Dataset Name: brain_bsi_fx_cmdty_1-day_sentiment
Group: sentiment
Vendor: Brain
Asset Class: Commodity,Futures
Data Update Time(s): 7:05 AM EST
Data Update Frequency: day
The Brain Sentiment Indicator (commodities and currencies version) monitors public financial news for 66 commodities and 8 currencies from approximately 2000 sources in 33 languages. The sentiment scoring technology is based on a combination of various NLP (natural language processing) techniques. The sentiment score assigned to each stock is a value ranging from -1 (most negative) to +1 (most positive). The sentiment score corresponds to the average of sentiment for each piece of news on a 1 day time scale.
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 |
| CALCULATION_DATE | string | The calculation date for the stock ranking score in format YYYY-MM-DD. |
| AGGREGATION_TIME_HORIZON | uint | Aggregation Time Horizon - in this case 1 day |
| VOLUME | uint | Number of news articles detected in the previous N days for the company. |
| VOLUME_SENTIMENT | uint | 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 |