reliability of end of day data, page-7

  1. 162 Posts.
    Here's how the ASX consider the close:

    The "close" price is determined at 4:05pm, just after the closing price auction. Any aftermarket trades after this time do not affect the day's price.

    The day's volume is affected by aftermarket trades and this is probably where you're seeing different volumes.

    The ASX do not official "close" their equities systems until around 7pm EST, so you will never get the final volume figure before this time.

    If your trading style needs accurate data, needs fully adjusted data, accurate history, delisted stock data, sectors/industry groups, index constituents, or you prefer for someone else to do all the hard work maintaining a database then you should be considering a data vendor rather than using the free stuff out there.

    Have a look around at the different data vendors - trial their products and make your own assessment.
 
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