任务指令 一、经济逻辑描述优化 视角一:市场摩擦的横截面测绘 核心经济逻辑: 市场摩擦创造系统性的定价延迟和反应差异。不同股票因流动性、投资者结构和交易机制差异,对相同市场信息的反应速度和程度不同。这些差异形成可预测的Alpha机会: 流动性溢价动态:低流动性股票因交易成本较高,需要更高的预期收益补偿。但流动性条件会随时间变化,形成动态的流动性溢价套利窗口。 信息扩散速度差异:机构持仓集中度高的股票信息反应更快,散户主导的股票反应更慢且易出现过度反应,创造套利空间。 交易冲击的持续性:大宗交易对价格的冲击在低流动性环境中衰减更慢,形成短期价格动量;在高流动性环境中衰减更快,易出现反转。 视角二:投资者注意力生态学 核心经济逻辑: 注意力是金融市场中的稀缺资源,其分配不均导致定价效率差异: 有限注意力约束:投资者无法同时处理所有信息,只能关注有限数量的股票,导致被忽视股票出现定价延迟。 注意力传染效应:当某行业或主题受到关注时,注意力会按特定路径扩散(龙头→二线→边缘),形成可预测的轮动模式。 注意力衰减曲线:事件驱动型关注会随时间衰减,但衰减速度因股票特质而异。快速衰减可能导致定价错误快速修正,缓慢衰减则可能维持定价偏差。 视角三:价格运动的形态语法 核心经济逻辑: 价格形态反映市场参与者的集体行为模式和心理预期: 技术分析的自我实现:广泛使用的技术指标(如支撑阻力位、均线系统)影响交易决策,形成可预测的价格行为。 叙事驱动的价格记忆:价格在关键历史位置的行为会形成市场“记忆”,影响未来在这些位置附近的交易决策。 多时间尺度协调:不同时间框架投资者的行为协调(共振)或冲突(背离)决定趋势的可持续性。 二、复合因子构建的经济逻辑规范 A. 领导力动量因子 经济逻辑: 成交量是市场关注度和资金流向的直接体现。大成交量股票通常由机构投资者主导,其价格变动反映更充分的信息和更强的共识。这种“聪明钱”效应使大成交量股票的动量信号更具预测性。同时,成交量的横截面分布反映不同股票在投资者注意力竞争中的相对地位。 经济学基础: 成交量与信息含量正相关(Kyle模型) 机构交易者具有信息优势 注意力驱动的资本流动 B. 状态自适应动量 经济逻辑: 市场波动率状态反映信息流的速度和市场不确定性水平。高波动环境通常伴随高频信息流和快速变化的预期,短期动量更有效;低波动环境反映稳定预期,长期动量更可靠。通过波动率状态动态调整动量窗口,可以避免在不同市场机制下使用不匹配的策略。 经济学基础: 波动率聚集现象 市场状态的持久性 信息处理速度与波动率的关系 C. 行业传导因子 经济逻辑: 行业间存在基本面关联(产业链)和资金面关联(配置资金流动)。强势行业的出现通常反映某种宏观或产业逻辑,这种逻辑会按特定顺序向相关行业传导(如上游→下游,龙头→配套)。传导速度受行业基本面关联度和市场情绪影响,创造可预测的轮动机会。 经济学基础: 产业价值链传递 资金配置的渐进调整 相关性结构的时变性 D. 情绪反转因子 经济逻辑: 交易活跃度反映市场情绪强度。过度交易往往伴随非理性繁荣或恐慌,此时趋势可能接近拐点;交易清淡则反映市场分歧或缺乏关注,趋势可能延续。结合趋势强度可以区分情绪驱动的短期反转和基本面驱动的长期反转。 经济学基础: 过度反应与修正 有限套利与情绪持续性 交易量作为情绪代理变量 三、参数选择的经济逻辑 回顾期选择依据: 5-10日:捕捉事件驱动型Alpha,反映短期信息冲击 20-30日:捕捉月度调仓效应和基本面预期调整 60-120日:捕捉季度业绩周期和行业轮动周期 阈值参数的经济含义: 0.5:中位数效应,反映平均或典型情况 0.7-0.8:极端情况识别,捕捉显著的异常或结构性变化 四、行业轮动的经济学原理 周期性轮动:宏观经济周期不同阶段对各行业影响不同(早周期、中周期、晚周期) 相对估值轮动:行业间估值差异回归均值驱动资金流动 风险偏好轮动:市场风险偏好变化影响不同风险特征行业的相对表现 政策驱动轮动:产业政策、监管变化创造结构性机会 技术创新扩散:新技术沿产业链扩散的顺序性 五、风险调整的经济逻辑 流动性风险补偿:低流动性股票需提供更高预期收益 波动率风险定价:高波动股票的风险溢价要求 相关性结构风险:行业间相关性变化对分散化效果的影响 尾部风险暴露:极端事件对不同行业的非对称影响 六、交易可行性的经济学考虑 交易成本内生性:流动性差的股票交易成本高,需要更强的Alpha信号 容量约束:策略容量受市场深度限制 市场影响成本:大额交易对价格的冲击 竞争性衰减:被广泛采用的Alpha会因套利而衰减 七、因子表达式的经济解释规范 每个表达式应明确回答: 捕捉什么市场异象?(例如:注意力驱动定价延迟、流动性溢价变化等) 为什么这个异象会持续存在?(行为偏差、制度约束、风险补偿等) 在什么市场环境下更有效?(高波动、低流动性、趋势市等) 可能失效的条件是什么?(市场机制变化、投资者结构变化等) 这样的经济逻辑描述确保了每个因子都有清晰的理论基础和经济直觉,而非纯粹的数据挖掘结果。 *=====* 输出格式: 输出必须是且仅是纯文本。 每一行是一个完整、独立、语法正确的WebSim表达式。 严禁任何形式的解释、编号、标点包裹(如引号)、Markdown格式或额外文本。 ===================== !!! 重点(输出方式) !!! ===================== 现在,请严格遵守以上所有规则,开始生成可立即在WebSim中运行的复合因子表达式。 **输出格式**(一行一个表达式, 每个表达式中间需要添加一个空行, 只要表达式本身, 不要解释, 不需要序号, 也不要输出多余的东西): 表达式 表达式 表达式 ... 表达式 ================================================================= 重申:请确保所有表达式都使用WorldQuant WebSim平台函数,不要使用pandas、numpy或其他Python库函数。输出必须是一行有效的WQ表达式。 以下是我的账号有权限使用的操作符, 请严格按照操作符, 以及我提供的数据集, 进行生成,组合 100 个alpha: 以下是我的账号有权限使用的操作符, 请严格按照操作符, 进行生成,组合因子 ========================= 操作符开始 =======================================注意: Operator: 后面的是操作符, Description: 此字段后面的是操作符对应的描述或使用说明, Description字段后面的内容是使用说明, 不是操作符 特别注意!!!! 必须按照操作符字段Operator的使用说明生成 alphaOperator: abs(x) Description: Absolute value of x Operator: add(x, y, filter = false) Description: Add all inputs (at least 2 inputs required). If filter = true, filter all input NaN to 0 before adding Operator: densify(x) Description: Converts a grouping field of many buckets into lesser number of only available buckets so as to make working with grouping fields computationally efficient Operator: divide(x, y) Description: x / y Operator: inverse(x) Description: 1 / x Operator: log(x) Description: Natural logarithm. For example: Log(high/low) uses natural logarithm of high/low ratio as stock weights. Operator: max(x, y, ..) Description: Maximum value of all inputs. At least 2 inputs are required Operator: min(x, y ..) Description: Minimum value of all inputs. At least 2 inputs are required Operator: multiply(x ,y, ... , filter=false) Description: Multiply all inputs. At least 2 inputs are required. Filter sets the NaN values to 1 Operator: power(x, y) Description: x ^ y Operator: reverse(x) Description: - x Operator: sign(x) Description: if input > 0, return 1; if input < 0, return -1; if input = 0, return 0; if input = NaN, return NaN; Operator: signed_power(x, y) Description: x raised to the power of y such that final result preserves sign of x Operator: sqrt(x) Description: Square root of x Operator: subtract(x, y, filter=false) Description: x-y. If filter = true, filter all input NaN to 0 before subtracting Operator: and(input1, input2) Description: Logical AND operator, returns true if both operands are true and returns false otherwise Operator: if_else(input1, input2, input 3) Description: If input1 is true then return input2 else return input3. Operator: input1 < input2 Description: If input1 < input2 return true, else return false Operator: input1 <= input2 Description: Returns true if input1 <= input2, return false otherwise Operator: input1 == input2 Description: Returns true if both inputs are same and returns false otherwise Operator: input1 > input2 Description: Logic comparison operators to compares two inputs Operator: input1 >= input2 Description: Returns true if input1 >= input2, return false otherwise Operator: input1!= input2 Description: Returns true if both inputs are NOT the same and returns false otherwise Operator: is_nan(input) Description: If (input == NaN) return 1 else return 0 Operator: not(x) Description: Returns the logical negation of x. If x is true (1), it returns false (0), and if input is false (0), it returns true (1). Operator: or(input1, input2) Description: Logical OR operator returns true if either or both inputs are true and returns false otherwise Operator: days_from_last_change(x) Description: Amount of days since last change of x Operator: hump(x, hump = 0.01) Description: Limits amount and magnitude of changes in input (thus reducing turnover) Operator: kth_element(x, d, k) Description: Returns K-th value of input by looking through lookback days. This operator can be used to backfill missing data if k=1 Operator: last_diff_value(x, d) Description: Returns last x value not equal to current x value from last d days Operator: ts_arg_max(x, d) Description: Returns the relative index of the max value in the time series for the past d days. If the current day has the max value for the past d days, it returns 0. If previous day has the max value for the past d days, it returns 1 Operator: ts_arg_min(x, d) Description: Returns the relative index of the min value in the time series for the past d days; If the current day has the min value for the past d days, it returns 0; If previous day has the min value for the past d days, it returns 1. Operator: ts_av_diff(x, d) Description: Returns x - tsmean(x, d), but deals with NaNs carefully. That is NaNs are ignored during mean computation Operator: ts_backfill(x,lookback = d, k=1, ignore="NAN") Description: Backfill is the process of replacing the NAN or 0 values by a meaningful value (i.e., a first non-NaN value) Operator: ts_corr(x, y, d) Description: Returns correlation of x and y for the past d days Operator: ts_count_nans(x ,d) Description: Returns the number of NaN values in x for the past d days Operator: ts_covariance(y, x, d) Description: Returns covariance of y and x for the past d days Operator: ts_decay_linear(x, d, dense = false) Description: Returns the linear decay on x for the past d days. Dense parameter=false means operator works in sparse mode and we treat NaN as 0. In dense mode we do not. Operator: ts_delay(x, d) Description: Returns x value d days ago Operator: ts_delta(x, d) Description: Returns x - ts_delay(x, d) Operator: ts_mean(x, d) Description: Returns average value of x for the past d days. Operator: ts_product(x, d) Description: Returns product of x for the past d days Operator: ts_quantile(x,d, driver="gaussian" ) Description: It calculates ts_rank and apply to its value an inverse cumulative density function from driver distribution. Possible values of driver (optional ) are "gaussian", "uniform", "cauchy" distribution where "gaussian" is the default. Operator: ts_rank(x, d, constant = 0) Description: Rank the values of x for each instrument over the past d days, then return the rank of the current value + constant. If not specified, by default, constant = 0. Operator: ts_regression(y, x, d, lag = 0, rettype = 0) Description: Returns various parameters related to regression function Operator: ts_scale(x, d, constant = 0) Description: Returns (x - ts_min(x, d)) / (ts_max(x, d) - ts_min(x, d)) + constant. This operator is similar to scale down operator but acts in time series space Operator: ts_std_dev(x, d) Description: Returns standard deviation of x for the past d days Operator: ts_step(1) Description: Returns days' counter Operator: ts_sum(x, d) Description: Sum values of x for the past d days. Operator: ts_zscore(x, d) Description: Z-score is a numerical measurement that describes a value's relationship to the mean of a group of values. Z-score is measured in terms of standard deviations from the mean: (x - tsmean(x,d)) / tsstddev(x,d). This operator may help reduce outliers and drawdown. Operator: normalize(x, useStd = false, limit = 0.0) Description: Calculates the mean value of all valid alpha values for a certain date, then subtracts that mean from each element Operator: quantile(x, driver = gaussian, sigma = 1.0) Description: Rank the raw vector, shift the ranked Alpha vector, apply distribution (gaussian, cauchy, uniform). If driver is uniform, it simply subtract each Alpha value with the mean of all Alpha values in the Alpha vector Operator: rank(x, rate=2) Description: Ranks the input among all the instruments and returns an equally distributed number between 0.0 and 1.0. For precise sort, use the rate as 0 Operator: scale(x, scale=1, longscale=1, shortscale=1) Description: Scales input to booksize. We can also scale the long positions and short positions to separate scales by mentioning additional parameters to the operator Operator: winsorize(x, std=4) Description: Winsorizes x to make sure that all values in x are between the lower and upper limits, which are specified as multiple of std. Operator: zscore(x) Description: Z-score is a numerical measurement that describes a value's relationship to the mean of a group of values. Z-score is measured in terms of standard deviations from the mean Operator: vec_avg(x) Description: Taking mean of the vector field x Operator: vec_sum(x) Description: Sum of vector field x Operator: bucket(rank(x), range="0, 1, 0.1" or buckets = "2,5,6,7,10") Description: Convert float values into indexes for user-specified buckets. Bucket is useful for creating group values, which can be passed to GROUP as input Operator: trade_when(x, y, z) Description: Used in order to change Alpha values only under a specified condition and to hold Alpha values in other cases. It also allows to close Alpha positions (assign NaN values) under a specified condition Operator: group_backfill(x, group, d, std = 4.0) Description: If a certain value for a certain date and instrument is NaN, from the set of same group instruments, calculate winsorized mean of all non-NaN values over last d days Operator: group_mean(x, weight, group) Description: All elements in group equals to the mean Operator: group_neutralize(x, group) Description: Neutralizes Alpha against groups. These groups can be subindustry, industry, sector, country or a constant Operator: group_rank(x, group) Description: Each elements in a group is assigned the corresponding rank in this group Operator: group_scale(x, group) Description: Normalizes the values in a group to be between 0 and 1. (x - groupmin) / (groupmax - groupmin) Operator: group_zscore(x, group) Description: Calculates group Z-score - numerical measurement that describes a value's relationship to the mean of a group of values. Z-score is measured in terms of standard deviations from the mean. zscore = (data - mean) / stddev of x for each instrument within its group. ========================= 操作符结束 ======================================= ========================= 数据字段开始 =======================================注意: DataField: 后面的是数据字段, DataFieldDescription: 此字段后面的是数据字段对应的描述或使用说明, DataFieldDescription字段后面的内容是使用说明, 不是数据字段 DataField: call_breakeven_150 DataFieldDescription: Price at which a stock's call options with expiration 150 days in the future break even based on its recent bid/ask mean. DataField: pcr_vol_270 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 270 days in the future. DataField: option_breakeven_120 DataFieldDescription: Price at which a stock's options with expiration 120 days in the future break even based on its recent bid/ask mean. DataField: put_breakeven_1080 DataFieldDescription: Price at which a stock's put options with expiration 1080 days in the future break even based on its recent bid/ask mean. DataField: forward_price_270 DataFieldDescription: Forward price at 270 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: put_breakeven_120 DataFieldDescription: Price at which a stock's put options with expiration 120 days in the future break even based on its recent bid/ask mean. DataField: forward_price_120 DataFieldDescription: Forward price at 120 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: pcr_oi_30 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 30 days in the future. DataField: call_breakeven_1080 DataFieldDescription: Price at which a stock's call options with expiration 1080 days in the future break even based on its recent bid/ask mean. DataField: call_breakeven_360 DataFieldDescription: Price at which a stock's call options with expiration 360 days in the future break even based on its recent bid/ask mean. DataField: option_breakeven_10 DataFieldDescription: Price at which a stock's options with expiration 10 days in the future break even based on its recent bid/ask mean. DataField: forward_price_10 DataFieldDescription: Forward price at 10 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: forward_price_150 DataFieldDescription: Forward price at 150 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: put_breakeven_10 DataFieldDescription: Price at which a stock's put options with expiration 10 days in the future break even based on its recent bid/ask mean. DataField: option_breakeven_150 DataFieldDescription: Price at which a stock's options with expiration 150 days in the future break even based on its recent bid/ask mean. DataField: option_breakeven_90 DataFieldDescription: Price at which a stock's options with expiration 90 days in the future break even based on its recent bid/ask mean. DataField: pcr_oi_120 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 120 days in the future. DataField: pcr_vol_30 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 30 days in the future. DataField: pcr_vol_90 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 90 days in the future. DataField: put_breakeven_270 DataFieldDescription: Price at which a stock's put options with expiration 270 days in the future break even based on its recent bid/ask mean. DataField: call_breakeven_90 DataFieldDescription: Price at which a stock's call options with expiration 90 days in the future break even based on its recent bid/ask mean. DataField: put_breakeven_180 DataFieldDescription: Price at which a stock's put options with expiration 180 days in the future break even based on its recent bid/ask mean. DataField: forward_price_360 DataFieldDescription: Forward price at 360 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: pcr_vol_150 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 150 days in the future. DataField: option_breakeven_60 DataFieldDescription: Price at which a stock's options with expiration 60 days in the future break even based on its recent bid/ask mean. DataField: put_breakeven_20 DataFieldDescription: Price at which a stock's put options with expiration 20 days in the future break even based on its recent bid/ask mean. DataField: pcr_vol_20 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 20 days in the future. DataField: pcr_oi_180 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 180 days in the future. DataField: pcr_oi_360 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 360 days in the future. DataField: option_breakeven_270 DataFieldDescription: Price at which a stock's options with expiration 270 days in the future break even based on its recent bid/ask mean. DataField: fnd6_aodo DataFieldDescription: Other Assets excluding Discontinued Operations DataField: fnd6_aldo DataFieldDescription: Long-term Assets of Discontinued Operations DataField: fnd6_newqv1300_ciderglq DataFieldDescription: Comp Inc - Derivative Gains/Losses DataField: fnd6_txfed DataFieldDescription: Income Taxes - Federal DataField: fnd6_mibn DataFieldDescription: Noncontrolling Interests - Nonredeemable - Balance Sheet DataField: fnd6_cptmfmq_opepsq DataFieldDescription: Earnings Per Share from Operations DataField: fnd6_eventv110_txdbclq DataFieldDescription: Current Deferred Tax Liability DataField: fnd6_newqeventv110_aoq DataFieldDescription: Assets - Other - Total DataField: fnd6_newqeventv110_seteps12 DataFieldDescription: Settlement (Litigation/Insurance) Basic EPS Effect 12MM DataField: fnd6_newqv1300_wcapq DataFieldDescription: Working Capital (Balance Sheet) DataField: fnd6_itcb DataFieldDescription: Investment Tax Credit (Balance Sheet) DataField: fnd6_intan DataFieldDescription: Intangible Assets - Total DataField: fnd6_lno DataFieldDescription: Liabilities Netting & Other Adjustments DataField: fnd6_cptnewqv1300_oeps12 DataFieldDescription: Earnings Per Share from Operations - 12 Months Moving DataField: fnd6_eventv110_gdwlieps12 DataFieldDescription: Impairment of Goodwill Basic EPS Effect 12MM DataField: fnd6_newqeventv110_xoptdqp DataFieldDescription: Implied Option EPS Diluted Preliminary DataField: fnd6_xacc DataFieldDescription: Accrued Expenses DataField: fnd6_newa1v1300_che DataFieldDescription: Cash and Short-Term Investments DataField: fnd6_cibegni DataFieldDescription: Comp Inc - Beginning Net Income DataField: fnd6_newqeventv110_glced12 DataFieldDescription: Gain/Loss on Sale (Core Earnings Adjusted) Diluted EPS Effect 12MM DataField: fnd6_newqv1300_lqpl1q DataFieldDescription: Liabilities Level 1 (Quoted Prices) DataField: fnd6_xints DataFieldDescription: Interest Expense DataField: bookvalue_ps DataFieldDescription: Book Value Per Share DataField: fnd6_newqeventv110_lol2q DataFieldDescription: Liabilities Level 2 (Observable) DataField: fnd6_newa1v1300_fincf DataFieldDescription: Financing Activities - Net Cash Flow DataField: fnd6_newqeventv110_optrfrq DataFieldDescription: Risk Free Rate - Assumption (%) DataField: fnd6_txdfo DataFieldDescription: Deferred Taxes - Foreign DataField: fnd6_newqv1300_chq DataFieldDescription: Cash DataField: fnd6_newqeventv110_txdiq DataFieldDescription: Income Taxes - Deferred DataField: fnd6_newqv1300_tfvlq DataFieldDescription: Total Fair Value Liabilities DataField: scl12_alltype_buzzvec DataFieldDescription: sentiment volume DataField: scl12_alltype_sentvec DataFieldDescription: sentiment DataField: scl12_alltype_typevec DataFieldDescription: instrument type index DataField: scl12_buzz DataFieldDescription: relative sentiment volume DataField: scl12_buzz_fast_d1 DataFieldDescription: relative sentiment volume DataField: scl12_buzzvec DataFieldDescription: sentiment volume DataField: scl12_sentiment DataFieldDescription: sentiment DataField: scl12_sentiment_fast_d1 DataFieldDescription: sentiment DataField: scl12_sentvec DataFieldDescription: sentiment DataField: scl12_typevec DataFieldDescription: instrument type index DataField: snt_buzz DataFieldDescription: negative relative sentiment volume, fill nan with 0 DataField: snt_buzz_bfl DataFieldDescription: negative relative sentiment volume, fill nan with 1 DataField: snt_buzz_bfl_fast_d1 DataFieldDescription: negative relative sentiment volume, fill nan with 1 DataField: snt_buzz_fast_d1 DataFieldDescription: negative relative sentiment volume, fill nan with 0 DataField: snt_buzz_ret DataFieldDescription: negative return of relative sentiment volume DataField: snt_buzz_ret_fast_d1 DataFieldDescription: negative return of relative sentiment volume DataField: snt_value DataFieldDescription: negative sentiment, fill nan with 0 DataField: snt_value_fast_d1 DataFieldDescription: negative sentiment, fill nan with 0 DataField: analyst_revision_rank_derivative DataFieldDescription: Change in ranking for analyst revisions and momentum compared to previous period. DataField: cashflow_efficiency_rank_derivative DataFieldDescription: Change in ranking for cash flow generation and profitability compared to previous period. DataField: composite_factor_score_derivative DataFieldDescription: Change in overall composite factor score from the prior period. DataField: earnings_certainty_rank_derivative DataFieldDescription: Change in ranking for earnings sustainability and certainty compared to previous period. DataField: fscore_bfl_growth DataFieldDescription: The purpose of this metric is to qualify the expected MT growth potential of the stock. DataField: fscore_bfl_momentum DataFieldDescription: The purpose of this metric is to identify stocks which are currently undergoing either up or downward analyst revisions. DataField: fscore_bfl_profitability DataFieldDescription: The purpose of this metric is to rank stock based on their ability to generate cash flows. DataField: fscore_bfl_quality DataFieldDescription: The purpose of this metric is to measure both the sustainability and certainty of earnings. DataField: fscore_bfl_surface DataFieldDescription: The static score. An index between 0 & 100 is applied for each stock and each composite factor - The first ranking is a pentagon surface-based score. The larger the surface, the higher the rank. DataField: fscore_bfl_surface_accel DataFieldDescription: The derivative score. In a second step, we calculate the derivative of this score (ie: Is the surface of the pentagon increasing or decreasing from the previous month?). DataField: fscore_bfl_total DataFieldDescription: The final score M-Score is a weighted average of both the Pentagon surface score and the Pentagon acceleration score. DataField: fscore_bfl_value DataFieldDescription: The purpose of this metric is to see if the stock is under or overpriced given several well known valuation standards. DataField: fscore_growth DataFieldDescription: The purpose of this metric is to qualify the expected MT growth potential of the stock. DataField: fscore_momentum DataFieldDescription: The purpose of this metric is to identify stocks which are currently undergoing either up or downward analyst revisions. DataField: fscore_profitability DataFieldDescription: The purpose of this metric is to rank stock based on their ability to generate cash flows. DataField: fscore_quality DataFieldDescription: The purpose of this metric is to measure both the sustainability and certainty of earnings. DataField: fscore_surface DataFieldDescription: The static score. An index between 0 & 100 is applied for each stock and each composite factor - The first ranking is a pentagon surface-based score. The larger the surface, the higher the rank. DataField: fscore_surface_accel DataFieldDescription: The derivative score. In a second step, we calculate the derivative of this score (ie: Is the surface of the pentagon increasing or decreasing from the previous month?). DataField: fscore_total DataFieldDescription: The final score M-Score is a weighted average of both the Pentagon surface score and the Pentagon acceleration score. DataField: fscore_value DataFieldDescription: The purpose of this metric is to see if the stock is under or overpriced given several well known valuation standards. DataField: growth_potential_rank_derivative DataFieldDescription: Change in ranking for medium-term growth potential compared to previous period. DataField: multi_factor_acceleration_score_derivative DataFieldDescription: Change in the acceleration of multi-factor score compared to previous period. DataField: multi_factor_static_score_derivative DataFieldDescription: Change in static multi-factor score compared to previous period. DataField: relative_valuation_rank_derivative DataFieldDescription: Change in ranking for valuation metrics compared to previous period. DataField: snt_social_value DataFieldDescription: Z score of sentiment DataField: snt_social_volume DataFieldDescription: Normalized tweet volume DataField: beta_last_30_days_spy DataFieldDescription: Beta to SPY in 30 Days DataField: beta_last_360_days_spy DataFieldDescription: Beta to SPY in 360 Days DataField: beta_last_60_days_spy DataFieldDescription: Beta to SPY in 60 Days DataField: beta_last_90_days_spy DataFieldDescription: Beta to SPY in 90 Days DataField: correlation_last_30_days_spy DataFieldDescription: Correlation to SPY in 30 Days DataField: correlation_last_360_days_spy DataFieldDescription: Correlation to SPY in 360 Days DataField: correlation_last_60_days_spy DataFieldDescription: Correlation to SPY in 60 Days DataField: correlation_last_90_days_spy DataFieldDescription: Correlation to SPY in 90 Days DataField: systematic_risk_last_30_days DataFieldDescription: Systematic Risk Last 30 Days DataField: systematic_risk_last_360_days DataFieldDescription: Systematic Risk Last 360 Days DataField: systematic_risk_last_60_days DataFieldDescription: Systematic Risk Last 60 Days DataField: systematic_risk_last_90_days DataFieldDescription: Systematic Risk Last 90 Days DataField: unsystematic_risk_last_30_days DataFieldDescription: Unsystematic Risk Last 30 Days - Relative to SPY DataField: unsystematic_risk_last_360_days DataFieldDescription: Unsystematic Risk Last 360 Days - Relative to SPY DataField: unsystematic_risk_last_60_days DataFieldDescription: Unsystematic Risk Last 60 Days - Relative to SPY DataField: unsystematic_risk_last_90_days DataFieldDescription: Unsystematic Risk Last 90 Days - Relative to SPY DataField: sales_guidance_value DataFieldDescription: Sales - Guidance value for the annual period DataField: anl4_fcf_number DataFieldDescription: Free Cash Flow - number of estimations DataField: anl4_ebitda_number DataFieldDescription: Earnings before interest, taxes, depreciation and amortization - number of estimations DataField: anl4_eaz2lrec_person DataFieldDescription: Broker Id DataField: anl4_basicconqfv110_low DataFieldDescription: The lowest estimation DataField: anl4_qf_az_eps_number DataFieldDescription: Earnings per share - number of estimations DataField: anl4_capex_value DataFieldDescription: Capital Expenditures - announced financial value DataField: sales_estimate_count_quarterly DataFieldDescription: Sales - number of estimations DataField: anl4_fsguidanceafv4_minguidance DataFieldDescription: Min guidance value DataField: max_reported_pretax_income_guidance DataFieldDescription: Reported Pretax income- maximum guidance value DataField: anl4_epsa_flag DataFieldDescription: Earnings per share adjusted by excluding extraordinary items and stock option expenses - forecast type (revision/new/...) DataField: max_investing_cashflow_guidance DataFieldDescription: The maximum guidance value for Cash Flow from Investing. DataField: anl4_cuo1conqfv110_item DataFieldDescription: Financial item DataField: anl4_basicafv4_actual DataFieldDescription: Announced financial data for the annual period. DataField: cash_flow_operations_min_guidance DataFieldDescription: Minimum guidance value for Cash Flow from Operations on an annual basis. DataField: anl4_buy DataFieldDescription: The number of recommendations to long the instrument DataField: anl4_dei2laf_item DataFieldDescription: Financial item DataField: anl4_eaz2lltv110_person DataFieldDescription: Broker Id DataField: anl4_epsr_mean DataFieldDescription: GAAP Earnings per share - mean of estimations DataField: anl4_rd_exp_high DataFieldDescription: Research and Development Expense - the highest estimation DataField: max_adjusted_net_profit_guidance DataFieldDescription: The maximum guidance value for adjusted net profit on an annual basis. DataField: max_adjusted_eps_guidance DataFieldDescription: The maximum guidance value for adjusted earnings per share. DataField: min_adjusted_funds_from_operations_adj_guidance DataFieldDescription: Minimum guidance value for Adjusted funds from operation DataField: sales_min_guidance_quarterly DataFieldDescription: Minimum guidance value for Sales DataField: anl4_cfi_low DataFieldDescription: Cash Flow From Investing - The lowest estimation DataField: est_ffo DataFieldDescription: Funds From Operation - Summary on Estimations, Mean DataField: max_shareholders_equity_guidance DataFieldDescription: The maximum guidance value for Total Shareholders' Equity. DataField: lowest_sales_estimate DataFieldDescription: Sales - The lowest estimation for the annual period DataField: min_share_buyback_guidance DataFieldDescription: Shares Basic - Minimum guidance value for the annual period DataField: eps_min_guidance_quarterly DataFieldDescription: Minimum guidance value for Earnings per Share DataField: single_sector_pureplay_company_count DataFieldDescription: Number of companies exclusively operating in a single sector. DataField: pv13_hierarchy_min20_513_sector DataFieldDescription: grouping fields DataField: pv13_r2_liquid_min2_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min2_1000_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min10_sector_3000_sector DataFieldDescription: grouping fields DataField: pv13_di_6l DataFieldDescription: grouping fields DataField: pv13_4l_scibr DataFieldDescription: grouping fields DataField: pv13_hierarchy_min52_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min10_top3000_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_f2_sector DataFieldDescription: grouping fields DataField: rel_ret_part DataFieldDescription: Averaged one-day return of the instrument's partners DataField: pv13_5l_scibr DataFieldDescription: grouping fields DataField: pv13_ustomergraphrank_page_rank DataFieldDescription: the PageRank of customers DataField: pv13_hierarchy_min40_3000_513_sector DataFieldDescription: grouping fields DataField: pv13_h2_sector DataFieldDescription: grouping fields DataField: pv13_percentregion DataFieldDescription: Exposure percentage DataField: pv13_r2_min2_1000_sector DataFieldDescription: grouping fields DataField: rel_num_all DataFieldDescription: number of the companies whose product overlapped with the instrument DataField: pv13_hierarchy_min2_focused_pureplay_sector DataFieldDescription: grouping fields DataField: pv13_reporttype DataFieldDescription: Type of report DataField: pv13_hierarchy_min22_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min52_sector DataFieldDescription: grouping fields DataField: pv13_rha2_min5_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min5_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy23_sector DataFieldDescription: grouping fields DataField: pv13_region DataFieldDescription: Unique code of the region DataField: pv13_h_min2_focused_sector DataFieldDescription: Grouping fields for top 200 DataField: pv13_hierarchy_min20_top3000_513_sector DataFieldDescription: grouping fields DataField: pv13_ompetitorgraphrank_hub_rank DataFieldDescription: the HITS hub score of competitors DataField: pv13_rha2_min30_3000_513_sector DataFieldDescription: grouping fields DataField: implied_volatility_mean_skew_120 DataFieldDescription: At-the-money option-implied volatility mean skew for 120 days DataField: implied_volatility_call_180 DataFieldDescription: At-the-money option-implied volatility for call Option for 180 days DataField: implied_volatility_call_10 DataFieldDescription: At-the-money option-implied volatility for call Option for 10 days DataField: parkinson_volatility_30 DataFieldDescription: Parkinson model's historical volatility over 30 days DataField: implied_volatility_mean_720 DataFieldDescription: At-the-money option-implied volatility mean for 720 days DataField: implied_volatility_mean_90 DataFieldDescription: At-the-money option-implied volatility mean for 90 days DataField: historical_volatility_180 DataFieldDescription: Close-to-close Historical volatility over 180 days DataField: parkinson_volatility_180 DataFieldDescription: Parkinson model's historical volatility over 180 days DataField: parkinson_volatility_10 DataFieldDescription: Parkinson model's historical volatility over 2 weeks DataField: implied_volatility_mean_skew_270 DataFieldDescription: At-the-money option-implied volatility mean skew for 270 days DataField: implied_volatility_mean_180 DataFieldDescription: At-the-money option-implied volatility mean for 180 days DataField: implied_volatility_mean_10 DataFieldDescription: At-the-money option-implied volatility mean for 10 days DataField: implied_volatility_mean_skew_20 DataFieldDescription: At-the-money option-implied volatility mean skew for 20 days DataField: implied_volatility_mean_20 DataFieldDescription: At-the-money option-implied volatility mean for 20 days DataField: implied_volatility_call_30 DataFieldDescription: At-the-money option-implied volatility for call Option for 30 days DataField: implied_volatility_mean_skew_720 DataFieldDescription: At-the-money option-implied volatility mean skew for 720 days DataField: implied_volatility_mean_skew_10 DataFieldDescription: At-the-money option-implied volatility mean skew for 10 days DataField: implied_volatility_mean_skew_30 DataFieldDescription: At-the-money option-implied volatility mean skew for 30 days DataField: implied_volatility_call_150 DataFieldDescription: At-the-money option-implied volatility for call Option for 150 days DataField: implied_volatility_put_90 DataFieldDescription: At-the-money option-implied volatility for Put Option for 90 days DataField: implied_volatility_mean_skew_1080 DataFieldDescription: At-the-money option-implied volatility mean skew for 3 years DataField: implied_volatility_put_60 DataFieldDescription: At-the-money option-implied volatility for Put Option for 60 days DataField: implied_volatility_put_30 DataFieldDescription: At-the-money option-implied volatility for Put Option for 30 days DataField: implied_volatility_put_10 DataFieldDescription: At-the-money option-implied volatility for Put Option for 10 days DataField: implied_volatility_mean_60 DataFieldDescription: At-the-money option-implied volatility mean for 60 days DataField: implied_volatility_put_360 DataFieldDescription: At-the-money option-implied volatility for Put Option for 360 days DataField: implied_volatility_call_1080 DataFieldDescription: At-the-money option-implied volatility for call option for 1080 days DataField: implied_volatility_call_60 DataFieldDescription: At-the-money option-implied volatility for call Option for 60 days DataField: implied_volatility_put_150 DataFieldDescription: At-the-money option-implied volatility for Put Option for 150 days DataField: implied_volatility_put_120 DataFieldDescription: At-the-money option-implied volatility for Put Option for 120 days DataField: nws12_allz_newssess DataFieldDescription: Index of session in which the news was reported DataField: nws12_mainz_1p DataFieldDescription: The minimum of L or S above for 1-minute bucket DataField: nws12_prez_spylast DataFieldDescription: Last Price of the SPY at the time of the news DataField: nws12_afterhsz_eodclose DataFieldDescription: Close price of the session DataField: nws12_prez_maxdnamt DataFieldDescription: The price at the time of the news minus the after the news low DataField: nws12_prez_90_min DataFieldDescription: The percent change in price in the first 90 minutes following the news release DataField: nws12_prez_peratio DataFieldDescription: Reported price to earnings ratio for the calendar day of the session DataField: nws12_afterhsz_newrecord DataFieldDescription: Tracks whether the news is first instance or a duplicate DataField: news_mins_10_pct_dn DataFieldDescription: Number of minutes that elapsed before price went down 10 percentage points DataField: nws12_prez_maxupamt DataFieldDescription: The after-the-news high minus the price at the time of the news DataField: nws12_afterhsz_postvwap DataFieldDescription: Post-session volume weighted average price DataField: news_mins_4_pct_dn DataFieldDescription: Number of minutes that elapsed before price went down 4 percentage points DataField: nws12_afterhsz_reportsess DataFieldDescription: Index of Session on which the spreadsheet is reporting DataField: nws12_mainz_provider DataFieldDescription: index of name of the news provider DataField: news_spy_last DataFieldDescription: Last Price of the SPY at the time of the news DataField: nws12_afterhsz_newssess DataFieldDescription: Index of the session in which the news was reported DataField: nws12_prez_10_min DataFieldDescription: The percent change in price in the first 10 minutes following the news release DataField: nws12_afterhsz_spyclose DataFieldDescription: Price of SPY at close of session DataField: nws12_mainz_02p DataFieldDescription: The minimum of L or S above for 20-minute bucket DataField: news_ton_high DataFieldDescription: Highest price reached during the session before the time of news DataField: news_pct_30min DataFieldDescription: The percent change in price in the first 30 minutes following the news release DataField: nws12_mainz_1l DataFieldDescription: Number of minutes that elapsed before price went up 1 percentage point DataField: nws12_prez_mktcap DataFieldDescription: Reported market capitalization for the calendar day of the session DataField: nws12_mainz_volstddev DataFieldDescription: (CurrentVolume - AvgVol)/VolStDev, where AvgVol is the average of the daily volume, and VolStdDev is one standard deviation for the daily volume, both for 30 calendar days DataField: nws12_prez_curr_vol DataFieldDescription: Current day's session volume DataField: nws12_prez_1p DataFieldDescription: The minimum of L or S above for 1-minute bucket DataField: nws12_mainz_5l DataFieldDescription: Number of minutes that elapsed before price went up 5 percentage points DataField: news_mins_20_chg DataFieldDescription: The minimum of L or S above for 20-minute bucket DataField: nws12_mainz_newssess DataFieldDescription: Index of session in which the news was reported DataField: nws12_prez_2p DataFieldDescription: The minimum of L or S above for 2-minute bucket DataField: top1000 DataFieldDescription: 20140630 DataField: top200 DataFieldDescription: 20140630 DataField: top3000 DataFieldDescription: 20140630 DataField: top500 DataFieldDescription: 20140630 DataField: topsp500 DataFieldDescription: 20140630 DataField: rp_ess_dividends DataFieldDescription: Event sentiment score of dividends news DataField: rp_nip_price DataFieldDescription: News impact projection of stock price news DataField: rp_nip_ratings DataFieldDescription: News impact projection of analyst ratings-related news DataField: rp_css_assets DataFieldDescription: Composite sentiment score of assets news DataField: rp_css_inverstor DataFieldDescription: Composite sentiment score of investor relations news DataField: rp_css_insider DataFieldDescription: Composite sentiment score of insider trading news DataField: rp_nip_technical DataFieldDescription: News impact projection based on technical analysis DataField: rp_ess_price DataFieldDescription: Event sentiment score of stock price news DataField: rp_nip_credit DataFieldDescription: News impact projection of credit news DataField: nws18_qmb DataFieldDescription: News sentiment specializing in editorials on global markets DataField: rp_css_ptg DataFieldDescription: Composite sentiment score of price target news DataField: rp_css_society DataFieldDescription: Composite sentiment score of society-related news DataField: rp_nip_business DataFieldDescription: News impact projection of business-related news DataField: rp_nip_revenue DataFieldDescription: News impact projection of revenue news DataField: rp_nip_dividends DataFieldDescription: News impact projection of dividends news DataField: rp_css_equity DataFieldDescription: Composite sentiment score of equity action news DataField: rp_ess_revenue DataFieldDescription: Event sentiment score of revenue news DataField: rp_css_dividends DataFieldDescription: Composite sentiment score of dividends news DataField: nws18_event_relevance DataFieldDescription: Relevance of the event to the story DataField: rp_ess_labor DataFieldDescription: Event sentiment score of labor issues news DataField: rp_ess_credit_ratings DataFieldDescription: Event sentiment score of credit ratings news DataField: rp_ess_ratings DataFieldDescription: Event sentiment score of analyst ratings-related news DataField: rp_nip_equity DataFieldDescription: News impact projection of equity action news DataField: nws18_relevance DataFieldDescription: Relevance of news to the company DataField: rp_nip_ptg DataFieldDescription: News impact projection of price target news DataField: rp_ess_assets DataFieldDescription: Event sentiment score of assets news DataField: rp_ess_society DataFieldDescription: Event sentiment score of society-related news DataField: rp_ess_partner DataFieldDescription: Event sentiment score of partnership news DataField: rp_css_ratings DataFieldDescription: Composite sentiment score of analyst ratings-related news DataField: rp_nip_mna DataFieldDescription: News impact projection of mergers and acquisitions-related news DataField: fn_oth_comp_fair_value_a DataFieldDescription: Annual share-based compensation equity instruments other than options grants in period weighted average grant date fair value DataField: fn_finite_lived_intangible_assets_net_a DataFieldDescription: Finite Lived Intangible Assets, Net DataField: fnd2_a_gsles1xtinguishmentofd DataFieldDescription: Difference between the fair value of payments made and the carrying amount of debt which is extinguished prior to maturity. DataField: fn_accrued_liab_a DataFieldDescription: Carrying value as of the balance sheet date of obligations incurred and payable, pertaining to costs that are statutory in nature, are incurred on contractual obligations, or accumulate over time and for which invoices have not yet been received or will not be rendered. DataField: fn_derivative_fair_value_of_derivative_liability_a DataFieldDescription: Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement. DataField: fn_repayments_of_lines_of_credit_q DataFieldDescription: Amount of cash outflow for payment of an obligation from a lender, including but not limited to, letter of credit, standby letter of credit and revolving credit arrangements. DataField: fnd2_propplteqmuflmamfrt DataFieldDescription: PPE, Furniture, Useful Life, Maximum DataField: fnd2_a_stkdrgprdvalnewissues DataFieldDescription: Equity impact of the value of new stock issued during the period. Includes shares issued in an initial public offering or a secondary public offering. DataField: fn_comp_number_of_shares_authorized_a DataFieldDescription: Count of unique IDs of industry participants. Industry stands for an aggregate view of all equity clearance activity for the date, symbol, and transaction type in question. DataField: fn_income_from_equity_investments_q DataFieldDescription: Income From Equity Method Investments DataField: fnd2_a_unrgtxbnfitxpenlintacd DataFieldDescription: Amount accrued for interest on an underpayment of income taxes and penalties related to a tax position claimed or expected to be claimed in the tax return. DataField: fnd2_q_flintasamt1expy5 DataFieldDescription: Amount of amortization expense for assets, excluding financial assets and goodwill, lacking physical substance with a finite life expected to be recognized during the 5th fiscal year following the latest fiscal year. Excludes interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date. DataField: fnd2_a_lhdiprtsg DataFieldDescription: Amount before accumulated depreciation of additions or improvements to assets held under a lease arrangement. DataField: fn_new_shares_options_q DataFieldDescription: Number of share options (or share units) exercised during the current period. DataField: fn_assets_fair_val_l3_q DataFieldDescription: Asset Fair Value, Recurring, Level 3 DataField: fn_op_lease_min_pay_due_in_3y_a DataFieldDescription: Amount of required minimum rental payments for operating leases having an initial or remaining non-cancelable lease term in excess of one year due in the 3rd fiscal year following the latest fiscal year. Excludes interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date. DataField: fnd2_q_seniornotes DataFieldDescription: Including the current and noncurrent portions, carrying value as of the balance sheet date of Notes with the highest claim on the assets of the issuer in case of bankruptcy or liquidation (with maturities initially due after 1 year or beyond the operating cycle if longer). Senior note holders are paid off in full before any payments are made to junior note holders. DataField: fn_comp_options_exercises_weighted_avg_a DataFieldDescription: Share-Based Compensation, Options Assumed, Weighted Average Exercise Price DataField: fn_finite_lived_intangible_assets_net_q DataFieldDescription: Finite Lived Intangible Assets, Net DataField: fnd2_a_blgandiprtsg DataFieldDescription: Amount before accumulated depreciation of building structures held for productive use including addition, improvement, or renovation to the structure, including, but not limited to, interior masonry, interior flooring, electrical, and plumbing. DataField: fnd2_a_bnscbmacqrcsts DataFieldDescription: This element represents acquisition-related costs incurred to effect a business combination which costs have been expensed during the period. Such costs include finder's fees; advisory, legal, accounting, valuation, and other professional or consulting fees; general administrative costs, including the costs of maintaining an internal acquisitions department; and may include costs of registering and issuing debt and equity securities. DataField: fn_debt_issuance_costs_q DataFieldDescription: Amount of debt issuance costs (for example, but not limited to, legal, accounting, broker, and regulatory fees). DataField: fn_taxes_payable_q DataFieldDescription: Carrying value as of the balance sheet date of obligations incurred and payable for statutory income, sales, use, payroll, excise, real, property and other taxes. For classified balance sheets, used to reflect the current portion of the liabilities (due within 1 year or within the normal operating cycle if longer); for unclassified balance sheets, used to reflect the total liabilities (regardless of due date). DataField: fnd2_a_sbcpnargtbysbpmtwpwrr DataFieldDescription: Weighted average price at which grantees could have acquired the underlying shares with respect to stock options of the plan that expired. DataField: fnd2_a_eplsrbcpntxbnffcmpex DataFieldDescription: The total recognized tax benefit related to compensation cost for equity-based payment arrangements recognized in income during the period. DataField: fn_def_tax_liab_a DataFieldDescription: Amount, after deferred tax asset, of deferred tax liability attributable to taxable differences without jurisdictional netting. DataField: fn_proceeds_from_issuance_of_common_stock_q DataFieldDescription: The cash inflow from the additional capital contribution to the entity. DataField: fn_derivative_notional_amount_q DataFieldDescription: Nominal or face amount used to calculate payments on the derivative liability. DataField: fn_comp_number_of_shares_authorized_q DataFieldDescription: The maximum number of shares (or other type of equity) originally approved (usually by shareholders and board of directors), net of any subsequent amendments and adjustments, for awards under the equity-based compensation plan. As stock or unit options and equity instruments other than options are awarded to participants, the shares or units remain authorized and become reserved for issuance under outstanding awards (not necessarily vested). DataField: fnd2_a_flintasamt1expytwo DataFieldDescription: Amount of amortization expense for assets, excluding financial assets and goodwill, lacking physical substance with a finite life expected to be recognized during the 2nd fiscal year following the latest fiscal year. Excludes interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date DataField: adv20 DataFieldDescription: Average daily volume in past 20 days DataField: cap DataFieldDescription: Daily market capitalization (in millions) DataField: close DataFieldDescription: Daily close price DataField: country DataFieldDescription: Country grouping DataField: currency DataFieldDescription: Currency DataField: cusip DataFieldDescription: CUSIP Value DataField: dividend DataFieldDescription: Dividend DataField: exchange DataFieldDescription: Exchange grouping DataField: high DataFieldDescription: Daily high price DataField: industry DataFieldDescription: Industry grouping DataField: isin DataFieldDescription: ISIN Value DataField: low DataFieldDescription: Daily low price DataField: market DataFieldDescription: Market grouping DataField: open DataFieldDescription: Daily open price DataField: returns DataFieldDescription: Daily returns DataField: sector DataFieldDescription: Sector grouping DataField: sedol DataFieldDescription: Sedol DataField: sharesout DataFieldDescription: Daily outstanding shares (in millions) DataField: split DataFieldDescription: Stock split ratio DataField: subindustry DataFieldDescription: Subindustry grouping DataField: ticker DataFieldDescription: Ticker DataField: volume DataFieldDescription: Daily volume DataField: vwap DataFieldDescription: Daily volume weighted average price ========================= 数据字段结束 =======================================