Could use something like Yahoo finance too, just add .AX to the code.
eg BHP 2006:
http://finance.yahoo.com/q/hp?s=BHP.AX&a=05&b=30&c=2006&d=05&e=30&f=2006&g=d
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- ASX - General
- help please : historic price data
help please : historic price data, page-7
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