Statement_of_Work_(Attachment___1).pdf

ATTACHMENT # 1 – STATEMENT OF WORK

SECHQ117Q0110

News Analytics Data Solution

Scope of Work

The U.S. Securities and Exchange Commission (SEC) requires a Commercial-off-the-Shelf

(COTS) solution that provides comprehensive News Analytics data as well as the corresponding textual news stories from which the analytics are derived. The analytics shall be generated from a broad array of top-tier newswires, newspapers, disclosure wires, social media and global news organizations and provide numerical scores for a variety of indicators, including; sentiment, novelty, social velocity and impact/market-moving. Precise metadata and associated taxonomies shall be included that provides granular classification of companies, topics and people.

Background

News Analytics is a unique source of explanatory and predictive inputs that will allow the

Commission to test the speed at which the market responds to news and whether the market reflects currently available information. This will improve the Commission’s ability to detect unfair trading activities relying on private information.

Data Requirements

At minimum, the following data fields shall be produced and delivered in accordance with the technical requirements for data delivery:

Time stamps (millisecond level)

Unique entity names and identifiers (story, company, person, etc.)

Topic/event codes

Business sectors and geographic codes

Various sentiment and novelty scores

Impact/market-moving scores

Publication heat/volume analysis (i.e. supply of stories about particular company)

Social velocity

News types/sources

Corporate events/actions

Corresponding textual news stories from which the analytics are derived

Technical Requirements for Data Delivery

Data delivery via FTP, SFTP, API or any other type of feed that provides the data in flat text or csv files with the ability to easily move the information into statistical software packages like SAS, Stata, R, etc.

Daily (end-of-day) updates required.

Enterprise-wide access to all stories and analytics

Reference materials including user guides, data dictionaries, taxonomies, file structures, etc. to be provided.

Preferred but not required specifications:

The following is a listing of system specifications that exceed the SEC’s minimum specifications. These items are preferred, but not required by the SEC. If the successful offeror provides these specifications in their quote, they will be added to the Statement of Work as a requirement for the contract.

Social Media analytics sourced from Twitter and Facebook.

Cloudstorage with data delivery via Application Programming Interface “API”.

Customer-level security for API calls to ensure privacy.