ASX Real-Time Australian Market Data API Integration Guide (2026)

  1. iTick
  2. Tutorial
ASX Real-Time Australian Market Data API Integration Guide (2026) - iTick
ASX Real-Time Australian Market Data API Integration Guide (2026)

In today's globalized financial landscape, the Australian stock market attracts numerous investors with its stability and growth potential. As a key component of the Asia-Pacific region, the Australian Securities Exchange (ASX) serves as the primary equity trading platform in the country, handling a wide range of securities from mining giants to technology firms. This article guides you on how to efficiently integrate ASX data using the iTick API, covering real-time quotes and historical trends. It takes you from the basics to mastering the full process of accessing the Australian stock market via iTick API, including exchange overview, prominent tickers, data retrieval, and code implementation.

I. Overview of the Australian Securities Exchange (ASX)

The ASX is Australia's largest securities exchange, headquartered in Sydney and established in 1987 through the merger of the Sydney Futures Exchange and the Australian Options Market. It operates a highly advanced electronic trading system supporting equities, derivatives, bonds, and ETFs among other asset classes. ASX trading hours are from 10:00 AM to 4:00 PM Australian Eastern Standard Time (AEST), Monday to Friday (excluding public holidays). As the world's 15th largest exchange, the ASX boasts a market capitalization exceeding AUD 2 trillion, encompassing key sectors such as energy, mining, finance, and healthcare.

Access to ASX data is crucial for investors, providing real-time prices, trading volumes, and market depth information to facilitate informed decision-making. The iTick API, as a professional financial data platform, is an ideal tool for ASX integration, supporting both RESTful API and WebSocket protocols to ensure low-latency and high-reliability data delivery.

The Australian stock market is renowned for its resource stocks and blue-chip equities. Below are examples of notable stocks (using ASX tickers):

  • BHP Group (BHP.AX): One of the world's largest mining companies, specializing in iron ore, copper, and coal exports.
  • CSL Limited (CSL.AX): A biotechnology leader producing plasma products and vaccines, dominating the healthcare sector.
  • Commonwealth Bank of Australia (CBA.AX): One of Australia's Big Four banks, offering retail banking and wealth management services.
  • Rio Tinto (RIO.AX): Another mining giant focused on aluminum, copper, and iron ore production.
  • Wesfarmers (WES.AX): A diversified retail conglomerate owning brands such as Bunnings and Kmart.

These stocks exemplify the diversity of the ASX. You can easily retrieve their real-time and historical data via the iTick API for analysis or monitoring. Note: In iTick, the symbol format for WebSocket is code$region (e.g., BHP$AU), while REST API uses region=AU&code=BHP.

III. Core Advantages of iTick API

iTick is a real-time financial data API platform dedicated to providing reliable market data sources for enterprises and developers. It covers forex, indices, equities, precious metals, futures, funds, and cryptocurrencies, supporting major global markets including the Asia-Pacific's Australian ASX. iTick's core advantages include:

  • High Performance and Reliability: 99.99% uptime, supporting up to 70 million messages per second, ensuring low-latency real-time data transmission. WebSocket enables millisecond-level pushes for Level 1 & Level 2 data, including trade ticks, five/ten-level order books, and candlestick updates.
  • Comprehensive Market Coverage: Over 1 trillion rows of data across US, HK, China, Singapore, Japan, and other major equity markets, extending to the Australian ASX with real-time quotes, candlestick data, and historical time series. Data includes standard OHLCV fields: open, high, low, close, volume, and turnover.
  • Ease of Integration: Standardized JSON format supporting RESTful API and WebSocket access. Provides Python client examples and detailed tutorials. REST API supports query parameters like region, code, kType; WebSocket allows subscriptions to multiple symbols and types (e.g., quote, depth, tick).
  • Developer-Friendly: Register to obtain an API Token without requiring a credit card; clear documentation with multi-language examples; free tier for starters, with scalable upgrades to reduce development costs.
  • High Stability: Employs multi-region acceleration and data link hot backups for 99.9% availability, preventing data disruptions from impacting analysis or trading.

Compared to other APIs, iTick excels in standardized interfaces, deep Asia-Pacific market coverage, and multi-language support, making it particularly suitable for developers needing Australian data.

IV. Getting Started with iTick API

  1. Register an Account: Visit the iTick official website and select a suitable plan (free plan is sufficient to begin).
  2. Obtain API Key: After logging in, generate an API Token in the dashboard for authenticating all requests.
  3. Review Documentation: Refer to the iTick documentation for REST API endpoints (e.g., /stock/quote and /stock/kline) and WebSocket connections. Stock-related endpoints support region=AU, code such as BHP.
  4. Install Dependencies: In Python, use requests, websocket, and pandas libraries.

Ensure correct symbol formatting; for ASX stocks, use region=AU&code=BHP.

V. Retrieving Real-Time Stock Quotes

Real-time quotes enable monitoring of current prices, trading volumes, and OHLC data. iTick supports REST API via the /stock/quote endpoint for basic quotes, and WebSocket for low-latency pushes by subscribing to quote, depth, and tick types.

REST API Request Parameters (Input)

Parameter NameTypeDescriptionRequired
regionenumMarket code AUYes
codestringTicker code, e.g., BHPYes

REST API Example (Python)

      import requests

API_TOKEN = 'your_api_token_here'
BASE_URL = 'https://api.itick.org'

def get_real_time_quote(region, code):
    headers = {
        'accept': 'application/json',
        'token': API_TOKEN
    }
    url = f'{BASE_URL}/stock/quote?region={region}&code={code}'
    response = requests.get(url, headers=headers)

    if response.status_code == 200:
        data = response.json()['data']  # Response data is a JSON object; fields refer to official documentation
        return data
    else:
        print(f"Error: {response.status_code}")
        return None

# Example: Retrieve real-time quote for BHP.AX (region=AU, code=BHP)
quote = get_real_time_quote('AU', 'BHP')
if quote:
    print(f"Symbol: {quote['s']}")
    print(f"Current Price: {quote['ld']}")
    print(f"Volume: {quote['v']}")
    print(f"Change: {quote['ch']} ({quote['chp']}%)")

    

WebSocket Subscription Parameters (Input)

Subscription message format is a JSON object:

Field NameTypeDescriptionRequired
acstringAction type, fixed as "subscribe"Yes
paramsstringTicker codes, supports multiple (e.g., BHP$AU,CSL$AU), format: code$regionYes
typesstringSubscription types: depth (order book), quote (quote), tick (trade), comma-separatedYes

WebSocket Example (Python)

Use WebSocket to subscribe to real-time pushes, including quotes, order books, and trade data.

      import websocket
import json
import threading
import time

WS_URL = "wss://api.itick.org/stock"
API_TOKEN = "your_token"

def on_message(ws, message):
    data = json.loads(message)
    if data.get("code") == 1 and data.get("msg") == "Connected Successfully":
        print("Connected successfully")
    elif data.get("resAc") == "auth" and data.get("code") == 1:
        print("Authentication successful")
        subscribe(ws)
    elif data.get("resAc") == "subscribe" and data.get("code") == 1:
        print("Subscription successful")
    elif data.get("data"):
        market_data = data["data"]  # Response data is a JSON object; fields refer to official documentation
        data_type = market_data.get("type")
        symbol = market_data.get("s")
        print(f"{data_type.upper()} data for {symbol}:", market_data)

def on_error(ws, error):
    print("Error:", error)

def on_close(ws, close_status_code, close_msg):
    print("Connection closed")

def on_open(ws):
    print("WebSocket connection opened")

def subscribe(ws):
    subscribe_msg = {
        "ac": "subscribe",
        "params": "BHP$AU",
        "types": "tick,quote,depth"
    }
    ws.send(json.dumps(subscribe_msg))
    print("Subscribe message sent")

def send_ping(ws):
    while True:
        time.sleep(30)
        ping_msg = {
            "ac": "ping",
            "params": str(int(time.time() * 1000))
        }
        ws.send(json.dumps(ping_msg))
        print("Ping sent")

if __name__ == "__main__":
    ws = websocket.WebSocketApp(
        WS_URL,
        header={"token": API_TOKEN},
        on_open=on_open,
        on_message=on_message,
        on_error=on_error,
        on_close=on_close
    )
    ping_thread = threading.Thread(target=send_ping, args=(ws,))
    ping_thread.daemon = True
    ping_thread.start()
    ws.run_forever()

    

These examples send requests or subscriptions to iTick endpoints, returning JSON data including prices, changes, and volumes. WebSocket is suitable for real-time dashboards or alert systems, ensuring millisecond-level updates.

Historical data is essential for trend analysis and technical indicator calculations. iTick provides historical candlestick data via the /stock/kline endpoint, supporting various timeframes from minute to monthly bars, with customizable limits and end timestamps.

REST API Request Parameters (Input)

Parameter NameTypeDescriptionRequired
regionenumMarket code AUYes
codestringTicker code, e.g., CSLYes
kTypeintCandlestick type (1: 1-min, 2: 5-min, 3: 15-min, 4: 30-min, 5: 1-hour, 6: 2-hour, 7: 4-hour, 8: daily, 9: weekly, 10: monthly)Yes
limitintNumber of barsYes
etnumberEnd timestamp (defaults to current if empty)No

REST API Example (Python)

      import requests
import pandas as pd

API_TOKEN = 'your_api_token_here'
BASE_URL = 'https://api.itick.org'

def get_historical_data(region, code, kType='8', limit=10, et=None):
    headers = {
        'accept': 'application/json',
        'token': API_TOKEN
    }
    url = f'{BASE_URL}/stock/kline?region={region}&code={code}&kType={kType}&limit={limit}'
    if et:
        url += f'&et={et}'
    response = requests.get(url, headers=headers)

    if response.status_code == 200:
        data = response.json()['data']  # Response data is an array 
        df = pd.DataFrame(data, columns=['t', 'o', 'h', 'l', 'c', 'v', 'tu'])
        return df
    else:
        print(f"Error: {response.status_code}")
        return None

# Example: Retrieve daily historical data for CSL.AX (region=AU, code=CSL, kType=8 for daily bars)
historical = get_historical_data('AU', 'CSL')
if historical is not None:
    print(historical.head())  # Display first few rows

    

This code returns a Pandas DataFrame, facilitating visualization (e.g., plotting charts with Matplotlib) or computing indicators like moving averages. iTick's historical data spans years and supports batch queries.

VII. Summary

Integrating the Australian stock market via iTick API requires no complex localization setups; just a few simple steps to access real-time quotes and historical data. Whether for individual investors conducting data analysis or developers building quantitative trading systems, its full-market coverage, low latency, and high stability meet diverse needs. Follow the code examples in this article, replace with your own API Token, and quickly execute the entire workflow. For further strategy optimization (e.g., adding technical indicator calculations), extend directly from the retrieved DataFrame data.

Official Documentation: https://docs.itick.org
GitHub: https://github.com/itick-org