Australian Company Announcements (ACA) has been added to Gateway, including new features to facilitate deeper analysis.
SIRCA Gateway now has ASX ITCH raw data in csv format which has been included within the Price data collection. This data source is not normalised, preserving the ITCH message as received from ASX. We are currently working on generating a full order book view.
- Morningstar data collection update for July.
We now have three new Notebooks under ACA, including:
a. ACA (Standard). All existing functionality has been migrated to Gateway, including the content and announcement header search, as well as the ability to selectively download or bulk download. The bulk download includes an index file, which is a feature that power users have asked SIRCA to retain. We have also included metadata download capability for users who only want to download the summary headline information without the pdf/text content.
b. ACA (Simple Extraction). This includes a simple way to search announcements for those users who do not want to edit search scripts. This has been developed in response to users asking for an easy interface.
c. ACA Advanced. This demonstrates the capability to use the python programming interface to join Company Announcements with Price data.