Data Services

SIRCA has become the region's leading specialist financial research infrastructure provider, holding most detailed financial markets databases.

• Overview
• Securities Data
• Derivatives Data
• OTC Data
• Accounting Data

Overview

Securities Data

ASX Daily Data (previously known as CRD) provides historical daily trading information including total volume and value and the open, high, low and close price for each stock listed on the ASX. This data is available for the period 19 February 1990 to the present. This data also includes closing index values on a daily basis for the period commencing 31 December 1979.

ASX Intra-day Data provides historical details of all individual trades and orders placed on Stock Exchange Automated Trading System (SEATS). Each trade and order record includes details of the price, volume and disguised broker identifiers time stamped to the nearest one hundredth of a second. This data is available for the period 19 February 1990 to the present.

S&P/ASX Index Data provides details of intra-day index values and the stocks included in each index. Intra-day index values are available from 2 December 1991 to the present. Details of the stocks included in the index are available from 22 December 1993.

Company Announcements (Signal G) Data provides details of company announcements lodged with the ASX pursuant to the ASX Listing Rules. Full text announcements are available for the period 2 September 1992 to the present. Announcement headings (without full text) is also available for the period 3 December 1991 to 2 September 1992.

ASX Holdings Data (CHESS) provides details of daily changes in shareholdings. The database dates back to November 1995.

Reuters Data provides intra-day trade and quote information for over 240 markets around the world. Data coverage begins January 1996.

Derivatives Data

SFE Daily Data provides daily trading information including total volumes and values traded and the open, high, low and close price for each contract listed on the SFE. This data is available from 1996 until 31 December 1999.

ASX Derivatives Data provides details of all individual trades and orders. Each trade and order record includes details of the price, volume, and disguised broker identifiers time stamped to the nearest second. This data is available from September 1993. However, the data quality improved after the introduction of the new trading system (CLICK) in November 1997.

SFE Intra-day Data contains all quotes and trades time stamped to the nearest second, record number/type, contract code, order type, price and volume. This data is available from 1996 to January 2001.

Reuters Data referred to above provides coverage of derivatives markets beginning in January 1996.

OTC Data

Reuters Data referred to above provides some coverage of OTC markets beginning in January 1996.

Australian Financial Markets Report represents a compilation of turnover figures provided to AFMA by every major participant in Australia’s wholesale financial markets. Survey results, which are compiled by SIRCA, may be downloaded from the AFMA website.

Accounting Data

Aspect Financial Data includes accounting information for around 1,100 to 1,200 companies listed on the ASX. The Aspect Database covers Balance Sheet, Profit and Loss and Cash flow Statement items. This data is available from 30 February 1987 to the present. The number of companies and the number of items included in this data has increased over time.