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SMA Twitter Future

SMA Twitter Future by SMA Social Market Analytics

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Dataset Name: sma_twitter_future

Group: social_media

Vendor: SMA Social Market Analytics

Data Starts at: 2020-01-01 00:00:00

Symbol Set: FUTURES

Asset Class: Futures

Data Update Time(s): live

Data Update Frequency: intraday

SMA Twitter Sentiment data on Listed Futures in the major derivatives market. SMA generates a score for each futures symbol showing if Twitter sentiment is positive or negative. Streaming Realtime

Data Contained in this Dataset

Column Type Description
_seq uint64 Internal sequence number used to keep data rows in order
timestamp string Timestamp of the Data - America/New York Time.
muts int64 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
smean double The 20-day moving average of S
domain string Source social media for sentiment
ontology string asset class
sdelta double Change in S-Score
sscore double Normalized value of S. This is SMA´s S-Score-TM,  >1 Positive, >2 High Positive, >3 Extreme Positive (Negatives are same but the inverse, values between -1 and +1 are considered Neutral)
svolume int Volume of Unique Tweets used to compute the sentiment estimate.
sdispersion double Measure of the Tweet source diversity contributing to a sentiment estimate.
svolatility double The 20-day moving standard deviation of S
rawsmean double Raw-S-Mean is the 20-day moving average of Raw-S
rawsscore double This is the statistical Z-Score of Raw-S
svvolatility double 20 day moving standard deviation of S-Volume at the time of observation
rawsvolatility double Raw-S-Mean is the 20-day moving standard deviation of Raw-S
s double Similar to Raw-S. S is the exponentially time weighted summation of tweets in the 24-hour window.
raws double Raw-S is the summation of sentiment of unique tweets received in a rolling 24-hour window
sbuzz double A measure of unusual volume activity compared to a universe of stocks.
svmean double 20 day moving average of S-Volume
svscore double Normalized value of S-Volume. A Z-score of the S-Volume, computed like Raw-Score and S-Score
datetime string date timestamp