任务指令 你是一个WorldQuant WebSim因子工程师。你的任务是生成 20 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 视角一:市场摩擦的横截面成像 (Cross-sectional Imaging of Market Frictions) 核心洞见:传统因子假设市场无摩擦。真正的Alpha可能藏于“摩擦本身”——即指令流(order flow)转化为价格运动时,在不同股票上表现出的效率差异图谱。我们不为消除摩擦建模,而是主动测绘它。 研究提示词 (用于指导因子构建): 指令流冲击的“消化速率”:测量单位异常交易量(可定义为其z-score)所引发的瞬时价格冲击(如未来1-5分钟收益率),以及该冲击在随后较短时间(如30分钟、1小时)的衰减半衰期。寻找“冲击大但衰减慢”(高摩擦、低流动性)与“冲击小但衰减快”(低摩擦、高流动性)的股票,并研究其横截面收益预测能力。 买卖失衡的“路径依赖”:考察买单流与卖单流(可用正负交易额近似)的净额在时间序列上的自相关性模式。是呈现“均值回归”(失衡迅速被套利消化)还是“趋势持续”(失衡自我强化)?这种模式在不同波动率、不同市值股票中如何变化?能否构建一个度量“订单流趋势持续性”的指标? 价格发现的“领地性”:将价格变化分解为“由自身交易驱动”的部分和“由同行业龙头/指数驱动”的部分(可通过日内收益率与龙头/指数收益率的滚动协方差分解)。计算“自身解释比例”。该比例高的股票,其价格发现是“内生性”的;比例低的则是“外生性”或“跟随性”的。这两类股票在不同市场环境(牛市/熊市/震荡市)下的表现有何系统性差异? 视角二:投资者注意力的生态学建模 (Ecology of Investor Attention) 核心洞见:注意力是金融市场最稀缺的资源。市场不是信息的聚合器,而是注意力资源的分配系统。因子应捕捉注意力的“聚集-分散”、“转移-停滞”动态,而非信息本身。 研究提示词 (用于指导因子构建): 注意力“聚焦度”与“涣散度”:用交易量在时间序列上的分布熵来衡量。例如,过去20个交易日内,交易量分布的基尼系数或赫芬达尔指数。高集中度(某几天放巨量)意味着注意力短期爆发;低集中度(量能均匀)意味着持续平淡的关注。研究这两种状态转换前后,股票的收益特征。 行业内注意力的“捕食-被捕食”关系:定义“注意力领导者”(如当日涨幅前3的股票)和“注意力追随者”(同行业其他股票)。计算领导股出现后,追随者的成交量与价格在随后N个时间段内的响应速度和强度。这种响应的不对称性(有些股票迅速响应,有些滞后)能否预测未来的相对强弱? “注意力惯性”与“注意力反转”:度量一个股票在失去短期催化剂(如公告、事件)后,其异常成交量(或搜索量、社交媒体活跃度)回落至基线水平的速度。回落慢的股票具有“注意力惯性”,可能存在定价偏差的持续;回落快的股票则“注意力反转”迅速。构建一个“注意力衰减时间”因子。 视角三:价格运动的“形态语法”与“叙事连贯性” (Morphological Syntax & Narrative Coherence of Price Movements) 核心洞见:价格运动不仅是有方向的,更是有“形状”和“语法”的。如同语言,一段价格走势是否存在合“语法”的叙事结构(如“筑底-突破-回踩-主升”),还是杂乱无章的“噪音词汇”?市场参与者会潜意识地识别并交易这些“连贯叙事”。 研究提示词 (用于指导因子构建): K线序列的“可压缩性”:使用一种简化的算法(如趋势线拟合后的残差大小,或一定容忍度下的分段线性近似所需节点数),来衡量过去一段价格序列的信息复杂度。低复杂度(高可压缩性)意味着价格运动清晰、有规律;高复杂度则意味着混乱。研究“从混乱转向清晰”或“从清晰转向混乱”的拐点。 关键价位互动的“叙事逻辑”:识别近期的显著高点、低点、缺口、密集成交区作为“关键叙事节点”。分析当前价格在接近这些节点时的行为:是“尊重”(反弹/受阻)还是“无视”(直接穿越)?一系列对历史节点的“尊重”行为构成了一个连贯的“支撑阻力叙事”。能否量化这种叙事逻辑的强度? 多尺度运动的“相位同步”:选取短期(如5日)、中期(20日)、长期(60日)的价格滤波序列(如移动平均线)。计算它们之间方向变化的领先滞后关系与同步性(可类似相位角分析)。例如,短期均线是否总是率先转向并引导中长期?还是三者经常背离?“多周期共振向上/向下”这种高度同步的状态,其形成过程和瓦解过程有何预测意义? === 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: 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: pcr_vol_720 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 720 days in the future. DataField: pcr_vol_20 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 20 days in the future. DataField: pcr_vol_270 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 270 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_20 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 20 days in the future. DataField: pcr_oi_180 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 180 days in the future. DataField: pcr_oi_60 DataFieldDescription: Ratio of put open interest to call open interest on a stock's options with expiration 60 days in the future. 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_vol_all DataFieldDescription: Ratio of put volume to call volume for all maturities on stock's options. 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: pcr_vol_60 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 60 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_360 DataFieldDescription: Forward price at 360 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: 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_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: option_breakeven_30 DataFieldDescription: Price at which a stock's options with expiration 30 days in the future break even based on its recent bid/ask mean. DataField: call_breakeven_90 DataFieldDescription: Price at which a stock's call options with expiration 90 days in the future break even based on its recent bid/ask mean. DataField: pcr_vol_360 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 360 days in the future. DataField: pcr_vol_90 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 90 days in the future. DataField: 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: 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: pcr_vol_150 DataFieldDescription: Ratio of put volume to call volume on a stock's options with expiration 150 days in the future. DataField: forward_price_20 DataFieldDescription: Forward price at 20 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_270 DataFieldDescription: Price at which a stock's options with expiration 270 days in the future break even based on its recent bid/ask mean. DataField: 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: forward_price_120 DataFieldDescription: Forward price at 120 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put. DataField: 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: forward_price_90 DataFieldDescription: Forward price at 90 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_1080 DataFieldDescription: Price at which a stock's options with expiration 1080 days in the future break even based on its recent bid/ask mean. DataField: fnd6_cptnewqv1300_rectq DataFieldDescription: Receivables - Total DataField: fnd6_ivch DataFieldDescription: Increase in Investments DataField: fnd6_newqeventv110_drcq DataFieldDescription: Deferred Revenue - Current DataField: fnd6_newqeventv110_icaptq DataFieldDescription: Invested Capital - Total - Quarterly DataField: fnd6_drlt DataFieldDescription: Deferred Revenue - Long-term DataField: fnd6_newa1v1300_at DataFieldDescription: Assets - Total DataField: fnd6_cik DataFieldDescription: nonimportant technical code DataField: fnd6_newqeventv110_acoq DataFieldDescription: Current Assets - Other - Total DataField: fnd6_newqeventv110_setaq DataFieldDescription: Settlement (Litigation/Insurance) After-tax DataField: fnd6_newqv1300_acoq DataFieldDescription: Current Assets - Other - Total DataField: fnd6_fyrc DataFieldDescription: Unimportant technical code, please ignore for research purposes DataField: fnd6_newa1v1300_lo DataFieldDescription: Liabilities - Other - Total DataField: fnd6_newqeventv110_oepf12 DataFieldDescription: Earnings Per Share - Diluted - from Operations - 12MM DataField: fnd6_nis DataFieldDescription: Net Income (Loss) DataField: fnd6_newa1v1300_ap DataFieldDescription: Accounts Payable - Trade DataField: fnd6_newqv1300_xintq DataFieldDescription: Interest and Related Expense - Total DataField: fnd6_newqeventv110_spcep12 DataFieldDescription: S&P Core Earnings 12MM - Preliminary DataField: fnd6_adesinda_curcd DataFieldDescription: ISO Currency Code - Company Annual Market DataField: fnd6_cibegni DataFieldDescription: Comp Inc - Beginning Net Income DataField: fnd6_newqv1300_dlcq DataFieldDescription: Debt in Current Liabilities DataField: fnd6_newqv1300_loq DataFieldDescription: Liabilities - Other DataField: fnd6_dd1 DataFieldDescription: Long-Term Debt Due in 1 Year DataField: fnd6_newqv1300_spceepsp12 DataFieldDescription: S&P Core 12MM EPS - Basic - Preliminary DataField: fnd6_divd DataFieldDescription: Cash Dividends - Daily DataField: fnd6_newqeventv110_txdbaq DataFieldDescription: Deferred Tax Asset - Long Term DataField: fnd6_mrc4 DataFieldDescription: Rental Commitments - Minimum - 4th Year DataField: fnd6_fato DataFieldDescription: Plant, Property and Equipment at Cost - Other DataField: fnd6_newqeventv110_pncq DataFieldDescription: Core Pension Adjustment DataField: fnd6_mfma1_invch DataFieldDescription: Mortgages - Decrease (Increase) DataField: fnd6_newqv1300_lcoq DataFieldDescription: Current Liabilities - Other - Total 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: anl4_capex_std DataFieldDescription: Capital Expenditures - standard deviation of estimations DataField: anl4_netprofit_low DataFieldDescription: Net Profit - The Lowest Estimation DataField: anl4_netdebt_number DataFieldDescription: Net debt - Number of estimations DataField: anl4_qf_az_cfps_median DataFieldDescription: Cash Flow Per Share - Median value among forecasts DataField: anl4_gric_median DataFieldDescription: Gross income - median of estimations DataField: anl4_fcf_value DataFieldDescription: Free cash flow- announced financial value DataField: anl4_gric_high DataFieldDescription: Gross income - The highest estimation DataField: anl4_cff_mean DataFieldDescription: Cash Flow From Financing - mean of estimations DataField: previous_guidance_value_annual DataFieldDescription: The previous estimation of finanicial item DataField: gross_income_total DataFieldDescription: Gross Income value on an annual basis DataField: free_cash_flow_per_share DataFieldDescription: Free cash flow per share - actual financial value for the annual period DataField: anl4_afv4_median_eps DataFieldDescription: Earnings per share - median of estimations DataField: anl4_ady_numest DataFieldDescription: The number of forecasts counted in aggregation DataField: anl4_afv4_cfps_median DataFieldDescription: Cash Flow Per Share - Median value among forecasts for the annual frequency DataField: anl4_fsguidanceafv4_item DataFieldDescription: Financial item DataField: max_adjusted_funds_from_operations_adj_guidance DataFieldDescription: Adjusted funds from operation - Maximum guidance value DataField: anl4_epsa_flag DataFieldDescription: Earnings per share adjusted by excluding extraordinary items and stock option expenses - forecast type (revision/new/...) DataField: anl4_flag_erbfintax DataFieldDescription: Earnings before interest and taxes - forecast type (revision/new/...) DataField: anl4_detailltv4v104_est DataFieldDescription: Estimation value DataField: anl4_fsdtlestmtbscqv104_item DataFieldDescription: Financial item DataField: anl4_afv4_maxguidance DataFieldDescription: Max guidance value DataField: sales_estimate_median_value DataFieldDescription: Sales - Median value among forecasts DataField: est_tot_assets DataFieldDescription: Total Assets - mean of estimations DataField: anl4_fsguidanceqfv4_maxguidance DataFieldDescription: Max guidance value DataField: anl4_cfi_value DataFieldDescription: Cash Flow From Investing - announced financial value DataField: min_funds_from_operations_guidance DataFieldDescription: Funds from operation - minimum guidance value for annual period DataField: anl4_cuo1guidaf_item DataFieldDescription: Financial item DataField: anl4_norec DataFieldDescription: The number of brokers with no recommendation DataField: max_research_development_expense_guidance DataFieldDescription: The maximum guidance value for Research and Development Expense. DataField: anl4_qfv4_div_low DataFieldDescription: Dividend per share - The lowest estimation DataField: pv13_hierarchy_min52_513_sector DataFieldDescription: grouping fields DataField: pv13_rha2_min2_1000_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min20_top3000_513_sector DataFieldDescription: grouping fields DataField: pv13_rha2_min20_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min2_focused_only_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_sector DataFieldDescription: grouping fields DataField: pv13_rha2_min20_sector DataFieldDescription: grouping fields DataField: rel_num_comp DataFieldDescription: number of the instrument's competitors DataField: pv13_ustomergraphrank_auth_rank DataFieldDescription: the HITS authority score of customers DataField: pv13_hierarchy_min52_2k_513_sector DataFieldDescription: grouping fields DataField: pv13_4l_scibr DataFieldDescription: grouping fields DataField: pv13_r2_min10_3000_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy23_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min52_2k_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min20_3k_513_sector DataFieldDescription: grouping fields DataField: pv13_r2_min5_1000_sector DataFieldDescription: grouping fields DataField: pv13_h_min24_500_sector DataFieldDescription: Grouping fields for top 500 DataField: pv13_r2_liquid_min5_sector DataFieldDescription: grouping fields DataField: pv13_2l_scibr DataFieldDescription: grouping fields DataField: pv13_hierarchy_min20_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy2_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min51_f1_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min2_focused_only_513_sector DataFieldDescription: grouping fields DataField: pv13_h_min2_3000_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min10_top3000_513_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min5_sector DataFieldDescription: grouping fields DataField: pv13_hierarchy_min2_pureplay_only_sector DataFieldDescription: grouping fields DataField: pv13_r2_liquid_min2_sector DataFieldDescription: grouping fields DataField: pv13_h_min20_top3000_sector DataFieldDescription: grouping fields DataField: pv13_revere_index_cap DataFieldDescription: Company market capitalization DataField: implied_volatility_mean_180 DataFieldDescription: At-the-money option-implied volatility mean for 180 days DataField: implied_volatility_mean_150 DataFieldDescription: At-the-money option-implied volatility mean for 150 days DataField: implied_volatility_call_90 DataFieldDescription: At-the-money option-implied volatility for call Option for 90 days DataField: implied_volatility_mean_1080 DataFieldDescription: At-the-money option-implied volatility mean for 3 years DataField: implied_volatility_put_20 DataFieldDescription: At-the-money option-implied volatility for Put Option for 20 days DataField: implied_volatility_mean_skew_10 DataFieldDescription: At-the-money option-implied volatility mean skew for 10 days DataField: implied_volatility_mean_skew_360 DataFieldDescription: At-the-money option-implied volatility mean skew for 360 days DataField: implied_volatility_mean_skew_270 DataFieldDescription: At-the-money option-implied volatility mean skew for 270 days DataField: historical_volatility_20 DataFieldDescription: Close-to-close Historical volatility over 20 days DataField: implied_volatility_put_270 DataFieldDescription: At-the-money option-implied volatility for Put Option for 270 days DataField: implied_volatility_mean_skew_120 DataFieldDescription: At-the-money option-implied volatility mean skew for 120 days DataField: implied_volatility_mean_720 DataFieldDescription: At-the-money option-implied volatility mean for 720 days DataField: implied_volatility_put_360 DataFieldDescription: At-the-money option-implied volatility for Put Option for 360 days DataField: implied_volatility_call_120 DataFieldDescription: At-the-money option-implied volatility for call Option for 120 days DataField: implied_volatility_call_20 DataFieldDescription: At-the-money option-implied volatility for call Option for 20 days DataField: implied_volatility_mean_skew_60 DataFieldDescription: At-the-money option-implied volatility mean skew for 60 days DataField: implied_volatility_mean_20 DataFieldDescription: At-the-money option-implied volatility mean for 20 days DataField: implied_volatility_mean_270 DataFieldDescription: At-the-money option-implied volatility mean for 270 days DataField: historical_volatility_30 DataFieldDescription: Close-to-close Historical volatility over 30 days DataField: historical_volatility_150 DataFieldDescription: Close-to-close Historical volatility over 150 days DataField: historical_volatility_180 DataFieldDescription: Close-to-close Historical volatility over 180 days DataField: implied_volatility_call_1080 DataFieldDescription: At-the-money option-implied volatility for call option for 1080 days DataField: parkinson_volatility_60 DataFieldDescription: Parkinson model's historical volatility over 60 days DataField: implied_volatility_put_1080 DataFieldDescription: At-the-money option-implied volatility for Put Option for 3 years DataField: parkinson_volatility_20 DataFieldDescription: Parkinson model's historical volatility over 20 days DataField: implied_volatility_put_720 DataFieldDescription: At-the-money option-implied volatility for Put Option for 720 days DataField: implied_volatility_mean_30 DataFieldDescription: At-the-money option-implied volatility mean for 30 days DataField: implied_volatility_mean_skew_1080 DataFieldDescription: At-the-money option-implied volatility mean skew for 3 years DataField: implied_volatility_call_180 DataFieldDescription: At-the-money option-implied volatility for call Option for 180 days DataField: implied_volatility_mean_60 DataFieldDescription: At-the-money option-implied volatility mean for 60 days DataField: nws12_prez_maxdown DataFieldDescription: Percent change from the price at the time of the news to the after the news low DataField: nws12_afterhsz_result_vs_index DataFieldDescription: ((EODClose - TONLast) / TONLast) - ((SPYClose - SPYLast) / SPYLast) DataField: news_eod_low DataFieldDescription: Lowest price reached between the time of news and the end of the session DataField: news_spy_close DataFieldDescription: Price of SPY at close of session DataField: nws12_prez_1p DataFieldDescription: The minimum of L or S above for 1-minute bucket DataField: nws12_prez_eodlow DataFieldDescription: Lowest price reached between the time of news and the end of the session. DataField: nws12_mainz_vol_ratio DataFieldDescription: Curr_Vol / Mov_Vol DataField: nws12_afterhsz_57s DataFieldDescription: Number of minutes that elapsed before price went down 7.5 percentage points DataField: nws12_afterhsz_prevclose DataFieldDescription: Previous trading day's close price DataField: nws12_prez_spylast DataFieldDescription: Last Price of the SPY at the time of the news DataField: nws12_afterhsz_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_result2 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_allticks DataFieldDescription: Total number of ticks for the trading day DataField: news_atr14 DataFieldDescription: 14-day Average True Range DataField: nws12_mainz_eodvwap DataFieldDescription: Volume weighted average price between the time of news and the end of the session DataField: nws12_prez_maxup DataFieldDescription: Percent change from the price at the time of the news to the after the news high DataField: nws12_afterhsz_eodlow DataFieldDescription: Lowest price reached between the time of news and the end of the session DataField: nws12_afterhsz_newrecord DataFieldDescription: Tracks whether the news is first instance or a duplicate DataField: nws12_allz_provider DataFieldDescription: index of name of the news provider DataField: nws12_mainz_result_vs_index DataFieldDescription: ((EODClose - TONLast) / TONLast) - ((SPYClose - SPYLast) / SPYLast) DataField: news_mins_3_pct_dn DataFieldDescription: Number of minutes that elapsed before price went down 3 percentage points DataField: news_mins_5_chg DataFieldDescription: The minimum of L or S above for 5-minute bucket DataField: nws12_prez_newrecord DataFieldDescription: Tracks whether the news is the first instance or a duplicate DataField: news_max_up_amt DataFieldDescription: The after the news high minus the price at the time of the news DataField: nws12_prez_4l DataFieldDescription: Number of minutes that elapsed before price went up 4 percentage points DataField: nws12_afterhsz_90_min DataFieldDescription: The percent change in price in the first 90 minutes following the news release DataField: nws12_afterhsz_tonlast DataFieldDescription: Price at the time of news DataField: news_ton_last DataFieldDescription: Price at the time of news DataField: nws12_mainz_curr_vol DataFieldDescription: Current day's session volume DataField: nws12_prez_allvwap DataFieldDescription: Volume weighted average price of all sessions DataField: top1000 DataFieldDescription: 20140630 DataField: top200 DataFieldDescription: 20140630 DataField: top3000 DataFieldDescription: 20140630 DataField: top500 DataFieldDescription: 20140630 DataField: topsp500 DataFieldDescription: 20140630 DataField: rp_nip_technical DataFieldDescription: News impact projection based on technical analysis DataField: rp_nip_product DataFieldDescription: News impact projection of product and service-related news DataField: rp_css_insider DataFieldDescription: Composite sentiment score of insider trading news DataField: rp_css_credit DataFieldDescription: Composite sentiment score of credit news DataField: rp_ess_credit DataFieldDescription: Event sentiment score of credit news DataField: nws18_acb DataFieldDescription: News sentiment specializing in corporate action announcements DataField: rp_nip_mna DataFieldDescription: News impact projection of mergers and acquisitions-related news DataField: rp_nip_insider DataFieldDescription: News impact projection of insider trading news DataField: nws18_ghc_lna DataFieldDescription: Change in analyst recommendation DataField: rp_css_assets DataFieldDescription: Composite sentiment score of assets news DataField: nws18_nip DataFieldDescription: Degree of impact of the news DataField: rp_css_earnings DataFieldDescription: Composite sentiment score of earnings news DataField: rp_nip_ptg DataFieldDescription: News impact projection of price target news DataField: rp_nip_equity DataFieldDescription: News impact projection of equity action news DataField: nws18_sse DataFieldDescription: Sentiment of phrases impacting the company DataField: rp_ess_ratings DataFieldDescription: Event sentiment score of analyst ratings-related news DataField: rp_ess_credit_ratings DataFieldDescription: Event sentiment score of credit ratings news DataField: rp_css_revenue DataFieldDescription: Composite sentiment score of revenue news DataField: rp_ess_price DataFieldDescription: Event sentiment score of stock price news DataField: rp_css_inverstor DataFieldDescription: Composite sentiment score of investor relations news DataField: rp_ess_business DataFieldDescription: Event sentiment score of business-related news DataField: nws18_relevance DataFieldDescription: Relevance of news to the company DataField: rp_nip_inverstor DataFieldDescription: News impact projection of investor relations news DataField: rp_nip_ratings DataFieldDescription: News impact projection of analyst ratings-related news DataField: rp_css_business DataFieldDescription: Composite sentiment score of business-related news DataField: rp_nip_credit DataFieldDescription: News impact projection of credit news DataField: nws18_ssc DataFieldDescription: Sentiment of the news calculated using multiple techniques DataField: rp_ess_assets DataFieldDescription: Event sentiment score of assets news DataField: nws18_qep DataFieldDescription: News sentiment based on positive and negative words on global equity DataField: rp_ess_equity DataFieldDescription: Event sentiment score of equity action news DataField: fnd2_dbplanbnfol DataFieldDescription: 1) For defined benefit pension plans, the benefit obligation is the projected benefit obligation, which is the actuarial present value as of a date of all benefits attributed by the pension benefit formula to employee service rendered prior to that date. 2) For other postretirement defined benefit plans, the benefit obligation is the accumulated postretirement benefit obligation, which is the actuarial present value of benefits attributed to employee service rendered to a particular date. DataField: fnd2_dbplanepdfbnfpyfour DataFieldDescription: Amount of benefits from a defined benefit plan expected to be paid in the 4th 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_repurchased_shares_a DataFieldDescription: Number of shares that have been repurchased during the period. DataField: fn_op_lease_min_pay_due_in_3y_a DataFieldDescription: Amount of required minimum rental payments for operating leases having an initial or remaining non-cancelable lease term in excess of one year due in the 3rd fiscal year following the latest fiscal year. Excludes interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date. DataField: fnd2_dbplanepdfbnfpy5 DataFieldDescription: Amount of benefits from a defined benefit plan expected to be paid in 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_proceeds_from_issuance_of_debt_a DataFieldDescription: The cash inflow during the period from additional borrowings in aggregate debt. Includes proceeds from short-term and long-term debt. DataField: fn_debt_instrument_interest_rate_stated_percentage_q DataFieldDescription: Stated percentage of interest rate on debt DataField: fn_comp_non_opt_vested_q DataFieldDescription: The number of equity-based payment instruments, excluding stock (or unit) options, that vested during the reporting period. DataField: fn_oth_income_loss_net_of_tax_q DataFieldDescription: Amount after tax and reclassification adjustments of other comprehensive income (loss). DataField: fn_income_from_equity_investments_a DataFieldDescription: Income From Equity Method Investments DataField: fnd2_a_alsbcmpexrsus DataFieldDescription: Allocated Share-Based Compensation Expense, Restricted Stock Units DataField: fn_prepaid_expense_a DataFieldDescription: Carrying amount for an unclassified balance sheet date of expenditures made in advance of when the economic benefit of the cost will be realized, and which will be expensed in future periods with the passage of time or when a triggering event occurs. For a classified balance sheet, represents the noncurrent portion of prepaid expenses (the current portion has a separate concept). DataField: fnd2_q_atdlsecexfcepsastkos DataFieldDescription: Antidilutive Shares Excluded From Earnings Per Share Amount, Stock Options DataField: fnd2_unremittedfrer DataFieldDescription: Unremitted Foreign Earnings DataField: fnd2_dbplanepdfbnfp5ytherea DataFieldDescription: Amount of benefits from a defined benefit plan expected to be paid in the 5 fiscal years after 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_avg_diluted_sharesout_adj_a DataFieldDescription: The sum of dilutive potential common shares or units used in the calculation of the diluted per-share or per-unit computation. DataField: fnd2_dbplanchgbnfolintcst DataFieldDescription: Defined Benefit Plan Change In Benefit Obligation Interest Cost DataField: fnd2_a_dbplanintcst DataFieldDescription: The increase in a defined benefit pension plan's projected benefit obligation or a defined benefit postretirement plan's accumulated postretirement benefit obligation due to the passage of time. DataField: fnd2_dfdfeditxexp DataFieldDescription: Income Tax Expense, Deferred - Federal DataField: fn_profit_loss_q DataFieldDescription: The consolidated profit or loss for the period, net of income taxes, including the portion attributable to the noncontrolling interest. DataField: fn_accrued_liab_a DataFieldDescription: Carrying value as of the balance sheet date of obligations incurred and payable, pertaining to costs that are statutory in nature, are incurred on contractual obligations, or accumulate over time and for which invoices have not yet been received or will not be rendered. DataField: fnd2_a_flintasamt1expyfour 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 4th fiscal year following the latest fiscal year. Excludes interim and annual periods when interim periods are reported on a rolling approach, from latest balance sheet date. DataField: fnd2_currfedtxexp DataFieldDescription: Income Tax Expense, Current - Federal DataField: fn_liab_fair_val_l2_a DataFieldDescription: Liabilities Fair Value, Recurring, Level 2 DataField: fn_intangible_assets_accum_amort_q DataFieldDescription: Accumulated amount of amortization of assets, excluding financial assets and goodwill, lacking physical substance with a finite life. DataField: fn_unrecognized_tax_benefits_a DataFieldDescription: Amount of unrecognized tax benefits. DataField: fnd2_dfdtxastxdfdexprssaccrs DataFieldDescription: Amount before allocation of valuation allowances of deferred tax asset attributable to deductible temporary differences from reserves and accruals. DataField: fnd2_currstatelocaltxexp DataFieldDescription: Income Tax Expense, Current - State & Local DataField: fnd2_sbcpnshardpreops DataFieldDescription: Share-based compensation shares authorized under stock option plans exercise price range number of exercisable options DataField: fnd2_a_sbcpnshardustoprgps DataFieldDescription: Share-based compensation shares authorized under stock option plans exercise price range number of outstanding options 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 =======================================