Note this is filtered to not include warrants etc and illiquid stocks.
I have a complete set I downloaded from another site that provided free data including everything back to 1987 or 1997. I forget which as I currently only load back to ~2000.
For the current data in csv format have a look at the AFR website: http://www.copyright link/share_tables/
This data does not include daily opening prices at all.
There are also places to collect the dividend details such as http://www.incomeinvestor.com.au/
but for this to work you need to collect the site every other day and extract the list of companies. Not hard to do with scripting. There are a couple of other sites that you can get the dividend history from but I can't find the reference at the moment. Googling is how I've found all these sites in the past.
Depending what you want to load up there is also good data available at the Reserve bank and Aust Statistician. Again all free you just have to collect and process.
Be wary of too much data and too much analysis: the old saying paralysis by analysis is very applicable. There is a lot of "noise" in the share data except that sometimes it isn't noise. I use my own tools and this data to filter the stocks down to a half dozen or so that I then go looking at in more depth manually. I then make my decisions.
Happy searching and hopefully profitable investing. I'm sure no one on here is gambling.....
