hey dkit - you can pull csv of all ASX listed stocks straight from their website:
http://www.asx.com.au/asx/research/ASXListedCompanies.csv
This gets updated each day I believe.
On the yahoo data side seems like you can intra day data but some stocks have full days worth and others much less. I need to do some digging to see why this is the case. In meantime I think I will just use EOD data to do some plots and scans.
eg:
SAS
http://chartapi.finance.yahoo.com/instrument/1.0/SAS.AX/chartdata;type=quote;range=1d/csv
BHP
http://chartapi.finance.yahoo.com/instrument/1.0/BHP.AX/chartdata;type=quote;range=1d/csv
