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brain_bsi_7-day_sentiment

brain_bsi_7-day_sentiment by Brain

Dataset Name: brain_bsi_7-day_sentiment


Group: sentiment
Vendor: Brain
Data Starts at: 2016-08-01 00:00:00
Asset Class: Equity
Data Update Time(s): 7:05 AM EST
Data Update Frequency: day

Brain Sentiment Indicator monitors public financial news for more than 5000 global stocks from about 2000 financial media and blog sources. The system uses NLP to generate a sentiment of -1 (most negative) to +1 (most positive).

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.
CALCULATION_DATE string The calculation date for the stock ranking score in format YYYY-MM-DD.
NAME string The company name
SHARE_CLASS_FIGI string The global share class FIGI code (https://www.openfigi.com) that identifies the company stock across various exchanges.
COMPOSITE_FIGI string The FIGI composite code (https://www.openfigi.com) that identifies the stock across related exchanges in the same country.
PRIMARY_EXCHANGE string Primary Exchange
COUNTRY string The company country
REGION string The company region
VOLUME int Number of news articles detected in the previous N days for the company.
VOLUME_SENTIMENT int Number of news articles in the previous N days used to calculate the sentiment. This number is less or equal to the field VOLUME and corresponds to not neutral news according to the sentiment algorithm.
SENTIMENT_SCORE double Sentiment score from -1 to 1 where 1 is the most positive and -1 the most negative. The sentiment score is calculated as an average of sentiment of news articles collected in the previous $N days for the specific company.
BUZZ_VOLUME double Buzz score that quantifies how much attention in terms of news VOLUME is getting one stock compared to the past. This is calculated by considering the VOLUME distribution of past six months. Then the buzz is calculated as current VOLUME minus average of V
BUZZ_VOLUME_SENTIMENT double Buzz score that quantifies how much attention in terms of news VOLUME_SENTIMENT (only stories with a polarized sentiment) one stock compared to the past. This is calculated by considering the VOLUME distribution of past six months. The buzz is then calcul
symbol string Trading Symbol or Ticker


Important Dataset Notes

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