Dataset Name: alexandria_news
Group: news
Vendor: Alexandria Technology
Data Starts at: 2020-01-01 00:00:00
Symbol Set: Global News
Asset Class: Equity
Data Update Time(s): Live
Data Update Frequency: intraday
Alexandria Dow Jones News Analytics
Alexandria Technology News Analytics produces alpha for a global universe of companies. Alexandria's classifiers identifies entities, topics, and sentiment within Dow Jones news. The analytics produces alpha that is uncorrelated to traditional factors. A deep archive back to 2000 allows funds to analyze robustness over different market cycles.
Data Contained in this Dataset
| Column | Type | Description |
|---|---|---|
| _seq | uint | Internal sequence number used to keep data rows in order |
| timestamp | string | Timestamp of the Data - America/New York Time. |
| muts | uint64 | Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. |
| symbol | string | Trading Symbol or Ticker |
| StoryID | string | StoryID |
| Country | string | Country |
| Isin | string | International Securities Identification Number. An international code which identifies a securities issue |
| Sentiment | double | Sentiment |
| Confidence | double | Confidence |
| Novelty | double | Novelty |
| Events | string | Events |
| Relevance | double | Relevance |
| HeadlineOnly | string | HeadlineOnly |
| AutoMessage | string | AutoMessage |
| Source | string | Source |
| MarketImpactScore | double | MarketImpactScore |
| Prob_POS | double | Prob_POS |
| Prob_NTR | double | Prob_NTR |
| Prob_NEG | double | Prob_NEG |