任务指令 你是一个WorldQuant WebSim因子工程师。你的任务是生成 10 个用于行业轮动策略的复合型Alpha因子表达式。 核心规则 设计维度框架 维度1:时间序列动量(TM) 核心概念:捕捉行业价格的趋势、动量和形态变化 设计思路: 动量的变化率、加速度或平滑度构建 动量衰减或增强模式识别 价格与成交量关系的时序分析 维度2:横截面领导力(CL) 核心概念:识别行业内部的分化、龙头效应和相对强度 bucket(用于龙头股筛选) 设计思路: 行业内部龙头股与平均表现的差异 行业成分股的离散度分析 相对排名的变化和稳定性 维度3:市场状态适应性(MS) 核心概念:根据市场环境动态调整因子逻辑 设计思路: 波动率调整的动量指标 不同市场状态(高/低波动)使用不同的回顾期 条件逻辑下的参数动态调整 维度4:行业间联动(IS) 多序列相关性分析 设计思路: 领先-滞后行业的相关性分析 行业间动量传导效应 板块轮动的早期信号识别 维度5:交易行为情绪(TS) 核心概念:基于交易行为和情绪指标的反转信号 设计思路: 超买超卖状态识别 交易拥挤度指标 情绪极端值后的均值回归 复合因子设计原则 强制要求: 每个表达式必须融合至少两个设计维度 必须使用提供的操作符列表中的函数 因子应具有经济逻辑解释性 推荐组合模式: TM + CL:时序动量 + 横截面领导力 示例:行业动量加速度 × 龙头股相对强度 TM + MS:时序动量 + 状态适应性 示例:波动率调整后的动量指标 CL + IS:横截面 + 行业间联动 示例:龙头股表现与相关行业的领先滞后关系 MS + TS:状态适应 + 交易情绪 示例:不同市场状态下的反转信号 IS + TS:行业联动 + 交易情绪 示例:行业间相关性变化与交易拥挤度 参数化建议: 使用不同的时间窗口组合(短/中/长周期) 尝试不同的权重分配方式 考虑非线性变换(log, power, sqrt) 使用条件逻辑增强鲁棒性 表达式构建指南 基本结构: text 复合因子 = 维度A组件 [运算符] 维度B组件 [条件调整] 操作符限制:只能且必须使用以下列表中提供的操作符。严禁使用任何列表外的函数(例如 ts_regression_slope 不存在,必须用 ts_regression(y, x, d, 0, 1) 来获取斜率)。 操作符使用策略: 算术运算:abs(x), add(x, y, filter = false), densify(x), divide(x, y), inverse(x), max(x, y, ..), min(x, y ..), multiply(x ,y, ... , filter=false), power(x, y), reverse(x), sign(x), signed_power(x, y), sqrt(x), subtract(x, y, filter=false) 条件逻辑:and(input1, input2), if_else(input1, input2, input 3), input1 < input2, input1 <= input2, input1 == input2, input1 > input2, input1 >= input2, input1!= input2, is_nan(input), not(x), or(input1, input2) 时间序列操作:days_from_last_change(x), hump(x, hump = 0.01), kth_element(x, d, k), last_diff_value(x, d), ts_arg_max(x, d), ts_arg_min(x, d), ts_av_diff(x, d), ts_backfill(x,lookback = d, k=1, ignore="NAN"), ts_corr(x, y, d), ts_count_nans(x ,d), ts_covariance(y, x, d), ts_decay_linear(x, d, dense = false), ts_delay(x, d), ts_delta(x, d), ts_mean(x, d), ts_product(x, d), "ts_quantile(x,d, driver=""gaussian"" )", ts_rank(x, d, constant = 0), ts_regression(y, x, d, lag = 0, rettype = 0), ts_scale(x, d, constant = 0), ts_std_dev(x, d), ts_step(1), ts_sum(x, d), ts_zscore(x, d) 横截面操作: normalize(x, useStd = false, limit = 0.0), quantile(x, driver = gaussian, sigma = 1.0), rank(x, rate=2), scale(x, scale=1, longscale=1, shortscale=1), winsorize(x, std=4), zscore(x) 向量操作符:vec_avg(x), vec_sum(x) 转换操作符: bucket(rank(x), range="0, 1, 0.1" or buckets = "2,5,6,7,10"), trade_when(x, y, z) 聚合操作符: group_backfill(x, group, d, std = 4.0), group_mean(x, weight, group), group_neutralize(x, group), group_rank(x, group), group_scale(x, group), group_zscore(x, group), subtract(x, y, filter=false), multiply(x ,y, ... , filter=false), divide(x, y), add(x, y, filter = false) *=====* 注意事项: 避免过度复杂的嵌套 使用经济直觉验证逻辑合理性 考虑实际交易可行性 包含风险控制元素(如波动率调整) *=====* 参数逻辑:参数d(回顾期)应在[5, 10, 20, 30, 60, 120]等具有市场意义(周、月、季度、半年)的数值中合理选择并差异化。 行业隐含:通过group_mean、group_rank等函数或假设表达式在行业指数上运行来体现“行业”逻辑。 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。 示例思维(仅供理解,不输出) 一个融合“龙头股趋势加速度(M)”与“行业整体情绪背离(R)”的因子思路,可用你的操作符实现为(此为示例, 读取操作符的使用说明, 并结合上述的维度方案, 组合并创新因子): multiply( ts_delta(group_mean(ts_regression(close, ts_step(1), 20, 0, 1), bucket(rank(close), "0.7,1")), 5), reverse(ts_corr(ts_zscore(volume, 20), ts_zscore(close, 20), 10)) ) 这里,ts_regression(..., rettype=1)获取斜率代替动量,bucket(rank(close), "0.7,1")近似选取市值前30%的龙头股,ts_corr(...)衡量价量情绪,reverse将其转化为背离信号。 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, 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 请提供具体的WQ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, 进行生成,组合因子 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: pcr_oi_90 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 90 days in the future. DataField: option_breakeven_720 DataFieldDescription: Price at which a stock's options with expiration 720 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_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: pcr_vol_all DataFieldDescription: Ratio of put volume to call volume for all maturities on stock's options. DataField: pcr_oi_270 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 270 days in the future. DataField: put_breakeven_150 DataFieldDescription: Price at which a stock's put options with expiration 150 days in the future break even based on its recent bid/ask mean. DataField: forward_price_60 DataFieldDescription: Forward price at 60 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_270 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 270 days in the future. DataField: pcr_vol_10 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 10 days in the future. DataField: put_breakeven_90 DataFieldDescription: Price at which a stock's put options with expiration 90 days in the future break even based on its recent bid/ask mean. 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: call_breakeven_30 DataFieldDescription: Price at which a stock's call options with expiration 30 days in the future break even based on its recent bid/ask mean. DataField: put_breakeven_60 DataFieldDescription: Price at which a stock's put options with expiration 60 days in the future break even based on its recent bid/ask mean. DataField: option_breakeven_360 DataFieldDescription: Price at which a stock's options with expiration 360 days in the future break even based on its recent bid/ask mean. 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: option_breakeven_20 DataFieldDescription: Price at which a stock's options with expiration 20 days in the future break even based on its recent bid/ask mean. DataField: forward_price_1080 DataFieldDescription: Forward price at 1080 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_10 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 10 days in the future. DataField: pcr_oi_all DataFieldDescription: Ratio of put open interest to call open interest for all maturities on stock's options. DataField: call_breakeven_20 DataFieldDescription: Price at which a stock's call options with expiration 20 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: 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: pcr_oi_720 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 720 days in the future. DataField: pcr_vol_1080 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 1080 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: forward_price_30 DataFieldDescription: Forward price at 30 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: call_breakeven_10 DataFieldDescription: Price at which a stock's call options with expiration 10 days in the future break even based on its recent bid/ask mean. 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: pcr_oi_150 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 150 days in the future. DataField: fnd6_newqeventv110_invrmq DataFieldDescription: Inventory - Raw Materials DataField: fnd6_tfvl DataFieldDescription: Total Fair Value Liabilities DataField: fnd6_xpp DataFieldDescription: Prepaid Expenses DataField: fnd6_newqv1300_txpq DataFieldDescription: Income Taxes Payable DataField: fnd6_newqeventv110_chq DataFieldDescription: Cash DataField: fnd6_newa2v1300_txp DataFieldDescription: Income Taxes Payable DataField: fnd6_newa1v1300_aol2 DataFieldDescription: Assets Level 2 (Observable) DataField: fnd6_cptnewqv1300_lctq DataFieldDescription: Current Liabilities - Total DataField: fnd6_invwip DataFieldDescription: Inventories - Work In Process DataField: fnd6_pidom DataFieldDescription: Pretax Income - Domestic DataField: fnd6_newa1v1300_caps DataFieldDescription: Capital Surplus/Share Premium Reserve DataField: fnd6_mfma1_apalch DataFieldDescription: Accounts Payable and Accrued Liabilities - Increase/(Decrease) DataField: fnd6_idesindq_curcd DataFieldDescription: ISO Currency Code - Company Annual Market DataField: fnd6_newqeventv110_xiq DataFieldDescription: Extraordinary Items DataField: fnd6_dvrated DataFieldDescription: Indicated Annual Dividend Rate - Daily DataField: fnd6_newqv1300_cshoq DataFieldDescription: Common Shares Outstanding DataField: fnd6_newqv1300_pncq DataFieldDescription: Core Pension Adjustment DataField: fnd6_txtubposinc DataFieldDescription: Increase - Current Tax Positions DataField: fnd6_fic DataFieldDescription: identifies the country in which the company is incorporated or legally registered DataField: fnd6_newa2v1300_rdipeps DataFieldDescription: In Process R&D Expense Basic EPS Effect DataField: fnd6_newqv1300_cshprq DataFieldDescription: Common Shares Used to Calculate Earnings Per Share - Basic DataField: fnd6_prch DataFieldDescription: Price High - Annual DataField: fnd6_prcl DataFieldDescription: Price Low - Annual DataField: fnd6_newqeventv110_dpactq DataFieldDescription: Depreciation, Depletion and Amortization (Accumulated) DataField: fnd6_newa2v1300_spceeps DataFieldDescription: S&P Core Earnings EPS Basic DataField: fnd6_newqv1300_ibmiiq DataFieldDescription: Income before Extraordinary Items and Noncontrolling Interests DataField: fnd6_dxd4 DataFieldDescription: Debt (excl Capitalized Leases) - Due in 4th Year DataField: fnd6_dn DataFieldDescription: Debt - Notes DataField: fnd6_newqeventv110_rrpq DataFieldDescription: Reversal - Restructuring/Acquisition Pretax DataField: pretax_income DataFieldDescription: Pretax Income 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: est_epsr DataFieldDescription: GAAP Earnings per share - mean of estimations DataField: actuals_value_currency_code DataFieldDescription: Pricing Currency where the security trades DataField: anl4_eaz2lltv110_estvalue DataFieldDescription: Estimation value DataField: anl4_bac1conqfv110_item DataFieldDescription: Financial item DataField: anl4_fsdtlestmtafv4_item DataFieldDescription: Financial item DataField: net_income_adjusted DataFieldDescription: Adjusted net income- announced financial value for annual frequency DataField: shares_outstanding_max_guidance DataFieldDescription: Maximum guidance value for Shares DataField: earnings_per_share_reported DataFieldDescription: Reported Earnings Per Share - Actual Value DataField: anl4_cuo1guidaf_minguidance DataFieldDescription: Minimum guidance value DataField: anl4_dez1basicqfv4v104_est DataFieldDescription: Estimation value DataField: anl4_netdebt_mean DataFieldDescription: Net debt - mean of estimations DataField: gross_income_reported_value DataFieldDescription: Gross Income value for the quarter DataField: sales_estimate_average_annual DataFieldDescription: Sales - mean of estimations DataField: anl4_totassets_low DataFieldDescription: Total Assets - The lowest estimation DataField: anl4_afv4_eps_mean DataFieldDescription: Earnings per share - mean of estimations for annual frequency DataField: anl4_basicdetailqfv110_estvalue DataFieldDescription: Estimation value DataField: anl4_fsguidanceqfv4_item DataFieldDescription: Financial item DataField: anl4_ads1detailqfv110_bk DataFieldDescription: Broker name (int) DataField: anl4_basicdetaillt_person DataFieldDescription: Broker Id DataField: anl4_dez1qfv4_est DataFieldDescription: Estimation value DataField: anl4_bac1detailafv110_item DataFieldDescription: Financial item DataField: guidance_estimate_value DataFieldDescription: Estimated value for basic annual financial guidance DataField: anl4_cff_low DataFieldDescription: Cash Flow From Financing - The lowest estimation DataField: anl4_qfv4_maxguidance DataFieldDescription: Max guidance value DataField: anl4_eaz2lqfv110_bk DataFieldDescription: Broker name (int) DataField: anl4_rd_exp_high DataFieldDescription: Research and Development Expense - the highest estimation DataField: max_free_cashflow_per_share_guidance DataFieldDescription: The maximum guidance value for free cash flow per share. DataField: max_customized_eps_guidance DataFieldDescription: The maximum guidance value for custom earnings per share on an annual basis. DataField: anl4_epsr_value DataFieldDescription: GAAP Earnings per share - announced financial value DataField: estimate_value_currency_code DataFieldDescription: Home currency of instrument DataField: pv13_rha2_min20_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min52_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min51_f2_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min2_focused_pureplay_513_sector DataFieldDescription: grouping fields DataField: pv13_h_min24_500_sector DataFieldDescription: Grouping fields for top 500 DataField: pv13_revere_parent DataFieldDescription: Code of parent sector DataField: pv13_revere_index_cap DataFieldDescription: Company market capitalization DataField: pv13_hierarchy_sector DataFieldDescription: grouping fields DataField: pv13_custretsig_retsig DataFieldDescription: Sign of customer return DataField: pv13_hierarchy_min5_f3g2_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min10_513_sector DataFieldDescription: grouping fields DataField: pv13_new_4l_scibr DataFieldDescription: grouping fields DataField: pv13_hierarchy_min22_1000_513_sector DataFieldDescription: grouping fields DataField: pv13_reporttype DataFieldDescription: Type of report DataField: pv13_revere_country DataFieldDescription: Country code DataField: pv13_hierarchy_f4_513_sector DataFieldDescription: grouping fields DataField: pv13_reportperiodend DataFieldDescription: Stated end date for the report DataField: pv13_hierarchy_min51_f1_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min10_2k_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min10_sector_3000_513_sector DataFieldDescription: grouping fields DataField: pv13_5l_scibr DataFieldDescription: grouping fields DataField: rel_ret_comp DataFieldDescription: Averaged one-day return of the competing companies DataField: pv13_r2_min2_3000_sector DataFieldDescription: grouping fields DataField: pv13_h_min20_top3000_sector DataFieldDescription: grouping fields DataField: pv13_h_f3_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min2_focused_pureplay_3000_513_sector DataFieldDescription: grouping fields DataField: pv13_revere_term_sector_total DataFieldDescription: Number of terminal sectors for the company DataField: rel_ret_part DataFieldDescription: Averaged one-day return of the instrument's partners DataField: pv13_hierarchy_f4_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min52_513_sector DataFieldDescription: grouping fields DataField: implied_volatility_mean_720 DataFieldDescription: At-the-money option-implied volatility mean for 720 days DataField: implied_volatility_call_180 DataFieldDescription: At-the-money option-implied volatility for call Option for 180 days DataField: implied_volatility_mean_skew_90 DataFieldDescription: At-the-money option-implied volatility mean skew for 90 days DataField: implied_volatility_put_180 DataFieldDescription: At-the-money option-implied volatility for put option for 180 days DataField: implied_volatility_put_20 DataFieldDescription: At-the-money option-implied volatility for Put Option for 20 days DataField: implied_volatility_call_1080 DataFieldDescription: At-the-money option-implied volatility for call option for 1080 days DataField: implied_volatility_mean_skew_360 DataFieldDescription: At-the-money option-implied volatility mean skew for 360 days DataField: historical_volatility_60 DataFieldDescription: Close-to-close Historical volatility over 60 days DataField: implied_volatility_mean_20 DataFieldDescription: At-the-money option-implied volatility mean for 20 days DataField: historical_volatility_10 DataFieldDescription: Close-to-close Historical volatility over 10 days DataField: parkinson_volatility_30 DataFieldDescription: Parkinson model's historical volatility over 30 days DataField: implied_volatility_call_270 DataFieldDescription: At-the-money option-implied volatility for call Option for 270 days DataField: implied_volatility_call_10 DataFieldDescription: At-the-money option-implied volatility for call Option for 10 days DataField: implied_volatility_mean_skew_10 DataFieldDescription: At-the-money option-implied volatility mean skew 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_30 DataFieldDescription: At-the-money option-implied volatility mean for 30 days DataField: implied_volatility_call_20 DataFieldDescription: At-the-money option-implied volatility for call Option for 20 days DataField: implied_volatility_mean_270 DataFieldDescription: At-the-money option-implied volatility mean for 270 days DataField: parkinson_volatility_60 DataFieldDescription: Parkinson model's historical volatility over 60 days DataField: implied_volatility_mean_60 DataFieldDescription: At-the-money option-implied volatility mean for 60 days DataField: implied_volatility_call_120 DataFieldDescription: At-the-money option-implied volatility for call Option for 120 days DataField: implied_volatility_call_60 DataFieldDescription: At-the-money option-implied volatility for call Option for 60 days DataField: implied_volatility_put_1080 DataFieldDescription: At-the-money option-implied volatility for Put Option for 3 years DataField: implied_volatility_mean_90 DataFieldDescription: At-the-money option-implied volatility mean for 90 days DataField: historical_volatility_90 DataFieldDescription: Close-to-close Historical volatility over 90 days DataField: implied_volatility_mean_1080 DataFieldDescription: At-the-money option-implied volatility mean for 3 years DataField: implied_volatility_call_30 DataFieldDescription: At-the-money option-implied volatility for call Option for 30 days DataField: parkinson_volatility_10 DataFieldDescription: Parkinson model's historical volatility over 2 weeks DataField: parkinson_volatility_150 DataFieldDescription: Parkinson model's historical volatility over 150 days DataField: implied_volatility_put_60 DataFieldDescription: At-the-money option-implied volatility for Put Option for 60 days DataField: nws12_afterhsz_prevclose DataFieldDescription: Previous trading day's close price DataField: nws12_afterhsz_epsactual DataFieldDescription: The actual Earnings Per Share value that was conveyed by the news release DataField: nws12_mainz_1p DataFieldDescription: The minimum of L or S above for 1-minute bucket DataField: nws12_prez_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: nws12_afterhsz_allticks DataFieldDescription: Total number of ticks for the trading day DataField: nws12_mainz_mainvwap DataFieldDescription: Main session volume weighted average price DataField: nws12_mainz_30_seconds DataFieldDescription: The percent change in price in the 30 seconds following the news release DataField: nws12_afterhsz_sl DataFieldDescription: Whether a long or short position would have been more advantageous: If (EODHigh - Last) > (Last - EODLow) Then LS = 1; If (EODHigh - Last) = (Last - EODLow) Then LS = 0; If (EODHigh - Last) < (Last - EODLow) Then LS = -1. DataField: nws12_mainz_1s DataFieldDescription: Number of minutes that elapsed before price went down 1 percentage point DataField: nws12_mainz_2l DataFieldDescription: Number of minutes that elapsed before price went up 2 percentage points DataField: nws12_afterhsz_4p DataFieldDescription: The minimum of L or S above for 4-minute bucket DataField: news_ton_high DataFieldDescription: Highest price reached during the session before the time of news DataField: nws12_afterhsz_tonlow DataFieldDescription: Lowest price reached during the session before the time of the news DataField: news_mins_4_pct_dn DataFieldDescription: Number of minutes that elapsed before price went down 4 percentage points DataField: nws12_prez_eodhigh DataFieldDescription: Highest price reached between the time of news and the end of the session DataField: nws12_prez_vol_ratio DataFieldDescription: Curr_Vol / Mov_Vol DataField: nws12_prez_dayopen DataFieldDescription: Price at the session open DataField: nws12_prez_result1 DataFieldDescription: Percent change between the price at the time of the news release to the price at the close of the session DataField: nws12_mainz_reportsess DataFieldDescription: Index of Session on which the spreadsheet is reporting DataField: nws12_prez_4l DataFieldDescription: Number of minutes that elapsed before price went up 4 percentage points DataField: nws12_afterhsz_2l DataFieldDescription: Number of minutes that elapsed before price went up 2 percentage points DataField: nws12_mainz_5s DataFieldDescription: Number of minutes that elapsed before price went down 5 percentage points DataField: news_tot_ticks DataFieldDescription: Total number of ticks for the trading day DataField: nws12_afterhsz_maxdown DataFieldDescription: Percent change from the price at the time of the news to the after the news low DataField: nws12_prez_rangeamt DataFieldDescription: Session High Price - Session Low Price DataField: nws12_afterhsz_result2 DataFieldDescription: Percent change between the price at the time of the news release to the price at the close of the session DataField: news_open_gap DataFieldDescription: (DayOpen - PrevClose) / PrevClose DataField: nws12_mainz_tonlow DataFieldDescription: Lowest price reached during the session before the time of the news DataField: news_mins_10_pct_dn DataFieldDescription: Number of minutes that elapsed before price went down 10 percentage points DataField: top1000 DataFieldDescription: 20140630 DataField: top200 DataFieldDescription: 20140630 DataField: top3000 DataFieldDescription: 20140630 DataField: top500 DataFieldDescription: 20140630 DataField: topsp500 DataFieldDescription: 20140630 DataField: nws18_ber DataFieldDescription: News sentiment specializing in earnings result DataField: rp_nip_price DataFieldDescription: News impact projection of stock price news DataField: rp_nip_assets DataFieldDescription: News impact projection of assets news DataField: nws18_acb DataFieldDescription: News sentiment specializing in corporate action announcements DataField: rp_nip_credit DataFieldDescription: News impact projection of credit news DataField: rp_ess_insider DataFieldDescription: Event sentiment score of insider trading news DataField: nws18_nip DataFieldDescription: Degree of impact of the news DataField: rp_ess_labor DataFieldDescription: Event sentiment score of labor issues news DataField: rp_nip_product DataFieldDescription: News impact projection of product and service-related news DataField: rp_ess_legal DataFieldDescription: Event sentiment score of legal news DataField: rp_ess_price DataFieldDescription: Event sentiment score of stock price news DataField: rp_css_ptg DataFieldDescription: Composite sentiment score of price target news DataField: rp_ess_credit DataFieldDescription: Event sentiment score of credit news DataField: nws18_ghc_lna DataFieldDescription: Change in analyst recommendation DataField: rp_css_earnings DataFieldDescription: Composite sentiment score of earnings news DataField: rp_nip_credit_ratings DataFieldDescription: News impact projection of credit ratings news DataField: nws18_qep DataFieldDescription: News sentiment based on positive and negative words on global equity DataField: rp_ess_assets DataFieldDescription: Event sentiment score of assets news DataField: nws18_bam DataFieldDescription: News sentiment specializing in mergers and acquisitions DataField: rp_nip_technical DataFieldDescription: News impact projection based on technical analysis DataField: rp_ess_society DataFieldDescription: Event sentiment score of society-related news DataField: nws18_ssc DataFieldDescription: Sentiment of the news calculated using multiple techniques DataField: nws18_relevance DataFieldDescription: Relevance of news to the company DataField: rp_css_society DataFieldDescription: Composite sentiment score of society-related news DataField: rp_ess_partner DataFieldDescription: Event sentiment score of partnership news DataField: rp_css_product DataFieldDescription: Composite sentiment score of product and service-related news DataField: rp_ess_equity DataFieldDescription: Event sentiment score of equity action news DataField: nws18_sse DataFieldDescription: Sentiment of phrases impacting the company DataField: rp_css_legal DataFieldDescription: Composite sentiment score of legal news DataField: rp_css_assets DataFieldDescription: Composite sentiment score of assets news DataField: fn_comp_options_grants_fair_value_q DataFieldDescription: Annual Share-Based Compensation Arrangement by Share-Based Payment Award Options Grants in Period Weighted Average Grant Date Fair Value DataField: fn_incremental_shares_attributable_to_share_based_payment_a DataFieldDescription: Additional shares included in the calculation of diluted EPS as a result of the potentially dilutive effect of share-based payment arrangements using the treasury stock method. DataField: fnd2_ebitdm DataFieldDescription: EBIT, Domestic DataField: fnd2_a_sbcpnargmtwfsptepddvdrt DataFieldDescription: The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. DataField: fn_intangible_assets_accum_amort_a DataFieldDescription: Accumulated amount of amortization of assets, excluding financial assets and goodwill, lacking physical substance with a finite life. DataField: fn_assets_fair_val_q DataFieldDescription: Asset Fair Value, Recurring, Total DataField: fn_debt_instrument_interest_rate_stated_percentage_q DataFieldDescription: Stated percentage of interest rate on debt DataField: fn_proceeds_from_lt_debt_a DataFieldDescription: Proceeds From Issuance Of Debt, Long Term DataField: fn_treasury_stock_shares_q DataFieldDescription: Number of common and preferred shares that were previously issued and that were repurchased by the issuing entity and held in treasury on the financial statement date. This stock has no voting rights and receives no dividends. DataField: fn_op_lease_min_pay_due_in_2y_a DataFieldDescription: Amount of required minimum rental payments for operating leases having an initial or remaining non-cancelable lease term in excess of 1 year due in 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: fn_comp_options_out_number_q DataFieldDescription: Number of options outstanding, including both vested and non-vested options. DataField: fn_derivative_notional_amount_a DataFieldDescription: Nominal or face amount used to calculate payments on the derivative liability. DataField: fn_liab_fair_val_l2_a DataFieldDescription: Liabilities Fair Value, Recurring, Level 2 DataField: fnd2_a_dbplanservicecst DataFieldDescription: The actuarial present value of benefits attributed by the pension benefit formula to services rendered by employees during the period. The portion of the expected postretirement benefit obligation attributed to employee service during the period. The service cost component is a portion of the benefit obligation and is unaffected by the funded status of the plan. DataField: fn_interest_paid_net_a DataFieldDescription: Net interest DataField: fnd2_itxreclchgdfdtxava DataFieldDescription: Amount of the difference between reported income tax expense (benefit) and expected income tax expense (benefit) computed by applying the domestic federal statutory income tax rates to pretax income (loss) from continuing operations attributable to increase (decrease) in the valuation allowance for deferred tax assets. DataField: fnd2_a_sbcpnargmpmwggil DataFieldDescription: Amount by which the current fair value of the underlying stock exceeds the exercise price of fully vested and expected to vest options outstanding. DataField: fnd2_a_curritxexp DataFieldDescription: Income Tax Expense, Current DataField: fn_accum_oth_income_loss_fx_adj_net_of_tax_a DataFieldDescription: Accumulated adjustment, net of tax, that results from the process of translating subsidiary financial statements and foreign equity investments into the reporting currency from the functional currency of the reporting entity, net of reclassification of realized foreign currency translation gains or losses. DataField: fn_comp_options_exercisable_weighted_avg_q DataFieldDescription: The weighted-average price as of the balance sheet date at which grantees can acquire the shares reserved for issuance on vested portions of options outstanding and currently exercisable under the stock option plan. DataField: fn_accum_oth_income_loss_net_of_tax_a DataFieldDescription: Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge. DataField: fnd2_asdm DataFieldDescription: Assets, Domestic DataField: fn_accum_oth_income_loss_net_of_tax_q DataFieldDescription: Accumulated change in equity from transactions and other events and circumstances from non-owner sources, net of tax effect, at period end. Excludes Net Income (Loss), and accumulated changes in equity from transactions resulting from investments by owners and distributions to owners. Includes foreign currency translation items, certain pension adjustments, unrealized gains and losses on certain investments in debt and equity securities, other than temporary impairment (OTTI) losses related to factors other than credit losses on available-for-sale and held-to-maturity debt securities that an entity does not intend to sell and it is not more likely than not that the entity will be required to sell before recovery of the amortized cost basis, as well as changes in the fair value of derivatives related to the effective portion of a designated cash flow hedge. DataField: fn_interest_payable_q DataFieldDescription: Carrying value as of the balance sheet date of accrued interest payable on all forms of debt, including trade payables, that has been incurred and is unpaid. 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: fn_new_shares_options_q DataFieldDescription: Number of share options (or share units) exercised during the current period. DataField: fn_accum_depr_depletion_and_amortization_ppne_q DataFieldDescription: Amount of accumulated depreciation, depletion and amortization for physical assets used in the normal conduct of business to produce goods and services. DataField: fn_antidilutive_securities_excl_from_eps_q DataFieldDescription: Securities (including those issuable pursuant to contingent stock agreements) that could potentially dilute basic earnings per share (EPS) or earnings per unit (EPU) in the future that were not included in the computation of diluted EPS or EPU because to do so would increase EPS or EPU amounts or decrease loss per share or unit amounts for the period presented. DataField: fnd2_a_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: 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: fn_accrued_liab_curr_q 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: 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 =======================================