Finance::Quote - ASX problems (alphavantage and ASX sources)

[ln.mailinglists at iinet.net.au]

Hi All,

Just a quick heads up that neither source for ASX share prices is
working properly/consistently at the moment (or at least I haven't
worked out the consistency issues with alpha vantage). 

1) The old (and most reliable) "Single" source data feed direct from
the ASX stopped working on/around 21st January. See the following
whirlpool link for more details:

http://forums.whirlpool.net.au/archive/2678938

This forum page suggests that there are couple of alternative feeds
now available from the ASX. However, the ASX hasn't provided any
information on which of these (if any) will be supported in the long
term. I'm keeping an eye on this page and when things stabilise, I'll
see if I can figure what needs to be changed in ASX.pm. Even then, it
may take a while, as it has been more than a decade since I last
@$!%// with perl.

2) Alphavantage is kind-of working. You can definitely pull data using
.AX. However, the feed is somewhat inconsistent. To show the problem,
at the of end of this message, I've included a dump at from for
Telstra generated by the following alpha vantage web page:

https://www.alphavantage.co/query?function=TIME_SERIES_DAILY&symbol=TLS.AX&apikey=***************.

The problem with the alpha vantage data is all about dates. I
generated the dump below on the morning of the 9th of February. The
first problem is that the most recent data in the Telstra data set is
for the 7th, when it should be showing the 8th. Unfortunately, there
is also a consistency problem - if I do a similar dump for VAS or STW,
then both of them provide data for the 8th.

I think this may be a time zone problem - but if so, it's a slightly
odd one, where normal run of the mill ASX stocks (TLS, WEL, FMG) 
will need to be collected based on one time zone, whereas ETFs (VAS,
STW, etc.) need to be collected on another. I picked this up because
I've used the local time zone for pulling data, and this results in
some, but not all ASX valuations being off by one day.

I'll update this when I've done a bit more digging, but I thought
other users of the ASX data sets would be interested to know about
this anomaly.

Cheers,

Larry

	{ "Meta Data": { "1. Information": "Daily Prices (open, high, low,
close) and Volumes", "2. Symbol": "TLS.AX", "3. Last Refreshed":
"2018-02-07", "4. Output Size": "Compact", "5. Time Zone":
"US/Eastern" }, "Time Series (Daily)": { "2018-02-07": { "1. open":
"3.4900", "2. high": "3.5700", "3. low": "3.4900", "4. close":
"3.5600", "5. volume": "22698598" }, "2018-02-06": { "1. open":
"3.5400", "2. high": "3.5700", "3. low": "3.5000", "4. close":
"3.5000", "5. volume": "27375575" }, "2018-02-05": { "1. open":
"3.5600", "2. high": "3.5600", "3. low": "3.4800", "4. close":
"3.5100", "5. volume": "53276602" }, "2018-02-04": { "1. open":
"3.6400", "2. high": "3.6400", "3. low": "3.6050", "4. close":
"3.6200", "5. volume": "21058372" }, "2018-02-01": { "1. open":
"3.6300", "2. high": "3.6750", "3. low": "3.5900", "4. close":
"3.6700", "5. volume": "30491033" }, "2018-01-31": { "1. open":
"3.6800", "2. high": "3.6800", "3. low": "3.6200", "4. close":
"3.6400", "5. volume": "38593165" }, "2018-01-30": { "1. open":
"3.6000", "2. high": "3.6900", "3. low": "3.5750", "4. close":
"3.6700", "5. volume": "38783867" }, "2018-01-29": { "1. open":
"3.6100", "2. high": "3.6350", "3. low": "3.6000", "4. close":
"3.6000", "5. volume": "14138824" },