Has anybody connected to Yahoo Finance Australia as a data feed before?

Keen to conduct modelling on that exchange (ASX) only, curious if there is support for this. Thanks!

Answer 1

[Carl]

The MATLAB Yahoo API operates the same regardless of country or exchange. You can do something like the following to obtain security information from Yahoo:

c = yahoo
d = fetch(c,'ASX.AX')

In general, the securities and fields supported by this are dependent on which symbols are recognized by the Yahoo server. MATLAB simply queries the server with the information that you specify, and returns the result. It's very simple to set up a connection and obtain data (see above), so I would recommend just trying out the API to see if it provides the relevant information. See the documentation to get started:

http://www.mathworks.com/help/datafeed/yahoo-1.html