Hello all, I'm trying to backtest a strategy and find myself in need of this data. SB say they don't keep it and the Warrant Calculator is dangerously inaccurate. If anyone's been faithfully downloading the Extended Matrix or Daily Matrix for warrants over these shares, please contact me for your reward. Cheers!
Thanks for the suggestion, John. I did try that but it gives only a rough indication. A positive one, but I still need to narrow it down to see what I'd get in practice, the tolerances are very tight on this.