gerrymanoim/exchange_calendars

Does ASX market sometimes close slightly late?

ValueRaider opened this issue · 0 comments

ASX market is meant to close at 4pm sharp with an auction at 4:10pm - schedule link. But Yahoo Finance sometimes returns price data occurring between 4pm and 4:01pm, and TradingView corroborates this. I wondered if anyone knows if the 4pm close time is sometimes breached, even if only by seconds.

Example:

import yfinance as yf
tkrs = "AEE.AX BHP.AX BSE.AX BHP.AX NST.AX RSG.AX S32.AX WDS.AX"  # bunch of Aussie tickers
df = yf.download(tkrs, start="2023-01-30", end="2023-01-31", interval="1m")
print(df.iloc[-3:]["Volume"])

The table is big so I'll just summarise:

  • all have trading in last minute 15:59pm - good
  • most have trading in auction 16:10pm - good
  • 3 have trades occurring inbetween, with 1 of them having big volume - ?