Pitching Research Symposium 2017: A Callout for Submissions

Building on the great success of the last 2 years, SIRCA is pleased to announce the third edition of its Pitching Research Symposium in 2017.

Professor Robert Faff from the University of Queensland Business School will co-ordinate and lead a one-day symposium comprising ‘pitching research’ presentations. More details on this symposium are available here.

The call for papers are now open and should be emailed to pitching@sirca.org.au for consideration.

The submission deadline is 12 noon Monday 19 June, 2017.

The symposium is supported by FIRN and will be held on Friday 21 July, 2017 at the University of Technology, Sydney (UTS).

Call for Papers: SIRCA Young Researchers Workshop 2017 (YRW7)

SIRCA is pleased to open the call for papers inviting our young researchers to submit a current research paper to be reviewed and considered for the SIRCA Young Researchers Workshop 7 (YRW7). 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.

The deadline for paper submissions is September 1, 2017.

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.

SIRCA 2015 Corporate Governance Update

On Thursday, 9 February 2017, SIRCA will be releasing the 2015 update to the Corporate Governance (CG) dataset providing company report details through to the end of 2015. This release will also provide Members with ASX End of Day Price Data (AEOD) dataset. AEOD includes historical daily trading information for each stock listed on the ASX after 2013. Please note that there may be disruptions to the Corporate Governance product and the Data Library between 9:00am and 11:00am on Thursday, 9 February 2017.


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.

    SIRCA Data Library Update

    From 9 AM to 11 AM on Wednesday, 20 July 2016 SIRCA will be updating the Data Library (DL) in order to provide more consistency to the data held within the DL repository. During this time there may be small disruptions to the SIRCA Member Portal.
    The following changes are being implemented:
    – The Australian Company Announcements (ACA) headline summaries will no longer be available via the DL, but they will continue to appear through the full ACA product, available here: https://ausequities.sirca.org.au/ComNews.
    – The Financial Express Analytics (FE Analytics) application form will now be available via SIRCA’s Knowledge Base (https://sircaknowledgebase.force.com/s/article/Financial-Express-Analytics-Application-Form) and no longer through a DL folder.
    We hope the changes will improve your research experience within the SIRCA Data Library.

    2015 Philip Brown Prize awarded to Carole Comerton-Forde and Talis Putnins

    SIRCA were pleased ​to announce the winners of the 2015 Philip Brown Prize today at the AFAANZ conference on the Gold Coast.
    Congratulations to ​both ​Carole Comerton-Forde ​(University of Melbourne) ​and Talis Putnins ​ (University of Technology, Sydney)​, ​the ​winners of the ​2015 ​Philip Brown Prize ​for the Best Published Paper ​in an A* journal, for their paper titled “Dark Trading and Price Discovery”. ​Their paper was published in the Journal of Financial Economics and studies the effects of dark trading in Australia​. This outstanding paper ​had​ an influence on the recent regulation of dark trading introduced by ASIC.

    Carole Comerton-Forde

    Talis Putnins​

    Talis Putnins​

    Australian Equities (AE) product update

    SIRCA wish to advise our Members that the ASX market data which supports our Australian Equities (AE) product is currently available in the AE interface up to 31 May, 2016. We plan to provide access to the ASX ITCH data shortly and will confirm to our Members when the data becomes available for use.  

    SIRCA Portal Maintenance: 11th July, 2016

    Please be advised that SIRCA will be performing system maintenance to the Member Portal from 9am-11am on 11th July, 2016. During this time there may be small disruptions to the SIRCA Member Portal.

    Thank you for your understanding as we continue to improve your SIRCA research experience!

    ASX ITCH Feed comes to SIRCA!

    SIRCA wish to advise our Members that the Australian Securities Exchange (ASX) are now providing SIRCA with the ITCH data feed. We are currently analysing this data feed as this will be the new source of data to support our Australian Equities (AE) product.

    Our initial investigation has indicated that ITCH provides less detail than the former feed for AE. We are currently performing a full impact assessment and will share our findings with our AE users as we learn more about this new provision.

    SIRCA Release of Share Price & Price Relatives 2015 Update

    The Share Price and Price Relatives (SPPR) dataset contains monthly ASX share prices and calculated price relatives back to December 1973 for all Australian listed and previously listed companies with fully paid shares. Additionally, the SPPR data contains dividends (including franking credits), adjustments for share issues and reconstructions, number of shares on issue, and also tracks ticker changers along with merger/delisting information.

    SIRCA’s 2015 update of the SPPR data is now available through our Data Library (DL2).  The dataset is fee liable.  Should your university be interested in subscribing to the SPPR dataset, please contact enquiries@sirca.org.au for licensing and fee information.