Tag Archives: Data Library

Sirca Releases New Data Library!

17/02/2014 at 5:15 pm

SIRCA is pleased to announce the release of a newly designed Data Library, found within the SIRCA portal under the DL2 tab. This new layout presents a user friendly interface for intuitive and immediate use, provides users with descriptions of each of the datasets and enables useful search capabilities.

To move this new Data Library into production, the SIRCA Academic Portal will be unavailable between 9am-10am EST on Tuesday 18th February.

We look forward to your feedback on this new development!

Chi-X data now available in the Data Library!

20/05/2013 at 12:57 pm

Chi-X Australia data are now available in the Data Library. These data contain an historical archive of order book tick history for trading on the Australian Chi-X Exchange (Chi-X), which dates back to the commencement of the exchange on 25th October 2011.

These data are made available under license from Chi-X for the purposes of academic research.

Please contact us if you would like to gain access to these data.

CRD Documentation

25/03/2013 at 5:07 pm
Documentation for the data in the CRD is available via the Data Library > CRD folder. The documentation provides the field descriptors for both the price and announcement files. The Bellamy report referenced on page 3 of the CRD user guide for the calculation of dilution factors in the price files is also available in the same location.

Sirca Data Library and Core Research Data (CRD)

12/06/2012 at 3:38 pm
Some Sirca members may have noticed the new addition to the Sirca Product Portal recently. The Data Library is a recent addition to help facilitate access to our smaller and less complex datasets that do not require a tailor made user interface. The Data Library is a flexible way for us to add future collections of files that customers can download readily.

The Core Research Database (CRD) is the first inclusion through this portal. The CRD was previously encrypted and accessible through a separate login that wasn’t widely available. It can now be accessed using your regular Sirca login.

The CRD contains historical daily trading information including total volume, value and number of trades, and the high, low and close price for each stock listed on the ASX, including dilution information. This data is available from mid-1983 to the present. Members are able to manipulate this data in any manner that they wish to conduct research. E.g. Daily returns can be calculated from the information provided.

Please contact us if you would like more information.