We would like to thank all members and prospective Sirca members who completed the recent Sirca user survey. We really appreciate the feedback, and please be assured that your responses will help us focus on areas where we improve our service to you all.
The winner of the inevitable iPad prize is Dr Andrew Ainsworth of the University of Sydney, many congratulations to him.
Author Archives: SIRCA
Chi-X Australia data available to Sirca members
Sirca is pleased to announce that it has been capturing and archiving full order-book market data from Chi-X Australia from its launch date on 31st October 2011. The relationship with Chi-X marks new territory for Sirca, being the first time we have built the infrastructure to capture market data in real time from a trading venue.
It is our plan to make Chi-X market data available to members alongside ASX data in the Australian Equities service so that market data can be requested from both venues using a familiar interface. Watch for this to become available in 2012.
If you are interested in having early access to the raw Chi-X market data (which is in a format similar to NASDAQ ITCH), please contact us.
Australian Company Announcements / Searching
The enhanced searching features advised in an earlier announcement are now operational for SIRCA’s Australian Company Announcements (ACA) data set. ACA’s search syntax now lets you construct complex queries. The examples below show some of the things you can do.
Entering one or more words in the search field makes ACA search for documents that contain any of the words. For example, searching for
earnings quarterly will return documents that contain either of both of the words “quarterly” and “earnings”.
You can specify that a particular word must or must not appear in search results by prefixing it with a “+” or “-” respectively. For example, searching for
+mining exploration -gold will only return documents that contain the word “mining” and do not contain the word “gold”. Results may or may not contain the word “exploration”, but those that do will be considered more relevant and will appear first in the results list.
Searches can also combine words using the AND and OR keywords (NB: These must be entered in caps). In addition, parentheses can be used to group search terms. For example, searching for
kalgoorlie AND (gold OR silver)
will return documents that contain the word “kalgoorlie” and either or both of “gold” or “silver”.
It is possible to search for a phrase by enclosing it in quotes. For example, searching for
"chinese government" will only return documents that contain that exact phrase.
You can use the wildcard characters “*” (to match any number of letters) or “?” (to match a single letter). For example, searching for
chin* will match “china” and “chinese”, as well as any other word starting with “chin”. Wildcard characters can be used at the end of a search term or in the middle, but not at the start.
You can even do fuzzy and proximity searches.
A fuzzy search finds matches like the string you define rather than exactly that string. For instance, a fuzzy search for “gold” might find “sold”, “bold”, “told”, “sole” depending upon the degree of fuzziness implemented. The degree of fuzziness is a parameter you can specify.
gold~
is how you request a fuzzy search for “gold” and
gold~0.8
defines a degree of fuzziness. Values closer to one are more precise and those nearer to zero are less precise. The default value, when no degree is specified, is 0.5.
A proximity search finds matches where words are within a specific number of words from each other. For example you may wish to find announcements with “cash” and “share” within six words of each other. Then you would specify
“cash share”~6
ACA’s search functions are now implemented using Apache Lucene. See the Lucene Documentation for a complete description of the search syntax.
In addition to the new search capabilities, ACA now delivers all available text conversions as part of the Download Results link. Previously that link only delivered PDF files when these were available. Now, the text conversions of those files are also provided.
Researchers should note these conversions are not always accurate. Text conversions result from a process that does its best to find usable text in PDF documents. The worst conversions are not used but some degree of errors must be accepted in order to make text searching possible. So do not expect these text conversions to be error free. The original PDFs are provided so you can correct errors in announcement conversions that are particularly important to you.
Despite these realities, we are sure access to our text conversions means will you now be better able to routinely process Australian company announcements for statements that are most relevant to your research. The new targeting tools should help you find those announcements more quickly.
Risk Measurement Service
Researchers interested in determining cost of capital or hurdle rates for Australian equity will be pleased to know SIRCA can now deliver systematic risk or beta estimates for Australia over a long history.
The Risk Measurement Service (RMS) is a quarterly subscription service that started in 1983 when it was created and produced by the Centre for Research in Finance (CRIF) at the Australian Graduate School of Management (AGSM) in the University of New South Wales (UNSW). After also being produced within the Australian School of Business (ASB) at UNSW, the RMS continues today at SIRCA.
Electronic versions of the RMS are available from 1987. These contain systematic risk or beta estimates for any company with listed fully paid shares and a sufficiently long trading history to form estimates. Beta estimates are provided both for individual companies/trusts and for broader industry and sector categories. RMS beta estimates are determined from an excess return implementation of the Capital Asset Pricing Model (CAPM) over rolling 48 month estimation windows.
The RMS is ideally suited to researchers interested in estimating cost of equity capital, or gauging investment risk for shareholders, or in adjusting portfolio investments to prepare for anticipated market fluctuations. Its long and respected history makes the RMS an important resource for researchers interested in assessing perceptions of risk in the past, or determining equity capital costs from a previous era.
Researchers interested in learning more about the RMS should contact SIRCA directly at sirca@sirca.org.au.
Enhancements to Australian Company Announcements database
Sirca is about to launch a new extension of their Australian Company Announcements product on July the 4th. The product currently allows searching of all Australian Company Announcements through a simple search interface.
In the coming release, users will be able to perform rich searches using the Lucene Search Syntax. Users will also be able to retrieve the ‘OCR-ed’ version of the PDF in plain text.
This is the first in a series of imminent releases of new and innovative extensions to the Sirca product suite.
In the coming release, users will be able to perform rich searches using the Lucene Search Syntax. Users will also be able to retrieve the ‘OCR-ed’ version of the PDF in plain text.
This is the first in a series of imminent releases of new and innovative extensions to the Sirca product suite.
Sirca / Share Price & Price Relative database
In 2010, Sirca and the University of New South Wales entered into an agreement to migrate the production of databases previously undertaken by the Australian Business School based Centre for Research in Finance to Sirca. This included the impressive Australian share price and price relative (SPPR) database.
SPPR is an historical record of share prices and calculated price relatives of all Australian listed and previously listed companies with fully paid shares.
For each company, the share price, dividends, adjustments for share issues and reconstructions, number of shares on issue and price relatives are held on a monthly basis. Pertinent company and trading information is also supplied. The SPPR covers the period from December 1973 to December 2010. It includes earlier price relatives for a smaller subset of companies, some back as far as 1958.
The SPPR is updated annually, at present updates are sent to subscribers on a DVD. New subscribers receive the full history, as well as ongoing updates. Sirca is obviously planning to make this database avialable on-line as an option on the Sirca product portal; at present access to SPPR is not included as part of standard Sirca membership.
Further details about the database can be accessed here.
SPPR is an important resource which enables researchers to factor historical realities into their work thus making point-in-time databases which tend to reflect the way a market was structured and constituted on a specific date, much more valuable and accessible for their research. SPPR therefore enables researchers to use historical records as part of contemporary research by using the database’s persistent identifiers, thus allowing users to move backwards and forwards through entity changes. This obviously helps address some of the usual concerns of data bias caused by the omission of data pertaining to delisted entities.
An increasing number of universities also rely on the entity tracking part of SPPR by making this the back bone to the way they link data pertaining to individual active and delisted companies, to data sourced from other databases.
SPPR is an historical record of share prices and calculated price relatives of all Australian listed and previously listed companies with fully paid shares.
For each company, the share price, dividends, adjustments for share issues and reconstructions, number of shares on issue and price relatives are held on a monthly basis. Pertinent company and trading information is also supplied. The SPPR covers the period from December 1973 to December 2010. It includes earlier price relatives for a smaller subset of companies, some back as far as 1958.
The SPPR is updated annually, at present updates are sent to subscribers on a DVD. New subscribers receive the full history, as well as ongoing updates. Sirca is obviously planning to make this database avialable on-line as an option on the Sirca product portal; at present access to SPPR is not included as part of standard Sirca membership.
Further details about the database can be accessed here.
SPPR is an important resource which enables researchers to factor historical realities into their work thus making point-in-time databases which tend to reflect the way a market was structured and constituted on a specific date, much more valuable and accessible for their research. SPPR therefore enables researchers to use historical records as part of contemporary research by using the database’s persistent identifiers, thus allowing users to move backwards and forwards through entity changes. This obviously helps address some of the usual concerns of data bias caused by the omission of data pertaining to delisted entities.
An increasing number of universities also rely on the entity tracking part of SPPR by making this the back bone to the way they link data pertaining to individual active and delisted companies, to data sourced from other databases.
Commodities & Futures – most requested instrument codes
One of the most common requests for help we receive from academic users of Tick History is how to find instrument codes for commodities and futures contracts. These contracts evolve steadily as market structures evolve and as exchanges merge and consolidate. This post is designed to help members and subscribers rapidly retrieve the most sought after international commodities and futures contracts. We have also listed a link to the underlying contract specification offered by the relevant exchange, and, where available, a link to the relevent wikipedia entry for further context.
Drop us a line if you would like us to feature more of these.
The listing below makes reference to Reuters Instrument Code chains and continuation codes. Click on the links to find out more about these.
Energy
Contract: ICE Brent Crude Futures
RIC Chain: 0#LCO:
Nearest Month Continuation RIC: LCOc1
Contract Specification: https://www.theice.com/productguide/ProductDetails.shtml?specId=219
Wikipedia: http://en.wikipedia.org/wiki/Brent_Crude
Contract: CME Group (NYMEX) Light Sweet Crude Oil Futures
RIC Chain: 0#CL:
Nearest Month Continuation RIC: CLc1
Contract Specification: http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude.html
Wikipedia: http://en.wikipedia.org/wiki/West_Texas_Intermediate
Contract: CME Group (NYMEX) RBOB Gasoline Futures
RIC Chain: 0#RB:
Nearest Month Continuation RIC: RBc1
Contract Specification: http://www.cmegroup.com/trading/energy/refined-products/rbob-gasoline_quotes_globex.html
Wikipedia: http://en.wikipedia.org/wiki/Price_of_petroleum
Contract: CME Group (NYMEX) Henry Hub Natural Gas Futures
RIC Chain: 0#NG:
Nearest Month Continuation RIC: NGc1
Contract Specification: http://www.cmegroup.com/trading/energy/natural-gas/natural-gas.html
Wikipedia: http://en.wikipedia.org/wiki/Henry_Hub
Contract: CME Group (NYMEX) Heating Oil Futures
RIC Chain: 0#HO:
Nearest Month Continuation RIC: HOc1
Contract Specification: http://www.cmegroup.com/trading/energy/refined-products/heating-oil.html
Wikipedia: http://en.wikipedia.org/wiki/Heating_oil
Metals
London Gold Fixing (PM)
RIC: XAUFIXPM=
Background: http://www.goldfixing.com/home.htm
Wikipedia: http://en.wikipedia.org/wiki/Gold_fixing
Contract: CME Group (COMEX) Copper Futures
RIC Chain: 0#HG:
Nearest Month Continuation RIC: HGc1
Contract Specification: http://www.cmegroup.com/trading/metals/base/copper.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange
Contract: CME Group (COMEX) Gold Futures
RIC Chain: 0#GC:
Nearest Month Continuation RIC: GCc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/gold.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange
Contract: CME Group (COMEX) Silver Futures
RIC Chain: 0#SI:
Nearest Month Continuation RIC: SIc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/silver.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange
Contract: CME Group (NYMEX) Platinum Futures
RIC Chain: 0#PL:
Nearest Month Continuation RIC: PLc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/platinum.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange
Contract: CME Group (NYMEX) Palladium Futures
RIC Chain: 0#PA:
Nearest Month Continuation RIC: PAc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/palladium.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange
Agriculture
Contract: CME Group (CBoT) Corn Futures
RIC Chain: 0#C:
Nearest Month Continuation RIC: Cc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/corn.html
Contract: CME Group (CBoT) Wheat Futures
RIC Chain: 0#W:
Nearest Month Continuation RIC: Wc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/wheat.html
Contract: CME Group (CBoT) Soybeans Futures
RIC Chain: 0#S:
Nearest Month Continuation RIC: Sc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean.html
Contract: CME Group (CBoT) Soybean Meal Futures
RIC Chain: 0#ZM:
Nearest Month Continuation RIC: ZMc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean-meal.html
Contract: NYSE Euronext (LIFFE) Cocoa Futures
RIC Chain: 0#LCC:
Nearest Month Continuation RIC: LCCc1
Contract Specification: http://www.euronext.com/trader/contractspecifications/wide/contractSpecifications-3064-EN.html?docid=47370
Contract: NYSE Euronext (LIFFE) Robusta Coffee Futures
RIC Chain: 0#LRC:
Nearest Month Continuation RIC: LRCc1
Contract Specification: http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2864-EN.html?euronextCode=RC-LON-FUT
Contract: ICE Coffee C Futures (Arabica)
RIC Chain: 0#KC:
Nearest Month Continuation RIC: KCc1
Contract Specification: https://www.theice.com/productguide/ProductDetails.shtml?specId=15
Contract: NYSE Euronext (LIFFE) White Sugar Futures
RIC Chain: 0#LSU:
Nearest Month Continuation RIC: LSUc1
Contract Specification: http://www.euronext.com/trader/contractspecifications/wide/contractSpecifications-3064-EN.html?docid=47376
Contract: CME Group (NYMEX) No. 11 Sugar Futures
RIC Chain: 0#SB:
Nearest Month Continuation RIC: SBc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/softs/sugar-no11.html
Contract: CME Group (NYMEX) Cotton Futures
RIC Chain: 0#CT:
Nearest Month Continuation RIC: CTc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/softs/cotton.html
Contract: ICE Frozen Concentrated Orange Juice Futures
RIC Chain: 0#OJ:
Nearest Month Continuation RIC: OJc1
Contract Specification: https://www.theice.com/productguide/ProductDetails.shtml?specId=30
Contract: CME Group Live Cattle Futures
RIC Chain: 0#LC:
Nearest Month Continuation RIC: LCc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/live-cattle.html
Contract: CME Group Feeder Cattle Futures
RIC Chain: 0#FC:
Nearest Month Continuation RIC: FCc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/feeder-cattle.html
Contract: CME Group Frozen Pork Bellies Futures
RIC Chain: 0#PB:
Nearest Month Continuation RIC: PBc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/frozen-pork-bellies.html
Contract: CME Group Lean Hogs Futures
RIC Chain: 0#LH:
Nearest Month Continuation RIC: LHc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/lean-hogs.html
Contract: CME Group Random Length Lumber Futures
RIC Chain: 0#LB:
Nearest Month Continuation RIC: LBc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/lumber-and-pulp/random-length-lumber.html
Wikipedia link for all agricultural contracts listed above: http://en.wikipedia.org/wiki/List_of_traded_commodities
Drop us a line if you would like us to feature more of these.
The listing below makes reference to Reuters Instrument Code chains and continuation codes. Click on the links to find out more about these.
Energy
Contract: ICE Brent Crude Futures
RIC Chain: 0#LCO:
Nearest Month Continuation RIC: LCOc1
Contract Specification: https://www.theice.com/productguide/ProductDetails.shtml?specId=219
Wikipedia: http://en.wikipedia.org/wiki/Brent_Crude
Contract: CME Group (NYMEX) Light Sweet Crude Oil Futures
RIC Chain: 0#CL:
Nearest Month Continuation RIC: CLc1
Contract Specification: http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude.html
Wikipedia: http://en.wikipedia.org/wiki/West_Texas_Intermediate
Contract: CME Group (NYMEX) RBOB Gasoline Futures
RIC Chain: 0#RB:
Nearest Month Continuation RIC: RBc1
Contract Specification: http://www.cmegroup.com/trading/energy/refined-products/rbob-gasoline_quotes_globex.html
Wikipedia: http://en.wikipedia.org/wiki/Price_of_petroleum
Contract: CME Group (NYMEX) Henry Hub Natural Gas Futures
RIC Chain: 0#NG:
Nearest Month Continuation RIC: NGc1
Contract Specification: http://www.cmegroup.com/trading/energy/natural-gas/natural-gas.html
Wikipedia: http://en.wikipedia.org/wiki/Henry_Hub
Contract: CME Group (NYMEX) Heating Oil Futures
RIC Chain: 0#HO:
Nearest Month Continuation RIC: HOc1
Contract Specification: http://www.cmegroup.com/trading/energy/refined-products/heating-oil.html
Wikipedia: http://en.wikipedia.org/wiki/Heating_oil
Metals
London Gold Fixing (PM)
RIC: XAUFIXPM=
Background: http://www.goldfixing.com/home.htm
Wikipedia: http://en.wikipedia.org/wiki/Gold_fixing
Contract: CME Group (COMEX) Copper Futures
RIC Chain: 0#HG:
Nearest Month Continuation RIC: HGc1
Contract Specification: http://www.cmegroup.com/trading/metals/base/copper.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange
Contract: CME Group (COMEX) Gold Futures
RIC Chain: 0#GC:
Nearest Month Continuation RIC: GCc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/gold.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange
Contract: CME Group (COMEX) Silver Futures
RIC Chain: 0#SI:
Nearest Month Continuation RIC: SIc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/silver.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange
Contract: CME Group (NYMEX) Platinum Futures
RIC Chain: 0#PL:
Nearest Month Continuation RIC: PLc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/platinum.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange
Contract: CME Group (NYMEX) Palladium Futures
RIC Chain: 0#PA:
Nearest Month Continuation RIC: PAc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/palladium.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange
Agriculture
Contract: CME Group (CBoT) Corn Futures
RIC Chain: 0#C:
Nearest Month Continuation RIC: Cc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/corn.html
Contract: CME Group (CBoT) Wheat Futures
RIC Chain: 0#W:
Nearest Month Continuation RIC: Wc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/wheat.html
Contract: CME Group (CBoT) Soybeans Futures
RIC Chain: 0#S:
Nearest Month Continuation RIC: Sc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean.html
Contract: CME Group (CBoT) Soybean Meal Futures
RIC Chain: 0#ZM:
Nearest Month Continuation RIC: ZMc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean-meal.html
Contract: NYSE Euronext (LIFFE) Cocoa Futures
RIC Chain: 0#LCC:
Nearest Month Continuation RIC: LCCc1
Contract Specification: http://www.euronext.com/trader/contractspecifications/wide/contractSpecifications-3064-EN.html?docid=47370
Contract: NYSE Euronext (LIFFE) Robusta Coffee Futures
RIC Chain: 0#LRC:
Nearest Month Continuation RIC: LRCc1
Contract Specification: http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2864-EN.html?euronextCode=RC-LON-FUT
Contract: ICE Coffee C Futures (Arabica)
RIC Chain: 0#KC:
Nearest Month Continuation RIC: KCc1
Contract Specification: https://www.theice.com/productguide/ProductDetails.shtml?specId=15
Contract: NYSE Euronext (LIFFE) White Sugar Futures
RIC Chain: 0#LSU:
Nearest Month Continuation RIC: LSUc1
Contract Specification: http://www.euronext.com/trader/contractspecifications/wide/contractSpecifications-3064-EN.html?docid=47376
Contract: CME Group (NYMEX) No. 11 Sugar Futures
RIC Chain: 0#SB:
Nearest Month Continuation RIC: SBc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/softs/sugar-no11.html
Contract: CME Group (NYMEX) Cotton Futures
RIC Chain: 0#CT:
Nearest Month Continuation RIC: CTc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/softs/cotton.html
Contract: ICE Frozen Concentrated Orange Juice Futures
RIC Chain: 0#OJ:
Nearest Month Continuation RIC: OJc1
Contract Specification: https://www.theice.com/productguide/ProductDetails.shtml?specId=30
Contract: CME Group Live Cattle Futures
RIC Chain: 0#LC:
Nearest Month Continuation RIC: LCc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/live-cattle.html
Contract: CME Group Feeder Cattle Futures
RIC Chain: 0#FC:
Nearest Month Continuation RIC: FCc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/feeder-cattle.html
Contract: CME Group Frozen Pork Bellies Futures
RIC Chain: 0#PB:
Nearest Month Continuation RIC: PBc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/frozen-pork-bellies.html
Contract: CME Group Lean Hogs Futures
RIC Chain: 0#LH:
Nearest Month Continuation RIC: LHc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/lean-hogs.html
Contract: CME Group Random Length Lumber Futures
RIC Chain: 0#LB:
Nearest Month Continuation RIC: LBc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/lumber-and-pulp/random-length-lumber.html
Wikipedia link for all agricultural contracts listed above: http://en.wikipedia.org/wiki/List_of_traded_commodities
Sirca – Risk Measurement Service
A quick post to let interested parties know that the December 2010 update for the quarterly Sirca Risk Management Service (RMS) is now being sent to RMS subscribers.
RMS provides risk measures and associated data for the senior security of all listed companies traded on the Australian Securities Exchange (ASX), including statistics like the standard deviation of the equity rate of return, OLS alpha and beta coefficients and their corresponding one standard error confidence intervals, the squared correlation coefficient from the regression, a test for the effects of thin trading on the OLS estimates, alpha and beta estimates (and corresponding confidence intervals) modified for the effects of thin trading by the Scholes-Williams tecnique.
RMS provides risk measures and associated data for the senior security of all listed companies traded on the Australian Securities Exchange (ASX), including statistics like the standard deviation of the equity rate of return, OLS alpha and beta coefficients and their corresponding one standard error confidence intervals, the squared correlation coefficient from the regression, a test for the effects of thin trading on the OLS estimates, alpha and beta estimates (and corresponding confidence intervals) modified for the effects of thin trading by the Scholes-Williams tecnique.
Sirca – Support Notice
Sirca members and subscribers will be aware that Sirca’s core purpose is to support academic research into the financial markets, via the provision of data services and IT infrastructure.
Sirca’s work as a product development partner of Thomson Reuters in respect of their market leading Thomson Reuters Tick History database is well known. A by-product of our work for Thomson Reuters is that we are able to provide access to the Tick History database to Sirca academic members in Australia & New Zealand, and to Thomson Reuters and Sirca academic subscribers in other countries.
If you are an academic user of Thomson Reuters Tick History with a support question, bring it straight to us here at Sirca. We are experienced in dealing with the type of queries which academic users have, and this will help Thomson Reuters own support personnel focus on their core commercial customers who tend to have very different types of support queries.
You may also want to take a look at some of the support literature which is posted on the Tick History home page, as well as some of the content on “Dinkum Data”. If you need to get in touch with us, here are the contact points for you:
Diccon Close
Email: diccon.close@sirca.org.au
Donald Winchester
Email: donald.winchester@sirca.org.au
“Picture Pending”
Sirca’s work as a product development partner of Thomson Reuters in respect of their market leading Thomson Reuters Tick History database is well known. A by-product of our work for Thomson Reuters is that we are able to provide access to the Tick History database to Sirca academic members in Australia & New Zealand, and to Thomson Reuters and Sirca academic subscribers in other countries.
If you are an academic user of Thomson Reuters Tick History with a support question, bring it straight to us here at Sirca. We are experienced in dealing with the type of queries which academic users have, and this will help Thomson Reuters own support personnel focus on their core commercial customers who tend to have very different types of support queries.
You may also want to take a look at some of the support literature which is posted on the Tick History home page, as well as some of the content on “Dinkum Data”. If you need to get in touch with us, here are the contact points for you:
 |
| David Simmonds |
Dr. David Simmonds
Email: david.simmonds@sirca.org.au
 |
| Diccon Close |
Diccon Close
Email: diccon.close@sirca.org.au
Donald Winchester
Email: donald.winchester@sirca.org.au
“Picture Pending”
Sirca – Technical Notice
A quick post to let you know that access to Sirca’s databases will be impacted by some planned technical work next week. This work relates to a relocation of the computer hardware which supports our databases to a new purpose-built facility. Since this means those machines must be powered down, some SIRCA services will be briefly offline.
The first services to be affected will be Australian Equity Tick History (AETH), Australian Company Announcements (ACA) and Thomson Reuters Global News (TRGN).
AETH, ACA and TRGN will be offline during 07:00 and 22:00 (Australian Eastern Daylight Savings Time) on Tuesday 8th March 2011.
Thomson Reuters Tick History (TRTH) for academic users will remain online that day, with no obvious changes expected for service levels. However, TRTH services may be disabled over the next four weekends (12th/13th, 19th/20th, 26th/27th March and 2nd/3rd April) as TRTH dedicated hardware is also moved in stages.
We have tried to time these disruptions to minimise inconvenience to our users and apologise for any trouble this causes.
