This is a PHP script to download historical data from the Canadian Securities Exchange (CSE, formerly CNSX). It will give you a bunch of txt files, one for each trading day, containing trading data for all securities on that date.
The oldest file available is from 2005-05-24.
On 2008-10-17 the format changed to always include a tab character between columns. This script handles both the old and the newer formats.
Some CSE daily summary files are messed up so you will need to either fix them manually or use the files provided in the fixed_daily_summaries folder.