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twitter by SMA Social Market Analytics

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Dataset Name: twitter


Group: social_media
Vendor: SMA Social Market Analytics
Data Starts at: 2018-02-21 00:00:00
Symbol Set: US Equities
Asset Class: Equity
Data Update Time(s): 7:30 AM EST
Data Update Frequency: intraday

SMA Twitter Sentiment data - a score for each symbol showing if Twitter sentiment is positive or negative. Updated every 15 minutes.

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