Dataset Name: sma_twitter_indexed
Group: social_media
Vendor: SMA Social Market Analytics
Data Starts at: 2018-02-21 00:00:00
Symbol Set: Equities
Asset Class: Equity
Data Update Time(s): live
Data Update Frequency: intraday
SMA Twitter Sentiment data - a score for each symbol showing if Twitter sentiment is positive or negative. Streaming Realtime
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. |
| raw-s | double | Raw-S is the summation of sentiment of unique tweets received in a rolling 24-hour window |
| raw-s-mean | double | Raw-S-Mean is the 20-day moving average of Raw-S |
| raw-volatility | double | Raw-S-Mean is the 20-day moving standard deviation of Raw-S |
| raw-score | double | This is the statistical Z-Score of Raw-S |
| s | double | Similar to Raw-S. S is the exponentially time weighted summation of tweets in the 24-hour window. |
| s-mean | double | The 20-day moving average of S |
| s-volatility | double | The 20-day moving standard deviation of S |
| s-score | 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) - Fidelity have a nice PDF with more info |
| s-volume | uint | Volume of Unique Tweets used to compute the sentiment estimate. |
| sv-mean | double | 20 day moving average of S-Volume |
| sv-volatility | double | 20 day moving standard deviation of S-Volume at the time of observation |
| sv-score | double | Normalized value of S-Volume. A Z-score of the S-Volume, computed like Raw-Score and S-Score |
| s-dispersion | double | Measure of the Tweet source diversity contributing to a sentiment estimate. |
| s-buzz | double | A measure of unusual volume activity compared to a universe of stocks. |
| s-delta | double | Change in S-Score over a 15-min lookback period. |
| symbol | string | Trading Symbol or Ticker |