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Members of ASX indices are no longer available under ASX Shares – they are now part of Optuma Symbol Lists. See here for more information:
We provide the following ASX index member lists:
We do not have the members of ASX Small Ords or Emerging Companies at this time. We’ll look to get it added, but in the meantime I have created the attached workbook which has a watchlist of the members of each index. You can save this list as your own symbol list (see the Creating a Manual List from a Watchlist section here) to be used in scans, etc.