Sirca’s Australian members are able to request access to AusEquities a database of ASX quote and trade data dating back to the beginnings of the electronic market in Australia in 1987. The data is delivered in as raw a format as possible including the Qualifier codes which sometimes are assigned to trade and quote data via the central host.
We are often asked what the Qualifiers mean. The AusEquities help files give a pretty good overview of these, but here is a list of the ITS flags which appear as Qualifiers since their introduction in September 2006 (for Qualifiers prior to this date see the product help files, or get in touch with us):
AK: All or Nothing
AC: Auction Trade
BB: Bulletin Board
BP: Booking Purpose Crossing Reporting
CT: Combination Trade
DR: Direct Reporting
EP: Exercised Put
EQ: Equity/Option Combination
ET: Special Crossing ETF
FK: Fill and Kill (fill as much as possible and cancel the balance)
GL: Government Loan Reporting
IB: Index Replicating Special Crossing
LN: Loan Reporting
LT: Late Trade
MK: Market Price Order
ML: Market-to-Limit Order
OD: Odd-lot Order
OS: Overseas Trade
SP: Special Crossing
SX: Portfolio Special Crossing
TM: Tailor-made Combination
UV: Undisclosed Volume
WH: Wholesale Interest Rate Reporting
XT: Crossing Trade
Author Archives: SIRCA
Australian Company Announcements / IPOs
The Australian Securities Exchange has supported Sirca since its inception, and has kindly made a broad array of its datasets available to us in order to help our mission to support academic research into the financial markets. These datasets include the feed of company announcements resulting from the ASX’s listing rules in the context of the continuous disclosure regime. As a result of this Sirca has developed an online database of ASX listed company announcements with an archive going back to 1992. This is available as an additional on-line resource called “Australian Company Announcements” for Sirca academic members and subscribers.
Sirca has developed software which exposes all available reference data for each disclosure, along with all the free text terms which appear in the bodies of the disclosures. Whilst the database is not as manually indexed as many of the offerings available from commercial providers it is nevertheless a very impressive resource in terms of enabling access to raw data.
As an example of how the database can be used, we were recently asked whether we could help with some research which was attempting to nail down the definitive listing of gold sector IPOs on the ASX for the last 5 years, along with a statement about the amount of capital raised.
Each company seeking access to the ASX needs to complete/submit a range of documentation and have these filed through the ASX ComNews service, these include prospectuses and information memoranda, along with standard ASX documentation. The ASX also issues official documents which indicate that an entity has been admitted to their official list. Using the way the ASX categorise these documents, combined with Sirca’s process of exposing the text of the disclosures it was possible to narrow down the overall list of IPOs to just those pertaining to the Gold sector. Furthermore the researcher was able to access the actual disclosures to cross check the amount of capital raised.
Sirca has developed software which exposes all available reference data for each disclosure, along with all the free text terms which appear in the bodies of the disclosures. Whilst the database is not as manually indexed as many of the offerings available from commercial providers it is nevertheless a very impressive resource in terms of enabling access to raw data.
As an example of how the database can be used, we were recently asked whether we could help with some research which was attempting to nail down the definitive listing of gold sector IPOs on the ASX for the last 5 years, along with a statement about the amount of capital raised.
Each company seeking access to the ASX needs to complete/submit a range of documentation and have these filed through the ASX ComNews service, these include prospectuses and information memoranda, along with standard ASX documentation. The ASX also issues official documents which indicate that an entity has been admitted to their official list. Using the way the ASX categorise these documents, combined with Sirca’s process of exposing the text of the disclosures it was possible to narrow down the overall list of IPOs to just those pertaining to the Gold sector. Furthermore the researcher was able to access the actual disclosures to cross check the amount of capital raised.
