Tag Archives: AusEquities

ASX PureMatch

29/11/2011 at 11:54 am
Continuing the theme of adding new Australian equities coverage to our Ausequities database, we confirm that the new ASX PureMatch feed will be incorporated into Ausequities. We need to complete a few tasks to get this feeding into Ausequities, we estimate that this will be achieved by end January 2012.

AusEquities will show the PureMatch instrument code with an “_APM” suffix, for example BHP_APM, which will show the PureMatch market data for that instrument. We will post again when this work is complete.

Chi-X Australia data available to Sirca members

at 11:45 am
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.

AusEquities database – “Qualifiers”

15/12/2010 at 2:31 pm
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