Is the ASX data available anywhere free or do you need a subscription? I found http://www.afr.com/share_tables/ but its files do not have time stamps in the data so as far as I can see they are useless if the the price does not change every 15min...
Using commsec I can download individual course of sales but I want to be able to pull the lot down and then write some queries to find what I'm looking for.