Dataset Name: fundamental
Group: reference_data
Vendor: KTG powered by CloudQuant
Data Starts at: 2011-01-03 00:00:00
Symbol Set: US Equities
Asset Class: Equity
Data Update Time(s): 7:15 PM EST
Data Update Frequency: day
Only Available To Kershner Trading Group Traders
Important Licensing Dataset Notes
This dataset is only available to Kershner Trading Group employees, data analysts, and Traders. Please contact Sales directly at Sales@CloudQuant.com to inquire about this dataset.Fundamental Data EXCHANGE, LOT_SIZE, AVOL, ATR, BETA, PREV_CLOSE, ADJ_PREV_CLOSE
Data Contained in this Dataset
| Column | Type | Description |
|---|---|---|
| _seq | uint | Internal sequence number used to keep data rows in order |
| _dsname | string | Dataset Name |
| timestamp | string | Timestamp of the Data - America/New York Time. |
| msg_len | uint | Message Length |
| msg | string | The message |
| 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 |
| exchange | string | Exchange Identifier for the data source. This may contain the Market Identifier Code (MIC), or and exchange nmemonic (eg. NYSE, TSE, ASX...) or a dataset specific code provided by the data vendor. |
| lot_size | uint | Lot Size |
| avol | uint | Average Volume |
| atr | double | The average true range - ATR is a technical analysis indicator that measures volatility by decomposing the entire range of an asset price for that period. |
| beta | double | Beta |
| prev_close | double | Previous close price |
| adj_prev_close | double | Previous close price - Adjusted |