Highlights of the Latest Gateway Release

SIRCA is pleased to announce the latest release of SIRCA Gateway, which includes a number of new custom functions, notebook examples and new datasets.

We have also added some new short training videos to help our researchers get the most out of the platform, which you can access and view in the SIRCA Gateway Tips and Tricks section here.


Morningstar monthly data is now available up to July 2017. The following Data Collections have been updated:
  1. Price (Market Capitalisation Database)
  2. Company Fundamentals
  3. Corporate Actions
  4. Returns
  5. Reference
  6. Company Ownership
  7. Corporate Governance
  8. Property
  9. Returns

We have introduced a new custom function to Company Announcements -GetContent. This function is an extension to the Metadata and Single Download Search functions that allow users to import the announcement text from their returned results into a dataframe to enable text analytics. Please refer to the Advanced ACA notebook which provides examples on how to use this feature.

This feature was introduced in response to user feedback that the ability to process text analytics would be useful. To that end, we have updated the Advanced notebook to showcase an example using the Harvard IV4 dictionary to perform sentiment analysis against Company Announcements. If you have any questions on how to use it, or if you wish to provide further feedback, please use this form to contact us.


A summary of the most recent changes include:
  1. Morningstar data collection updated for July.
  2. GetContent Feature available now for Australian Company Announcements.
  3. Australian Company Announcements (ACA) has been added to Gateway, including new features to facilitate deeper analysis.
  4. SIRCA Gateway now has ASX ITCH raw data in csv format which has been included within the Price data collection. This data source is not normalised, preserving the ITCH message as received from ASX. We are currently working on generating a full order book view.
  5. Bulk download function has been added.

The next Gateway release will feature:

  1. New ASX Broker Trade Data
  2. Morningstar August Data Release

We are here to help

If you would like any further assistance for Gateway we are more than happy to help. Please send us your query via the contact form or request a demonstration. Please note that we have video tutorials available here that are continually being updated and refreshed for each release to help you understand the platform.

Available now in SIRCA Gateway

SIRCA Gateway now includes:

  1. Morningstar data collection update for July.
  2. The ability to extract the content of Company announcement into a dataframe, without having to download all the data. This will also enable users to process the text data using python.
  3. A notebook to demonstrate how users can process text data from Company Announcements.

We are here to help
We hope that you have watched some of the videos that were created to help you get started. If you haven’t, here’s the link. Please do not hesitate to contact us if you would like some assistance as we are here to help first time users as well as advanced. Please email us to request an online demonstration, or if you have any feedback on Gateway.

What’s new on SIRCA Gateway

  1. Australian Company Announcements (ACA) has been added to Gateway, including new features to facilitate deeper analysis.

  2. We now have three new Notebooks under ACA, including:

    a. ACA (Standard). All existing functionality has been migrated to Gateway, including the content and announcement header search, as well as the ability to selectively download or bulk download. The bulk download includes an index file, which is a feature that power users have asked SIRCA to retain. We have also included metadata download capability for users who only want to download the summary headline information without the pdf/text content.

    b. ACA (Simple Extraction). This includes a simple way to search announcements for those users who do not want to edit search scripts. This has been developed in response to users asking for an easy interface.

    c. ACA Advanced. This demonstrates the capability to use the python programming interface to join Company Announcements with Price data.


  3. SIRCA Gateway now has ASX ITCH raw data in csv format which has been included within the Price data collection. This data source is not normalised, preserving the ITCH message as received from ASX. We are currently working on generating a full order book view.


  4. Morningstar data collection update for July.

SIRCA Gateway Release

SIRCA launches powerful new cloud analytics platform for its member community and selects Morningstar as a new data provider


SIRCA, the leading provider of data to academics in Australia and New Zealand, has announced the launch of a new collaborative analytics platform, SIRCA Gateway, to support researchers. The SIRCA Gateway will not only enable SIRCA members to access new and improved data sets, it offers advanced cloud-based tools to analyse vast amounts of information. It also lays the foundation to build new tools for teachers and students in undergraduate courses.

SIRCA’s vast collection of financial markets data, which is housed on the platform, has also been expanded. Consistent with our quest to continuously add to the data collection, our recent collaboration with Morningstar now makes available:
  • Company Fundamentals Data – sourced from Morningstar’s Global Equity Data feeds.
  • End of Day Prices and Corporate Actions information covering the United States, Australia & New Zealand – sourced from Morningstar’s Real-Time Market Data feeds.
  • Managed Investments Data for Australia and New Zealand – sourced from Morningstar’s renowned Fund Data feeds next release

SIRCA is delighted to be affiliated with Morningstar as their premium data provider. SIRCA will now be able to offer Morningstar’s data covering fundamentals, corporate actions, end of day pricing and, in future, Morningstar’s premium collection of funds data.

“We are delighted to see US and New Zealand data included in the offering given the relevance to our local researchers.” said Professor Henk Berkman from University of Auckland.

“We are excited about the collaboration with SIRCA, which provides the research community with access to high quality data on domestic companies and managed investments, along with a sub-set of our global coverage.”, said Heather Brilliant, CEO, Morningstar Australasia. “For many years, Morningstar has worked with universities in Australia and New Zealand and we are looking forward to continuing and extending that alongside SIRCA.”

The powerful analytics engine leveraging Big Data analytics product Databricks is another significant addition to the platform’s capabilities. The SIRCA Gateway now enables researchers to analyse data in the cloud with all the benefits that cloud computing brings. Powerful, cloud based processing combined with new data sets and tools will help researchers accelerate analytic processes, test hypothesis, and promote more effective collaboration wherever they are. Researchers will be able to join data sets, introduce external data sets, share their analysis and work collaboratively with members building a true global online academic community.

This initiative will also provide a clearer path to the commercialisation for academics whose research is often related to growing the economy or increasing the transparency of markets for end consumers. A number of different platforms were analysed. The cloud based one was chosen as it serves the needs of large data sets that academics need to analyse to deliver innovative research. SIRCA was conscious of the needs of Database Managers within the universities who support researchers to be able to rapidly create and combine analytic datasets without incurring the overhead of managing or running the infrastructure. David Sharp, CEO SIRCA says the new data and platform capabilities are a significant step forward in providing our research community economies of scale and ease of access to new data sets and compute power. The SIRCA Gateway platform also provides the teaching community with new flexible and efficient tools to make analytics easily accessible for students.

“The SIRCA Gateway is a further example of our pioneering culture as it connects best-of-breed data sets with serious compute power. It enables our subscribers to swiftly build and deploy advanced analytics solutions, and bridge the gap between raw data and insights. We look forward to presenting new and expanded data sets quickly and cost effectively to our community. SIRCA Gateway gives us the platform that empowers academics to conduct research studies more efficiently and more expansively.”
Academics will be able to research in ways never supported before. We did not want to restrict the researchers by giving a filtered view of data. Instead, we wanted to empower them to query data, discover insights, join datasets as their research demands. Researchers are demanding more as they leverage analytical languages like R, Python & Scala. Academics can choose from the extensive library of codes that exist in the open source community that facilitate quantitative analytics & machine learning. We want our users to have choice and use whatever tools they are familiar with. Professor Stephen Taylor, Head of Financial Accounting, UTS believes the SIRCA Gateway will be a key enabler of financial market research, and will be welcomed by our academic research community. After a preview of the new cloud based analytics platform Professor Taylor stated:

“The SIRCA Gateway provides a truly unique opportunity for anyone who wants better insight into large-scale and complex financial markets data. It not only provides new and extensive data sets, it allows researchers to save time, control their analytics using their preferred programming language, and collaborate more easily.”

2016 Philip Brown Prize awarded to Zheyao Pan and Jianlei Han​

SIRCA is pleased ​to announce the winners of the 2016 Philip Brown Prize. At the 2017 AFAANZ Conference in Adelaide on Tuesday 4 July, SIRCA announced the 2016 winners of the ​Philip Brown Prize ​for the Best Published Paper. Congratulations to ​both ​Zheyao Pan and Jianlei Han​ for the publication of their paper in an A* journal, titled ‘On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment’. ​Their paper was published in the Journal of Financial Markets, which, in response to the 2015 Chinese stock market crash, tests the hypothesis that liquidity and pricing efficiency causally affects each other. Their outstanding studies found that resulting shift in the arbitrage boundary led to the breakdown of the two-way causality relation between liquidity and the absolute futures-cash basis.

Reminder: SIRCA’s Young Researchers Workshop 7 Call for Papers

Reminder: SIRCA are seeking submissions for the 2017 Young Researchers Workshop 7. The deadline for paper submissions is September 1st, 2017.

This year the event will be held at the University of Melbourne (Victoria) over Monday, November 20 – Tuesday, November 21, 2017.

SIRCA will cover flight expenses as well as one night’s accommodation for the author of the papers selected for inclusion on the workshop program. The Young Researchers Workshop event will provide young researchers (those currently engaged in PhD research or whose PhD thesis was completed less than five years ago) the opportunity to present their paper to a panel of distinguished researchers and receive feedback on their paper from a discussant in a relaxed workshop environment.

To qualify for inclusion the presenting author must be a “young researcher” from a SIRCA Member University. Use of SIRCA data or other innovative data sets are highly encouraged.

To submit please send two copies of your paper: one as a Word Document and one as a PDF Document to callforpapers@sirca.org.au. All Word Documents need a cover page that should contain the following; names of the authors including those who are Young Researchers highlighted, and full contact details of the lead author and person submitting the paper including email, mobile phone and name of University. PDF and Word Documents should not contain author details in the body of the paper.

If you have any questions, please contact enquiries@sirca.org.au.

Submissions have now closed for “SIRCA’s Pitching Research”

Thank you to all who have submitted a pitch for this year’s SIRCA’s Pitching Research Symposium, co-ordinated by Professor Robert Faff from the UQ Business School. Applications to pitch at the Pitching Research Symposium have now closed, and the selected presenters will be notified and their names will be published shortly.

Philip Brown Prize: Call for Papers are closed

Thank you to all of those who submitted a paper to the Philip Brown Prize 2016. Applications have now closed, and the winning paper will be announced at the AFAANZ conference in Adelaide on July 4th. Stay tuned for the announcement of that prize.

Call for Papers – 2016 Philip Brown Prize

SIRCA are seeking submissions for the 2016 Philip Brown Prize. 

The Philip Brown Prize acknowledges the significant contribution Philip Brown made in the establishment of SIRCA and the work he did in developing databases used for finance and accounting research.

To be considered for this Prize, the paper must have been published in an A grade (or higher) journal in the calendar year of 2016 by a SIRCA Member using authorised SIRCA data.  Additionally, SIRCA must be cited within the publication.

To submit an application, email a full PDF version of the paper to philip-brown-prize@sirca.org.au by 02/6/2017.

SIRCA encourage all Members who meet the above criteria to apply.

The winner of the 2016 Philip Brown Prize will be announced during the 2017 AFAANZ conference in July.

For more information on the Philip Brown Prize, click here: Philip Brown Prize Call for Papers 2016.