- New ASX Broker Trade Data
- Morningstar August Data Release
For any feedback, questions or requests, please visit our contact form.
For any feedback, questions or requests, please visit our contact form.
We have also added some new short training videos to help our researchers get the most out of the platform, which you can access and view in the SIRCA Gateway Tips and Tricks section here.
We have introduced a new custom function to Company Announcements -GetContent. This function is an extension to the Metadata and Single Download Search functions that allow users to import the announcement text from their returned results into a dataframe to enable text analytics. Please refer to the Advanced ACA notebook which provides examples on how to use this feature.
This feature was introduced in response to user feedback that the ability to process text analytics would be useful. To that end, we have updated the Advanced notebook to showcase an example using the Harvard IV4 dictionary to perform sentiment analysis against Company Announcements. If you have any questions on how to use it, or if you wish to provide further feedback, please use this form to contact us.
If you would like any further assistance for Gateway we are more than happy to help. Please send us your query via the contact form or request a demonstration. Please note that we have video tutorials available here that are continually being updated and refreshed for each release to help you understand the platform.
Australian Company Announcements (ACA) has been added to Gateway, including new features to facilitate deeper analysis.
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.
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.
“We are delighted to see US and New Zealand data included in the offering given the relevance to our local researchers.” said Professor Henk Berkman from University of Auckland.
“We are excited about the collaboration with SIRCA, which provides the research community with access to high quality data on domestic companies and managed investments, along with a sub-set of our global coverage.”, said Heather Brilliant, CEO, Morningstar Australasia. “For many years, Morningstar has worked with universities in Australia and New Zealand and we are looking forward to continuing and extending that alongside SIRCA.”
“The SIRCA Gateway is a further example of our pioneering culture as it connects best-of-breed data sets with serious compute power. It enables our subscribers to swiftly build and deploy advanced analytics solutions, and bridge the gap between raw data and insights. We look forward to presenting new and expanded data sets quickly and cost effectively to our community. SIRCA Gateway gives us the platform that empowers academics to conduct research studies more efficiently and more expansively.”Academics will be able to research in ways never supported before. We did not want to restrict the researchers by giving a filtered view of data. Instead, we wanted to empower them to query data, discover insights, join datasets as their research demands. Researchers are demanding more as they leverage analytical languages like R, Python & Scala. Academics can choose from the extensive library of codes that exist in the open source community that facilitate quantitative analytics & machine learning. We want our users to have choice and use whatever tools they are familiar with. Professor Stephen Taylor, Head of Financial Accounting, UTS believes the SIRCA Gateway will be a key enabler of financial market research, and will be welcomed by our academic research community. After a preview of the new cloud based analytics platform Professor Taylor stated:
“The SIRCA Gateway provides a truly unique opportunity for anyone who wants better insight into large-scale and complex financial markets data. It not only provides new and extensive data sets, it allows researchers to save time, control their analytics using their preferred programming language, and collaborate more easily.”
Reminder: SIRCA are seeking submissions for the 2017 Young Researchers Workshop 7. The deadline for paper submissions is September 1st, 2017.
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.
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 are seeking submissions for the 2016 Philip Brown Prize.
The Philip Brown Prize acknowledges the significant contribution Philip Brown made in the establishment of SIRCA and the work he did in developing databases used for finance and accounting research.
To be considered for this Prize, the paper must have been published in an A grade (or higher) journal in the calendar year of 2016 by a SIRCA Member using authorised SIRCA data. Additionally, SIRCA must be cited within the publication.
To submit an application, email a full PDF version of the paper to philip-brown-prize@sirca.org.au by 02/6/2017.
SIRCA encourage all Members who meet the above criteria to apply.
The winner of the 2016 Philip Brown Prize will be announced during the 2017 AFAANZ conference in July.
For more information on the Philip Brown Prize, click here: Philip Brown Prize Call for Papers 2016.