任务指令 你是一个WorldQuant WebSim因子工程师。你的任务是生成 100 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) 目标:识别价格趋势的强度、速度和持续性 可用的具体构建方法: 1. 简单动量:ts_delta(close, d) [d=5,10,20,30,60] 2. 趋势斜率:ts_regression(close, ts_step(1), d, 0, 1) [rettype=1获取斜率] 3. 动量加速度:ts_delta(ts_delta(close, d1), d2) [避免嵌套ts_regression] 4. 平滑动量:ts_mean(returns, d) [returns=ts_delta(close,1)] 5. 动量衰减:ts_decay_linear(returns, d) 6. 价量关系:ts_corr(ts_delta(close,5), ts_delta(volume,5), d) 建议组合:使用不同d参数创建短期/中期/长期动量 维度2:横截面领导力(CL) 目标:识别行业内的龙头股和相对强度 具体构建方法: 1. 龙头股筛选:if_else(rank(volume) > 0.7, 龙头值, 其他值) [使用volume代替market_cap] 2. 龙头组合:group_mean(x, 1, bucket(rank(volume), range="0,3,0.4")) [使用volume排序] 3. 行业内离散度:ts_std_dev(group_rank(returns, industry), 20) 4. 相对排名稳定性:ts_mean(rank(returns), d) 维度3:市场状态适应性(MS) 目标:根据波动率、趋势状态调整参数 具体构建方法: 1. 波动率调整:ts_delta(close,5) / ts_std_dev(returns,20) 2. 状态条件选择:if_else(ts_rank(volatility,30) > 0.7, 短期动量, 长期动量) 3. 参数动态化:if_else(ts_std_dev(returns,20) > 阈值, 5, 20) [作为d参数] 4. 趋势状态识别:ts_rank(ts_mean(returns,20), 60) > 0.5 基本结构: 复合因子 = 维度A组件 [运算符] 维度B组件 [条件调整] === 关键语法规则(必须遵守) === 1. 数据字段规范: - 可使用字段:close, volume, returns - ❌ 错误:market_cap, marketcap, mkt_cap [这些字段不存在] - ✅ 正确:使用volume作为规模代理,close作为价格 - returns通常定义为:ts_delta(close, 1) 或 close/ts_delay(close,1)-1 2. ts_regression使用规范: - 避免深度嵌套ts_regression,特别是作为其他函数的参数 - ✅ 正确:reg_slope = ts_regression(close, ts_step(1), 30, 0, 1) - ❌ 错误:ts_delta(ts_regression(close, ts_step(1), 30, 0, 1), 5) - 替代方案:用ts_delta组合计算动量变化 3. if_else使用规范: - 条件必须是简单布尔表达式 - 避免序列比较:❌ ts_std_dev(returns,60) > ts_mean(ts_std_dev(returns,60),120) - 正确使用:✅ if_else(ts_rank(ts_std_dev(returns,60), 120) > 0.7, 短期动量, 长期动量) 4. bucket函数使用规范: - bucket()返回分组ID,可用于条件判断 - ✅ 正确:bucket(rank(volume), range="0,3,0.4") == 0 [第一组为大成交量] - ✅ 正确:group_mean(x, 1, bucket(rank(volume), range="0,3,0.4")) - 注意字符串格式:range="起始值,组数,步长" 或 buckets="分割点列表" === 关键语法规则结束 === *=====* 注意事项: 1. 避免过度复杂的嵌套(建议不超过3层) 2. 每个表达式应有明确的经济逻辑 3. 考虑实际交易可行性(避免未来函数) 4. 包含风险控制元素(如波动率调整) 5. 只能使用可用的数据字段:close, volume, returns等 *=====* 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。 构建框架指导(请按此逻辑创造新因子): 维度融合模板(选择至少2个): A. 领导力动量 = 时序动量 × 横截面调整 逻辑:大成交量股票的动量更强 结构:group_mean(ts_delta(close, d1), 1, bucket(rank(volume), range="0,3,0.4")) B. 状态自适应动量 = 条件选择动量 逻辑:高波动用短期动量,低波动用长期动量 结构:if_else(ts_std_dev(returns,20) > 0.02, ts_delta(close,5), ts_delta(close,20)) C. 行业传导因子 = 领先行业动量 × 相关性强度 逻辑:与强势行业相关性高的行业未来表现好 结构:multiply(ts_corr(group_mean(returns,1,industry), group_mean(returns,1,sector), d1), ts_delta(close,d2)) D. 情绪反转 = 过度交易信号 × 基础趋势 逻辑:过度交易时反转,趋势延续时跟随 结构:multiply(reverse(ts_rank(volume/ts_mean(volume,20), 10)), ts_delta(close,20)) 关键组件库(可自由组合): 1. 动量类:ts_delta(close,{d}), ts_regression(close,ts_step(1),{d},0,1) 2. 波动类:ts_std_dev(returns,{d}), ts_mean(abs(returns),{d}) 3. 成交量类:volume/ts_mean(volume,{d}), ts_zscore(volume,{d}) 4. 横截面类:if_else(rank(volume) > 阈值, 值1, 值2), bucket(rank(volume), range="0,3,0.4") 5. 相关性类:ts_corr({x},{y},{d}) 6. 条件逻辑:if_else({condition}, {true_value}, {false_value}) 参数池:d ∈ [5,10,20,30,60,120], 阈值 ∈ [0.5,0.7,0.8] *=====* 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, 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: call_breakeven_180 DataFieldDescription: Price at which a stock's call options with expiration 180 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: option_breakeven_180 DataFieldDescription: Price at which a stock's options with expiration 180 days in the future break even based on its recent bid/ask mean. DataField: call_breakeven_60 DataFieldDescription: Price at which a stock's call options with expiration 60 days in the future break even based on its recent bid/ask mean. DataField: put_breakeven_360 DataFieldDescription: Price at which a stock's put options with expiration 360 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: 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_all DataFieldDescription: Ratio of put open interest to call open interest for all maturities on stock's options. 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: 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: 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: 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: 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: 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_vol_1080 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 1080 days in the future. 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: 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_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: put_breakeven_720 DataFieldDescription: Price at which a stock's put options with expiration 720 days in the future break even based on its recent bid/ask mean. DataField: pcr_vol_60 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 60 days in the future. 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: 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: 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: 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_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: 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_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_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: 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: pcr_vol_120 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 120 days in the future. DataField: fnd6_newa2v1300_opeps DataFieldDescription: Earnings Per Share from Operations DataField: fnd6_newqv1300_dilavq DataFieldDescription: Dilution Available - Excluding Extraordinary Items DataField: fnd6_newqeventv110_wdaq DataFieldDescription: Writedowns After-tax DataField: fnd6_mkvaltq DataFieldDescription: Market Value - Total DataField: fnd6_newqv1300_chq DataFieldDescription: Cash DataField: fnd6_esubc DataFieldDescription: Equity in Net Loss - Earnings DataField: fnd6_cptnewqeventv110_saleq DataFieldDescription: Sales/Turnover (Net) DataField: fnd6_newqeventv110_glaq DataFieldDescription: Gain/Loss After-Tax DataField: fnd6_cimii DataFieldDescription: Comprehensive Income - Noncontrolling Interest DataField: working_capital DataFieldDescription: Working Capital (Balance Sheet) DataField: fnd6_newa1v1300_ceq DataFieldDescription: Common/Ordinary Equity - Total DataField: fnd6_newqeventv110_dcomq DataFieldDescription: Deferred Compensation DataField: fnd6_cptnewqeventv110_epsfxq DataFieldDescription: Earnings Per Share (Diluted) - Excluding Extraordinary items DataField: fnd6_newqeventv110_tfvlq DataFieldDescription: Total Fair Value Liabilities DataField: fnd6_txds DataFieldDescription: Deferred Taxes - State DataField: fnd6_newqeventv110_esoprq DataFieldDescription: Preferred ESOP Obligation - Redeemable DataField: fnd6_newqv1300_drcq DataFieldDescription: Deferred Revenue - Current DataField: fnd6_newa1v1300_aociother DataFieldDescription: Accum Other Comp Inc - Other Adjustments DataField: fnd6_fatp DataFieldDescription: Plant, Property and Equipment at Cost - Land & Improvements DataField: fnd6_newqv1300_rcpq DataFieldDescription: Restructuring Cost Pretax DataField: fnd6_intan DataFieldDescription: Intangible Assets - Total DataField: cashflow_fin DataFieldDescription: Financing Activities - Net Cash Flow DataField: fnd6_newa1v1300_apalch DataFieldDescription: Accounts Payable and Accrued Liabilities - Increase/(Decrease) DataField: fnd6_prcl DataFieldDescription: Price Low - Annual DataField: fnd6_newqv1300_altoq DataFieldDescription: Other Long-term Assets DataField: fnd6_newqeventv110_ibq DataFieldDescription: Income Before Extraordinary Items DataField: cogs DataFieldDescription: Cost of Goods Sold DataField: fnd6_newa1v1300_gdwl DataFieldDescription: Goodwill DataField: fnd6_newa1v1300_capx DataFieldDescription: Capital Expenditures DataField: fnd6_newqeventv110_pncwidpq DataFieldDescription: Core Pension w/o Interest Adjustment Diluted EPS Effect Preliminary 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: dividend_estimate_value DataFieldDescription: Dividend per share - estimated value DataField: anl4_fcfps_low DataFieldDescription: Free Cash Flow Per Share - the lowest estimation DataField: anl4_ady_down DataFieldDescription: Number of lower estimations DataField: anl4_eaz1lqfv110_person DataFieldDescription: Broker Id DataField: anl4_bvps_value DataFieldDescription: Book value per share - announced financial value DataField: anl4_dez1basicqfv4_preest DataFieldDescription: The previous estimation of finanicial item DataField: actual_cashflow_per_share_value_quarterly DataFieldDescription: Cash Flow Per Share - actual value for the quarter DataField: sales_estimate_median_value DataFieldDescription: Sales - Median value among forecasts DataField: anl4_ads1detailafv110_estvalue DataFieldDescription: Estimation value DataField: sales_guidance_value_quarterly DataFieldDescription: Sales - guidance value DataField: anl4_adjusted_netincome_ft DataFieldDescription: Adjusted net income - forecast type (revision/new/...) DataField: anl4_ebit_std DataFieldDescription: Earnings before interest and taxes - standard deviation of estimations DataField: anl4_qfv4_div_median DataFieldDescription: Dividend per share - median of estimations DataField: sales_estimate_minimum_quarterly DataFieldDescription: Sales - The lowest estimation DataField: max_tangible_book_value_per_share_guidance DataFieldDescription: Tangible Book Value per Share - maximum guidance value DataField: anl4_epsr_mean DataFieldDescription: GAAP Earnings per share - mean of estimations DataField: anl4_qfv4_median_eps DataFieldDescription: Earnings per share - median of estimations DataField: max_adjusted_eps_guidance_2 DataFieldDescription: The maximum guidance value for adjusted earnings per share on an annual basis. DataField: earnings_per_share_median_value DataFieldDescription: Earnings per share - median of estimations DataField: min_net_debt_guidance DataFieldDescription: The minimum guidance value for Net Debt on an annual basis. DataField: anl4_qf_az_wol_spe DataFieldDescription: Earnings per share - The lowest estimation DataField: max_adjusted_net_profit_guidance DataFieldDescription: The maximum guidance value for adjusted net profit on an annual basis. DataField: anl4_netprofit_high DataFieldDescription: Net Profit - The highest estimation DataField: anl4_totgw_high DataFieldDescription: Total Goodwill - The highest estimation DataField: minimum_guidance_value DataFieldDescription: Minimum guidance value for basic annual financials DataField: anl4_medianepsbfam DataFieldDescription: Earnings before interest, taxes, depreciation and amortization - median of estimations DataField: net_debt_min_guidance_qtr DataFieldDescription: Minimum guidance value for Net Debt DataField: shareholders_equity_actual_value DataFieldDescription: Shareholders' Equity - Total Value DataField: eps_adjusted_min_guidance_value DataFieldDescription: The minimum guidance value for adjusted earnings per share excluding extraordinary items and stock option expenses on an annual basis. DataField: shareholders_equity_min_guidance DataFieldDescription: Minimum guidance value for Share Equity DataField: pv13_r2_liquid_min10_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min2_focused_pureplay_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min20_3k_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min51_f4_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min30_3000_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min2_pureplay_only_sector DataFieldDescription: grouping fields DataField: pv13_6l_scibr DataFieldDescription: grouping fields DataField: pv13_h_min51_f3_sector DataFieldDescription: grouping fields DataField: pv13_rha2_min5_1000_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min50_f3_513_sector DataFieldDescription: grouping fields DataField: pv13_rha2_min2_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min51_f4_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_f1_513_sector DataFieldDescription: grouping fields DataField: pv13_r2_liquid_min2_sector DataFieldDescription: grouping fields DataField: pv13_1l_scibr DataFieldDescription: grouping fields DataField: pv13_rha2_min5_sector DataFieldDescription: grouping fields DataField: pv13_revere_city DataFieldDescription: City code DataField: pv13_hierarchy_min51_f1_513_sector DataFieldDescription: grouping fields DataField: pv13_rha2_min5_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min2_1000_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_f3_513_sector DataFieldDescription: grouping fields DataField: pv13_new_5l_scibr DataFieldDescription: grouping fields DataField: pv13_r2_min5_1000_sector DataFieldDescription: grouping fields DataField: pv13_rha2_min5_3000_513_sector DataFieldDescription: grouping fields DataField: rel_num_cust DataFieldDescription: number of the instrument's customers DataField: pv13_new_4l_scibr DataFieldDescription: grouping fields DataField: pv13_hierarchy_min10_2k_513_sector DataFieldDescription: grouping fields DataField: pv13_rha2_min40_3000_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min5_513_sector DataFieldDescription: grouping fields DataField: pv13_h_min10_all_sector DataFieldDescription: grouping fields DataField: historical_volatility_60 DataFieldDescription: Close-to-close Historical volatility over 60 days DataField: implied_volatility_mean_skew_270 DataFieldDescription: At-the-money option-implied volatility mean skew for 270 days DataField: implied_volatility_call_720 DataFieldDescription: At-the-money option-implied volatility for call Option for 720 days DataField: implied_volatility_put_60 DataFieldDescription: At-the-money option-implied volatility for Put Option for 60 days DataField: implied_volatility_put_90 DataFieldDescription: At-the-money option-implied volatility for Put Option for 90 days DataField: implied_volatility_mean_skew_30 DataFieldDescription: At-the-money option-implied volatility mean skew for 30 days DataField: implied_volatility_mean_skew_120 DataFieldDescription: At-the-money option-implied volatility mean skew for 120 days DataField: implied_volatility_put_180 DataFieldDescription: At-the-money option-implied volatility for put option for 180 days DataField: implied_volatility_call_30 DataFieldDescription: At-the-money option-implied volatility for call Option for 30 days DataField: implied_volatility_mean_skew_90 DataFieldDescription: At-the-money option-implied volatility mean skew for 90 days DataField: implied_volatility_mean_20 DataFieldDescription: At-the-money option-implied volatility mean for 20 days DataField: historical_volatility_180 DataFieldDescription: Close-to-close Historical volatility over 180 days DataField: implied_volatility_call_10 DataFieldDescription: At-the-money option-implied volatility for call Option for 10 days DataField: implied_volatility_mean_360 DataFieldDescription: At-the-money option-implied volatility mean for 360 days DataField: historical_volatility_20 DataFieldDescription: Close-to-close Historical volatility over 20 days DataField: implied_volatility_call_90 DataFieldDescription: At-the-money option-implied volatility for call Option for 90 days DataField: implied_volatility_mean_skew_180 DataFieldDescription: At-the-money option-implied volatility mean skew for 180 days DataField: implied_volatility_mean_skew_1080 DataFieldDescription: At-the-money option-implied volatility mean skew for 3 years DataField: historical_volatility_120 DataFieldDescription: Close-to-close Historical volatility over 120 days 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_put_150 DataFieldDescription: At-the-money option-implied volatility for Put Option for 150 days DataField: parkinson_volatility_150 DataFieldDescription: Parkinson model's historical volatility over 150 days DataField: implied_volatility_call_360 DataFieldDescription: At-the-money option-implied volatility for call Option for 360 days DataField: historical_volatility_90 DataFieldDescription: Close-to-close Historical volatility over 90 days DataField: implied_volatility_mean_skew_720 DataFieldDescription: At-the-money option-implied volatility mean skew for 720 days DataField: parkinson_volatility_90 DataFieldDescription: Parkinson model's historical volatility over 90 days DataField: parkinson_volatility_20 DataFieldDescription: Parkinson model's historical volatility over 20 days DataField: implied_volatility_call_150 DataFieldDescription: At-the-money option-implied volatility for call Option for 150 days DataField: parkinson_volatility_30 DataFieldDescription: Parkinson model's historical volatility over 30 days DataField: news_ratio_vol DataFieldDescription: Curr_Vol / Mov_Vol DataField: news_session_range DataFieldDescription: Session High Price - Session Low Price DataField: nws12_mainz_mainvwap DataFieldDescription: Main session volume weighted average price DataField: nws12_afterhsz_tonlow DataFieldDescription: Lowest price reached during the session before the time of the news DataField: nws12_prez_opengap DataFieldDescription: (DayOpen - PrevClose) / PrevClose. DataField: nws12_afterhsz_curr_vol DataFieldDescription: Current day's session volume DataField: nws12_prez_01p DataFieldDescription: The minimum of L or S above for 10-minute bucket DataField: nws12_prez_tonlow DataFieldDescription: Lowest price reached during the session before the time of the news DataField: nws12_afterhsz_90_min DataFieldDescription: The percent change in price in the first 90 minutes following the news release DataField: nws12_afterhsz_1p DataFieldDescription: The minimum of L or S above for 1-minute bucket DataField: nws12_afterhsz_maxdown DataFieldDescription: Percent change from the price at the time of the news to the after the news low DataField: news_ls 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_curr_vol DataFieldDescription: Current day's session volume DataField: news_pct_30sec DataFieldDescription: The percent change in price in the 30 seconds following the news release DataField: nws12_afterhsz_4s DataFieldDescription: Number of minutes that elapsed before price went down 4 percentage points DataField: nws12_mainz_prevwap DataFieldDescription: Pre session volume weighted average price DataField: nws12_prez_eodvwap DataFieldDescription: Volume-weighted average price between the time of news and the end of the session DataField: news_mins_20_pct_up DataFieldDescription: Number of minutes that elapsed before price went up 20 percentage points DataField: nws12_afterhsz_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_afterhsz_5p DataFieldDescription: The minimum of L or S above for 5-minute bucket DataField: nws12_prez_prevclose DataFieldDescription: Previous trading day's close price DataField: news_mins_10_pct_dn DataFieldDescription: Number of minutes that elapsed before price went down 10 percentage points DataField: nws12_mainz_5s DataFieldDescription: Number of minutes that elapsed before price went down 5 percentage points DataField: news_spy_close DataFieldDescription: Price of SPY at close of session DataField: news_eod_vwap DataFieldDescription: Volume weighted average price between the time of news and the end of the session DataField: nws12_afterhsz_3s DataFieldDescription: Number of minutes that elapsed before price went down 3 percentage points DataField: nws12_afterhsz_01s DataFieldDescription: Number of minutes that elapsed before price went down 10 percentage points DataField: nws12_prez_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_57p DataFieldDescription: The minimum of L or S above for 7.5-minute bucket DataField: nws12_mainz_02s DataFieldDescription: Number of minutes that elapsed before price went down 20 percentage points DataField: top1000 DataFieldDescription: 20140630 DataField: top200 DataFieldDescription: 20140630 DataField: top3000 DataFieldDescription: 20140630 DataField: top500 DataFieldDescription: 20140630 DataField: topsp500 DataFieldDescription: 20140630 DataField: rp_ess_credit DataFieldDescription: Event sentiment score of credit news DataField: rp_ess_dividends DataFieldDescription: Event sentiment score of dividends news DataField: rp_css_revenue DataFieldDescription: Composite sentiment score of revenue news DataField: rp_nip_product DataFieldDescription: News impact projection of product and service-related news DataField: rp_css_assets DataFieldDescription: Composite sentiment score of assets news DataField: nws18_relevance DataFieldDescription: Relevance of news to the company DataField: rp_nip_insider DataFieldDescription: News impact projection of insider trading news DataField: nws18_ghc_lna DataFieldDescription: Change in analyst recommendation DataField: rp_css_mna DataFieldDescription: Composite sentiment score of mergers and acquisitions-related news DataField: rp_ess_price DataFieldDescription: Event sentiment score of stock price news DataField: rp_css_technical DataFieldDescription: Composite sentiment score based on technical analysis DataField: rp_nip_credit DataFieldDescription: News impact projection of credit news DataField: nws18_qep DataFieldDescription: News sentiment based on positive and negative words on global equity DataField: rp_nip_dividends DataFieldDescription: News impact projection of dividends news DataField: rp_nip_technical DataFieldDescription: News impact projection based on technical analysis DataField: rp_css_price DataFieldDescription: Composite sentiment score of stock price news DataField: rp_css_credit_ratings DataFieldDescription: Composite sentiment score of credit ratings news DataField: rp_nip_mna DataFieldDescription: News impact projection of mergers and acquisitions-related news DataField: rp_css_inverstor DataFieldDescription: Composite sentiment score of investor relations news DataField: rp_css_ptg DataFieldDescription: Composite sentiment score of price target news DataField: rp_css_marketing DataFieldDescription: Composite sentiment score of marketing news DataField: nws18_sse DataFieldDescription: Sentiment of phrases impacting the company DataField: rp_nip_equity DataFieldDescription: News impact projection of equity action news DataField: rp_ess_society DataFieldDescription: Event sentiment score of society-related news DataField: rp_nip_credit_ratings DataFieldDescription: News impact projection of credit ratings news DataField: rp_ess_earnings DataFieldDescription: Event sentiment score of earnings news DataField: rp_ess_business DataFieldDescription: Event sentiment score of business-related news DataField: rp_css_society DataFieldDescription: Composite sentiment score of society-related news DataField: rp_nip_labor DataFieldDescription: News impact projection of labor issues news DataField: rp_css_legal DataFieldDescription: Composite sentiment score of legal news DataField: fn_line_of_credit_facility_amount_out_q DataFieldDescription: Amount borrowed under the credit facility as of the balance sheet date. DataField: fn_comp_fair_value_assumptions_weighted_avg_vol_rate_a DataFieldDescription: Weighted average expected volatility rate of share-based compensation awards. 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_business_combination_purchase_price_q DataFieldDescription: Business Combination, Purchase Price DataField: fn_oth_comp_forfeitures_fair_value_a DataFieldDescription: Annual Share Based Compensation Equity Instruments Other Than Options Forfeitures Weighted Average Grant Date Fair Value DataField: fn_repayments_of_lt_debt_a DataFieldDescription: The cash outflow for debt initially having maturity due after 1 year or beyond the normal operating cycle, if longer. DataField: fn_business_combination_purchase_price_a DataFieldDescription: Business Combination, Purchase Price DataField: fn_unrecognized_tax_benefits_a DataFieldDescription: Amount of unrecognized tax benefits. DataField: fn_employee_related_liab_a DataFieldDescription: Total of the carrying values as of the balance sheet date of obligations incurred through that date and payable for obligations related to services received from employees, such as accrued salaries and bonuses, payroll taxes and fringe benefits. 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_finite_lived_intangible_assets_net_a DataFieldDescription: Finite Lived Intangible Assets, Net DataField: fn_oth_comp_grants_weighted_avg_grant_date_fair_value_q DataFieldDescription: Quarterly Share-Based Compensation Equity Instruments Other Than Options Nonvested 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: 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: fnd2_a_acmopclcchngcfectnt DataFieldDescription: Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses. DataField: fn_allocated_share_based_compensation_expense_q DataFieldDescription: Represents the expense recognized during the period arising from equity-based compensation arrangements (for example, shares of stock, units, stock options, or other equity instruments) with employees, directors, and certain consultants qualifying for treatment as employees. DataField: fn_incremental_shares_attributable_to_share_based_payment_q 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: fn_income_from_equity_investments_q DataFieldDescription: Income From Equity Method Investments DataField: fn_income_taxes_paid_a DataFieldDescription: The amount of cash paid during the current period to foreign, federal, state, and local authorities as taxes on income. DataField: fnd2_oprlsfmpdcurr 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 next 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_allocated_share_based_compensation_expense_a DataFieldDescription: Represents the expense recognized during the period arising from equity-based compensation arrangements (for example, shares of stock, unit, stock options or other equity instruments) with employees, directors and certain consultants qualifying for treatment as employees. DataField: fn_repurchased_shares_value_a DataFieldDescription: Shares repurchased and either retired or put into treasury stock, likely as part of a share buyback plan. DataField: fn_line_of_credit_facility_amount_out_a DataFieldDescription: Amount borrowed under the credit facility as of the balance sheet date. DataField: fn_liab_fair_val_l3_a DataFieldDescription: Liabilities Fair Value, Recurring, Level 3 DataField: fn_comp_options_grants_fair_value_a DataFieldDescription: Annual Share-Based Compensation Arrangement by Share-Based Payment Award Options Grants in Period Weighted Average Grant Date Fair Value DataField: fnd2_dfdtxasoprlcarryfwd DataFieldDescription: Amount before allocation of valuation allowances of deferred tax asset attributable to deductible operating loss carryforwards. DataField: fnd2_q_inventoryfinishedgoods DataFieldDescription: Amount before valuation and LIFO reserves of completed merchandise or goods expected to be sold within 1 year or operating cycle, if longer. DataField: fn_comp_options_exercises_weighted_avg_a DataFieldDescription: Share-Based Compensation, Options Assumed, Weighted Average Exercise Price DataField: fnd2_a_inventoryrawmaterials DataFieldDescription: Amount before valuation and LIFO reserves of raw materials expected to be sold, or consumed within 1 year or operating cycle, if longer. DataField: fn_debt_instrument_interest_rate_stated_percentage_q DataFieldDescription: Stated percentage of interest rate on debt DataField: fn_eff_income_tax_rate_continuing_operations_q DataFieldDescription: Percentage of current income tax expense (benefit) and deferred income tax expense (benefit) pertaining to continuing operations. 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 =======================================