequence number)
  • High - the highest price of any trade in just that block
  • Low - the lowest price of any trade in just that block
  • Close - the price of the last trade in that block (according to trade sequence number)
  • Volume - the sum of the volume for all trade in that block
  • Value - the total dollar value traded in each block
  • Trades - the number of trades in that block

WebLink BullCharts refers to each block by its opening time. That is, in an hourly chart, the 2pm-3pm block will be refered to as the 2pm block, and appear at 2pm on the price axis. The web site charts currently refer to each block by their close time, however this may be changed in the future.

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