SIRCA wish to advise our Members that the Australian Securities Exchange (ASX) are now providing SIRCA with the ITCH data feed. We are currently analysing this data feed as this will be the new source of data to support our Australian Equities (AE) product.
Our initial investigation has indicated that ITCH provides less detail than the former feed for AE. We are currently performing a full impact assessment and will share our findings with our AE users as we learn more about this new provision.