Algorithmic Trading in Australia, page-4

First up you can get free EOD data from Yahoo using their API. I am not sure about Oz update time etc during trading hours but for moment EOD data will suffice for me.

You can access the API using following URL:

http://chartapi.finance.yahoo.com/instrument/1.0/'stock'/chartdata;type=quote;range=1Y/csv

eg 1yr historical data for BHP would be:

http://chartapi.finance.yahoo.com/instrument/1.0/BHP.AX/chartdata;type=quote;range=1y/csv

If you use following 1m, 2m, 1y etc then it will return daily data.

If you use 10d, 20d etc then it will return 5m data defined by unix timestamp.

Will update this thread as and when I find out more useful info for anyone else interested.