Monthly Archives: September 2016

SIRCA ASX ITCH Data

22/09/2016 at 10:51 am

SIRCA wish to inform our Members of the new provision of ASX ITCH data, and ASX ITCH Trades data, which are now located in the SIRCA Member Portal Data Library.

The ASX ITCH data includes:

  • full order detail for lit orderbooks;
  • trade messages for lit and dark orderbooks;
  • state changes of the different orderbooks;
  • nanosecond timestamping;
  • basic security reference data.

    • The ASX ITCH Trades data includes:

  • all the trades for all ASX order books in ASX ITCH format.

    • The ASX ITCH data and the ASX ITCH Trades data contains data from 1 June, 2016. The provision of ASX ITCH data is given a 30 day embargo.

    For access to the ASX ITCH datasets, please sign the Terms and Conditions document found in the SIRCA Knowledge Base (KB) and return these to enquiries@sirca.org.au.

    With the new delivery of ASX ITCH data to SIRCA, please note that the Australian Equities Tick History (AETH) product will contain data from 1991 only up to 31 May, 2016.

    For any questions regarding the provision of the ASX ITCH data, or the AETH product, please contact SIRCA directly at enquiries@sirca.org.au.