2012 Update to the Corporate Governance Database

The 2012 update to the Corporate Governance Database is now available via the Sirca Member Portal.

The latest edition contains Corporate Governance information for ASX listed companies with balance sheet dates to December 2012. Now included are records for foreign incorporated companies with primary listing on ASX and Australia incorporated companies reporting in foreign currencies.

Members are advised to pay close attention to the product documentation located via the Help button. If anyone requires assistance please be sure to lodge your enquiry via the Helpdesk function in the Member Portal.

AusEquities gets a boost!

Sirca Members using AusEquities should have noticed a boost in performance recently. The Sirca team have more than doubled the processing power dedicated to the AusEquities service resulting in jobs moving through the system much faster.

We’ve also added a dedicated processing system for “small” requests (50 instrument days or less – i.e. 4 instruments for 5 days history = 20 instrument days) which means that small requests get serviced quickly and are not queued behind large jobs.

As always, Sirca welcomes your feedback so feel free to let us know via the Helpdesk link in the Member Portal

CRD Documentation

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.

Commodities & Futures – most requested instrument codes

One of the most common requests for help we receive from academic users of Tick History is how to find instrument codes for commodities and futures contracts. These contracts evolve steadily as market structures evolve and as exchanges merge and consolidate. This post is designed to help members and subscribers rapidly retrieve the most sought after international commodities and futures contracts. We have also listed a link to the underlying contract specification offered by the relevant exchange, and, where available, a link to the relevent wikipedia entry for further context.

Drop us a line if you would like us to feature more of these.

The listing below makes reference to Reuters Instrument Code chains and continuation codes. Click on the links to find out more about these.


Contract: ICE Brent Crude Futures
RIC Chain: 0#LCO:
Nearest Month Continuation RIC: LCOc1
Contract Specification: https://www.theice.com/productguide/ProductDetails.shtml?specId=219
Wikipedia: http://en.wikipedia.org/wiki/Brent_Crude

Contract: CME Group (NYMEX) Light Sweet Crude Oil Futures
RIC Chain: 0#CL:
Nearest Month Continuation RIC: CLc1
Contract Specification: http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude.html
Wikipedia: http://en.wikipedia.org/wiki/West_Texas_Intermediate

Contract: CME Group (NYMEX) RBOB Gasoline Futures
RIC Chain: 0#RB:
Nearest Month Continuation RIC: RBc1
Contract Specification: http://www.cmegroup.com/trading/energy/refined-products/rbob-gasoline_quotes_globex.html
Wikipedia: http://en.wikipedia.org/wiki/Price_of_petroleum

Contract: CME Group (NYMEX) Henry Hub Natural Gas Futures
RIC Chain: 0#NG:
Nearest Month Continuation RIC: NGc1
Contract Specification: http://www.cmegroup.com/trading/energy/natural-gas/natural-gas.html
Wikipedia: http://en.wikipedia.org/wiki/Henry_Hub

Contract: CME Group (NYMEX) Heating Oil Futures
RIC Chain: 0#HO:
Nearest Month Continuation RIC: HOc1
Contract Specification: http://www.cmegroup.com/trading/energy/refined-products/heating-oil.html
Wikipedia: http://en.wikipedia.org/wiki/Heating_oil


London Gold Fixing (PM)
Background: http://www.goldfixing.com/home.htm
Wikipedia: http://en.wikipedia.org/wiki/Gold_fixing

Contract: CME Group (COMEX) Copper Futures
RIC Chain: 0#HG:
Nearest Month Continuation RIC: HGc1
Contract Specification: http://www.cmegroup.com/trading/metals/base/copper.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange

Contract: CME Group (COMEX) Gold Futures
RIC Chain: 0#GC:
Nearest Month Continuation RIC: GCc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/gold.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange

Contract: CME Group (COMEX) Silver Futures
RIC Chain: 0#SI:
Nearest Month Continuation RIC: SIc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/silver.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange

Contract: CME Group (NYMEX) Platinum Futures
RIC Chain: 0#PL:
Nearest Month Continuation RIC: PLc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/platinum.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange

Contract: CME Group (NYMEX) Palladium Futures
RIC Chain: 0#PA:
Nearest Month Continuation RIC: PAc1
Contract Specification: http://www.cmegroup.com/trading/metals/precious/palladium.html
Wikipedia: http://en.wikipedia.org/wiki/New_York_Mercantile_Exchange


Contract: CME Group (CBoT) Corn Futures
RIC Chain: 0#C:
Nearest Month Continuation RIC: Cc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/corn.html

Contract: CME Group (CBoT) Wheat Futures
RIC Chain: 0#W:
Nearest Month Continuation RIC: Wc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/wheat.html

Contract: CME Group (CBoT) Soybeans Futures
RIC Chain: 0#S:
Nearest Month Continuation RIC: Sc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean.html

Contract: CME Group (CBoT) Soybean Meal Futures
RIC Chain: 0#ZM:
Nearest Month Continuation RIC: ZMc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean-meal.html

Contract: NYSE Euronext (LIFFE) Cocoa Futures
RIC Chain: 0#LCC:
Nearest Month Continuation RIC: LCCc1
Contract Specification: http://www.euronext.com/trader/contractspecifications/wide/contractSpecifications-3064-EN.html?docid=47370

Contract: NYSE Euronext (LIFFE) Robusta Coffee Futures
RIC Chain: 0#LRC:
Nearest Month Continuation RIC: LRCc1
Contract Specification: http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2864-EN.html?euronextCode=RC-LON-FUT

Contract: ICE Coffee C Futures (Arabica)
RIC Chain: 0#KC:
Nearest Month Continuation RIC: KCc1
Contract Specification: https://www.theice.com/productguide/ProductDetails.shtml?specId=15

Contract: NYSE Euronext (LIFFE) White Sugar Futures
RIC Chain: 0#LSU:
Nearest Month Continuation RIC: LSUc1
Contract Specification: http://www.euronext.com/trader/contractspecifications/wide/contractSpecifications-3064-EN.html?docid=47376

Contract: CME Group (NYMEX) No. 11 Sugar Futures
RIC Chain: 0#SB:
Nearest Month Continuation RIC: SBc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/softs/sugar-no11.html

Contract: CME Group (NYMEX) Cotton Futures
RIC Chain: 0#CT:
Nearest Month Continuation RIC: CTc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/softs/cotton.html

Contract: ICE Frozen Concentrated Orange Juice Futures
RIC Chain: 0#OJ:
Nearest Month Continuation RIC: OJc1
Contract Specification: https://www.theice.com/productguide/ProductDetails.shtml?specId=30

Contract: CME Group Live Cattle Futures
RIC Chain: 0#LC:
Nearest Month Continuation RIC: LCc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/live-cattle.html

Contract: CME Group Feeder Cattle Futures
RIC Chain: 0#FC:
Nearest Month Continuation RIC: FCc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/feeder-cattle.html

Contract: CME Group Frozen Pork Bellies Futures
RIC Chain: 0#PB:
Nearest Month Continuation RIC: PBc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/frozen-pork-bellies.html

Contract: CME Group Lean Hogs Futures
RIC Chain: 0#LH:
Nearest Month Continuation RIC: LHc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/livestock/lean-hogs.html

Contract: CME Group Random Length Lumber Futures
RIC Chain: 0#LB:
Nearest Month Continuation RIC: LBc1
Contract Specification: http://www.cmegroup.com/trading/agricultural/lumber-and-pulp/random-length-lumber.html

Wikipedia link for all agricultural contracts listed above: http://en.wikipedia.org/wiki/List_of_traded_commodities

AusEquities database – “Qualifiers”

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

Australian Company Announcements / IPOs

The Australian Securities Exchange has supported Sirca since its inception, and has kindly made a broad array of its datasets available to us in order to help our mission to support academic research into the financial markets. These datasets include the feed of company announcements resulting from the ASX’s listing rules in the context of the continuous disclosure regime. As a result of this Sirca has developed an online database of ASX listed company announcements with an archive going back to 1992. This is available as an additional on-line resource called “Australian Company Announcements” for Sirca academic members and subscribers.

Sirca has developed software which exposes all available reference data for each disclosure, along with all the free text terms which appear in the bodies of the disclosures. Whilst the database is not as manually indexed as many of the offerings available from commercial providers it is nevertheless a very impressive resource in terms of enabling access to raw data.

As an example of how the database can be used, we were recently asked whether we could help with some research which was attempting to nail down the definitive listing of gold sector IPOs on the ASX for the last 5 years, along with a statement about the amount of capital raised.

Each company seeking access to the ASX needs to complete/submit a range of documentation and have these filed through the ASX ComNews service, these include prospectuses and information memoranda, along with standard ASX documentation. The ASX also issues official documents which indicate that an entity has been admitted to their official list. Using the way the ASX categorise these documents, combined with Sirca’s process of exposing the text of the disclosures it was possible to narrow down the overall list of IPOs to just those pertaining to the Gold sector. Furthermore the researcher was able to access the actual disclosures to cross check the amount of capital raised.