ASX Tick Size Tables via RDP or ?
Hi,
I'm trying to determine how or where I can receive the Tick Size Tables for a stock on the ASX Market. There is a standard tick size/price steps table shown below. However the note in the screen shot below indicates other security types can different rules.
The ASX documentaton asx-trade-introduction-and-business-information.pdf (asxonline.com) says these tables are available via their feed, I'm wondering are these available via RDP or another data source from LSEG?
Thanks,
Best Answer
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Thank you for reaching out to us.
I found that this information is available via this real-time RIC (AU-ASX/TICK1).
You can use the rd.get_data method to retrive this data.
df = rd.get_data('AU-ASX/TICK1')
for column in df:
print(df[column].to_string(index=False))The output is:
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Answers
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Thanks,
I was able to retrieve the details however they are in text format, so not very workable, however I've also found they are available in the Data Scope Select "Premium Financial Markets Reference Data" data.
A follow up question, is it possible to link this data with a particular product. As you've shown above, various products have different rules, although the text above says "Interest Rate Securities" use those rules, as per my screen shot from ASX, that isn't entirly true as redeemable preference shares are excluded.
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