Dataset Name: sma_twitter_ticker
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 | 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 |