Jack 2 months ago
parent f86465ccf9
commit ca6f284a44
  1. 171
      main.py
  2. 7838
      reference_fields/analyst4_data-fields.json
  3. 3818
      reference_fields/fundamental2_data-fields.json
  4. 10634
      reference_fields/fundamental6_data-fields.json
  5. 290
      reference_fields/model16_data-fields.json
  6. 194
      reference_fields/model51_data-fields.json
  7. 3866
      reference_fields/news12_data-fields.json
  8. 902
      reference_fields/news18_data-fields.json
  9. 770
      reference_fields/option8_data-fields.json
  10. 890
      reference_fields/option9_data-fields.json
  11. 2042
      reference_fields/pv13_data-fields.json
  12. 278
      reference_fields/pv1_data-fields.json
  13. 218
      reference_fields/socialmedia12_data-fields.json
  14. 26
      reference_fields/socialmedia8_data-fields.json
  15. 62
      reference_fields/univ1_data-fields.json

@ -6,57 +6,47 @@ import httpx
from httpx import BasicAuth from httpx import BasicAuth
class BrainLogin: class DataSetDownloader:
def __init__(self, credentials_file='account.txt'): def __init__(self):
self.credentials_file = credentials_file self.base_api_url = 'https://api.worldquantbrain.com'
self.client = None self.client = self.login()
self.brain_api_url = 'https://api.worldquantbrain.com'
def load_credentials(self):
if not os.path.exists(self.credentials_file):
print("未找到 account.txt 文件")
with open(self.credentials_file, 'w') as f:
f.write("")
print("account.txt 文件已创建,请填写账号密码, 格式: ['username', 'password']")
exit(1)
with open(self.credentials_file) as f:
credentials = eval(f.read())
return credentials[0], credentials[1]
def login(self): def login(self):
try: """登录并返回客户端实例"""
username, password = self.load_credentials() username, password = "jack0210_@hotmail.com", "!QAZ2wsx+0913"
self.client = httpx.Client(auth=BasicAuth(username, password)) client = httpx.Client(auth=BasicAuth(username, password))
response = self.client.post(f'{self.brain_api_url}/authentication') try:
response = client.post(f'{self.base_api_url}/authentication')
print(f"登录状态: {response.status_code}") print(f"登录状态: {response.status_code}")
if response.status_code in [200, 201]: if response.status_code in [200, 201]:
print("登录成功!") print("登录成功!")
print(f"账户信息: {response.json()}") return client
return self.client
else: else:
print(f"登录失败: {response.json()}") print(f"登录失败: {response.json()}")
return None return None
except Exception as e: except Exception as e:
print(f"登录过程中出现错误: {e}") print(f"登录过程中出现错误: {e}")
return None return None
def get_client(self): def _debug_response(self, endpoint, data_set_id, offset=0, limit=20):
return self.client """调试请求响应"""
print(f"\n=== 调试请求: {endpoint} ===")
url = f"{self.base_api_url}/{data_set_id}"
params = self._build_params(data_set_id, offset, limit)
response = self.client.get(url, params=params)
class DataSetDownloader: if response.status_code == 200:
def __init__(self, client): data = response.json()
self.client = client print(f"count: {data.get('count')}")
self.base_api_url = 'https://api.worldquantbrain.com' print(f"results 长度: {len(data.get('results', []))}")
print(f"响应键: {list(data.keys())}")
def debug_detailed_response(self, endpoint, data_set_id, offset, limit=20): def _build_params(self, data_set_id, offset=0, limit=50):
print(f"\n=== 调试请求: {endpoint} ===") """构建请求参数"""
url = f"{self.base_api_url}/{endpoint}" return {
params = {
'dataset.id': data_set_id, 'dataset.id': data_set_id,
'delay': 1, 'delay': 1,
'instrumentType': 'EQUITY', 'instrumentType': 'EQUITY',
@ -66,51 +56,38 @@ class DataSetDownloader:
'universe': 'TOP3000' 'universe': 'TOP3000'
} }
response = self.client.get(url, params=params) def _process_item(self, item):
"""处理单个数据项"""
if response.status_code == 200: return {
data = response.json() 'id': item.get('id', ''),
print(f"count: {data.get('count')}") 'description': item.get('description', ''),
print(f"results 长度: {len(data.get('results', []))}") 'dataset_id': item.get('dataset', {}).get('id', ''),
print(f"响应键: {list(data.keys())}") 'dataset_name': item.get('dataset', {}).get('name', ''),
'category_id': item.get('category', {}).get('id', ''),
'category_name': item.get('category', {}).get('name', ''),
'region': item.get('region', ''),
'delay': item.get('delay', ''),
'universe': item.get('universe', ''),
'type': item.get('type', '')
}
def process_data(self, raw_data): def _process_data(self, raw_data):
processed_data = [] """批量处理数据"""
return [self._process_item(item) for item in raw_data]
for item in raw_data:
processed_item = {
'id': item.get('id', ''),
'description': item.get('description', ''),
'dataset_id': item.get('dataset', {}).get('id', ''),
'dataset_name': item.get('dataset', {}).get('name', ''),
'category_id': item.get('category', {}).get('id', ''),
'category_name': item.get('category', {}).get('name', ''),
'region': item.get('region', ''),
'delay': item.get('delay', ''),
'universe': item.get('universe', ''),
'type': item.get('type', '')
}
processed_data.append(processed_item)
return processed_data
def download_data_set(self, endpoint, data_set_id): def download_data_set(self, endpoint, data_set_id):
output_dir = 'reference_fields' """下载数据集"""
if not os.path.exists(output_dir): # 检查登录状态
os.makedirs(output_dir) if not self.client:
print("❌ 客户端未初始化,无法下载数据")
return
self.debug_detailed_response(endpoint, data_set_id, offset=0, limit=20) # 调试请求
self._debug_response(endpoint, data_set_id, offset=0, limit=20)
# 获取数据总数
url = f"{self.base_api_url}/{endpoint}" url = f"{self.base_api_url}/{endpoint}"
params = { params = self._build_params(data_set_id, limit=1)
'dataset.id': data_set_id,
'delay': 1,
'instrumentType': 'EQUITY',
'limit': 1,
'offset': 0,
'region': 'USA',
'universe': 'TOP3000'
}
response = self.client.get(url, params=params) response = self.client.get(url, params=params)
data = response.json() data = response.json()
@ -122,24 +99,15 @@ class DataSetDownloader:
print("❌ 没有找到数据") print("❌ 没有找到数据")
return return
# 下载所有数据
limit = 50 limit = 50
all_data = [] all_data = []
print("🚀 开始下载数据...") print("🚀 开始下载数据...")
for offset in range(0, total_count, limit): for offset in range(0, total_count, limit):
sleep_time = random.uniform(1.0, 1.5) time.sleep(random.uniform(1.0, 1.5))
time.sleep(sleep_time)
params = {
'dataset.id': data_set_id,
'delay': 1,
'instrumentType': 'EQUITY',
'limit': limit,
'offset': offset,
'region': 'USA',
'universe': 'TOP3000'
}
params = self._build_params(data_set_id, offset, limit)
print(f"📥 下载进度: {offset}/{total_count} ({offset / total_count * 100:.1f}%)") print(f"📥 下载进度: {offset}/{total_count} ({offset / total_count * 100:.1f}%)")
try: try:
@ -151,7 +119,6 @@ class DataSetDownloader:
print(f"✅ 本页获取到 {len(results)} 条记录") print(f"✅ 本页获取到 {len(results)} 条记录")
all_data.extend(results) all_data.extend(results)
print(f"✅ 累计获取 {len(all_data)} 条记录")
if len(results) < limit: if len(results) < limit:
print("🎯 到达数据末尾") print("🎯 到达数据末尾")
@ -160,13 +127,21 @@ class DataSetDownloader:
print(f"❌ 请求失败: {response.status_code}") print(f"❌ 请求失败: {response.status_code}")
break break
time.sleep(random.uniform(1, 2))
except Exception as e: except Exception as e:
print(f"❌ 下载过程中出错: {e}") print(f"❌ 下载过程中出错: {e}")
break break
# 处理并保存数据
print("🔄 处理数据中...") print("🔄 处理数据中...")
processed_data = self.process_data(all_data) processed_data = self._process_data(all_data)
# 确保输出目录存在
output_dir = 'reference_fields'
os.makedirs(output_dir, exist_ok=True)
# 保存数据
output_file = os.path.join(output_dir, f"{data_set_id}_{endpoint}.json") output_file = os.path.join(output_dir, f"{data_set_id}_{endpoint}.json")
with open(output_file, 'w', encoding='utf-8') as f: with open(output_file, 'w', encoding='utf-8') as f:
json.dump(processed_data, f, ensure_ascii=False, indent=2) json.dump(processed_data, f, ensure_ascii=False, indent=2)
@ -174,22 +149,14 @@ class DataSetDownloader:
print(f"💾 处理后的数据已保存到: {output_file}") print(f"💾 处理后的数据已保存到: {output_file}")
print(f"🎉 总共处理了 {len(processed_data)} 条记录") print(f"🎉 总共处理了 {len(processed_data)} 条记录")
if processed_data:
print("\n📋 处理后数据示例:")
print(json.dumps(processed_data[0], indent=2, ensure_ascii=False))
if __name__ == "__main__": if __name__ == "__main__":
brain_login = BrainLogin() downloader = DataSetDownloader()
client = brain_login.login()
if client:
downloader = DataSetDownloader(client)
endpoint_list = ['data-sets', 'data-fields']
endpoint = endpoint_list[0]
data_set_id = 'analyst4'
if downloader.client:
# endpoint = 'data-sets'
endpoint = 'data-fields'
data_set_id = 'socialmedia8'
downloader.download_data_set(endpoint, data_set_id) downloader.download_data_set(endpoint, data_set_id)
else: else:
print("❌ 登录失败,无法下载数据") print("❌ 登录失败,无法下载数据")

File diff suppressed because it is too large Load Diff

File diff suppressed because it is too large Load Diff

File diff suppressed because it is too large Load Diff

@ -0,0 +1,290 @@
[
{
"id": "analyst_revision_rank_derivative",
"description": "Change in ranking for analyst revisions and momentum compared to previous period.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "cashflow_efficiency_rank_derivative",
"description": "Change in ranking for cash flow generation and profitability compared to previous period.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "composite_factor_score_derivative",
"description": "Change in overall composite factor score from the prior period.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "earnings_certainty_rank_derivative",
"description": "Change in ranking for earnings sustainability and certainty compared to previous period.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_bfl_growth",
"description": "The purpose of this metric is to qualify the expected MT growth potential of the stock.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_bfl_momentum",
"description": "The purpose of this metric is to identify stocks which are currently undergoing either up or downward analyst revisions.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_bfl_profitability",
"description": "The purpose of this metric is to rank stock based on their ability to generate cash flows.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_bfl_quality",
"description": "The purpose of this metric is to measure both the sustainability and certainty of earnings.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_bfl_surface",
"description": "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.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_bfl_surface_accel",
"description": "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?).",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_bfl_total",
"description": "The final score M-Score is a weighted average of both the Pentagon surface score and the Pentagon acceleration score.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_bfl_value",
"description": "The purpose of this metric is to see if the stock is under or overpriced given several well known valuation standards.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_growth",
"description": "The purpose of this metric is to qualify the expected MT growth potential of the stock.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_momentum",
"description": "The purpose of this metric is to identify stocks which are currently undergoing either up or downward analyst revisions.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_profitability",
"description": "The purpose of this metric is to rank stock based on their ability to generate cash flows.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_quality",
"description": "The purpose of this metric is to measure both the sustainability and certainty of earnings.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_surface",
"description": "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.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_surface_accel",
"description": "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?).",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_total",
"description": "The final score M-Score is a weighted average of both the Pentagon surface score and the Pentagon acceleration score.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "fscore_value",
"description": "The purpose of this metric is to see if the stock is under or overpriced given several well known valuation standards.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "growth_potential_rank_derivative",
"description": "Change in ranking for medium-term growth potential compared to previous period.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "multi_factor_acceleration_score_derivative",
"description": "Change in the acceleration of multi-factor score compared to previous period.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "multi_factor_static_score_derivative",
"description": "Change in static multi-factor score compared to previous period.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "relative_valuation_rank_derivative",
"description": "Change in ranking for valuation metrics compared to previous period.",
"dataset_id": "model16",
"dataset_name": "Fundamental Scores",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
}
]

@ -0,0 +1,194 @@
[
{
"id": "beta_last_30_days_spy",
"description": "Beta to SPY in 30 Days",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "beta_last_360_days_spy",
"description": "Beta to SPY in 360 Days",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "beta_last_60_days_spy",
"description": "Beta to SPY in 60 Days",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "beta_last_90_days_spy",
"description": "Beta to SPY in 90 Days",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "correlation_last_30_days_spy",
"description": "Correlation to SPY in 30 Days",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "correlation_last_360_days_spy",
"description": "Correlation to SPY in 360 Days",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "correlation_last_60_days_spy",
"description": "Correlation to SPY in 60 Days",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "correlation_last_90_days_spy",
"description": "Correlation to SPY in 90 Days",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "systematic_risk_last_30_days",
"description": "Systematic Risk Last 30 Days",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "systematic_risk_last_360_days",
"description": "Systematic Risk Last 360 Days",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "systematic_risk_last_60_days",
"description": "Systematic Risk Last 60 Days",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "systematic_risk_last_90_days",
"description": "Systematic Risk Last 90 Days",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "unsystematic_risk_last_30_days",
"description": "Unsystematic Risk Last 30 Days - Relative to SPY",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "unsystematic_risk_last_360_days",
"description": "Unsystematic Risk Last 360 Days - Relative to SPY",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "unsystematic_risk_last_60_days",
"description": "Unsystematic Risk Last 60 Days - Relative to SPY",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "unsystematic_risk_last_90_days",
"description": "Unsystematic Risk Last 90 Days - Relative to SPY",
"dataset_id": "model51",
"dataset_name": "Systematic Risk Metrics",
"category_id": "model",
"category_name": "Model",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
}
]

File diff suppressed because it is too large Load Diff

@ -0,0 +1,902 @@
[
{
"id": "nws18_acb",
"description": "News sentiment specializing in corporate action announcements",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "nws18_bam",
"description": "News sentiment specializing in mergers and acquisitions",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "nws18_bee",
"description": "News sentiment specializing in growth of earnings",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "nws18_ber",
"description": "News sentiment specializing in earnings result",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "nws18_event_relevance",
"description": "Relevance of the event to the story",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "nws18_event_similarity_days",
"description": "Days since a similar event was detected",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "nws18_ghc_lna",
"description": "Change in analyst recommendation",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "nws18_nip",
"description": "Degree of impact of the news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "nws18_qcm",
"description": "News sentiment of relevant news with high confidence",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "nws18_qep",
"description": "News sentiment based on positive and negative words on global equity",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "nws18_qmb",
"description": "News sentiment specializing in editorials on global markets",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "nws18_relevance",
"description": "Relevance of news to the company",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "nws18_ssc",
"description": "Sentiment of the news calculated using multiple techniques",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "nws18_sse",
"description": "Sentiment of phrases impacting the company",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "rp_css_assets",
"description": "Composite sentiment score of assets news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_business",
"description": "Composite sentiment score of business-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_credit",
"description": "Composite sentiment score of credit news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_credit_ratings",
"description": "Composite sentiment score of credit ratings news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_dividends",
"description": "Composite sentiment score of dividends news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_earnings",
"description": "Composite sentiment score of earnings news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_equity",
"description": "Composite sentiment score of equity action news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_insider",
"description": "Composite sentiment score of insider trading news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_inverstor",
"description": "Composite sentiment score of investor relations news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_labor",
"description": "Composite sentiment score of labor issues news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_legal",
"description": "Composite sentiment score of legal news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_marketing",
"description": "Composite sentiment score of marketing news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_mna",
"description": "Composite sentiment score of mergers and acquisitions-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_partner",
"description": "Composite sentiment score of partnership news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_price",
"description": "Composite sentiment score of stock price news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_product",
"description": "Composite sentiment score of product and service-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_ptg",
"description": "Composite sentiment score of price target news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_ratings",
"description": "Composite sentiment score of analyst ratings-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_revenue",
"description": "Composite sentiment score of revenue news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_society",
"description": "Composite sentiment score of society-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_css_technical",
"description": "Composite sentiment score based on technical analysis",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_assets",
"description": "Event sentiment score of assets news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_business",
"description": "Event sentiment score of business-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_credit",
"description": "Event sentiment score of credit news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_credit_ratings",
"description": "Event sentiment score of credit ratings news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_dividends",
"description": "Event sentiment score of dividends news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_earnings",
"description": "Event sentiment score of earnings news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_equity",
"description": "Event sentiment score of equity action news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_insider",
"description": "Event sentiment score of insider trading news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_labor",
"description": "Event sentiment score of labor issues news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_legal",
"description": "Event sentiment score of legal news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_mna",
"description": "Event sentiment score of mergers and acquisitions-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_partner",
"description": "Event sentiment score of partnership news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_price",
"description": "Event sentiment score of stock price news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_product",
"description": "Event sentiment score of product and service-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_ptg",
"description": "Event sentiment score of price target news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_ratings",
"description": "Event sentiment score of analyst ratings-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_revenue",
"description": "Event sentiment score of revenue news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_society",
"description": "Event sentiment score of society-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_ess_technical",
"description": "Event sentiment score based on technical analysis",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_assets",
"description": "News impact projection of assets news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_business",
"description": "News impact projection of business-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_credit",
"description": "News impact projection of credit news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_credit_ratings",
"description": "News impact projection of credit ratings news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_dividends",
"description": "News impact projection of dividends news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_earnings",
"description": "News impact projection of earnings news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_equity",
"description": "News impact projection of equity action news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_insider",
"description": "News impact projection of insider trading news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_inverstor",
"description": "News impact projection of investor relations news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_labor",
"description": "News impact projection of labor issues news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_legal",
"description": "News impact projection of legal news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_marketing",
"description": "News impact projection of marketing news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_mna",
"description": "News impact projection of mergers and acquisitions-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_partner",
"description": "News impact projection of partnership news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_price",
"description": "News impact projection of stock price news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_product",
"description": "News impact projection of product and service-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_ptg",
"description": "News impact projection of price target news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_ratings",
"description": "News impact projection of analyst ratings-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_revenue",
"description": "News impact projection of revenue news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_society",
"description": "News impact projection of society-related news",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "rp_nip_technical",
"description": "News impact projection based on technical analysis",
"dataset_id": "news18",
"dataset_name": "Ravenpack News Data",
"category_id": "news",
"category_name": "News",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
}
]

@ -0,0 +1,770 @@
[
{
"id": "historical_volatility_10",
"description": "Close-to-close Historical volatility over 10 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "historical_volatility_120",
"description": "Close-to-close Historical volatility over 120 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "historical_volatility_150",
"description": "Close-to-close Historical volatility over 150 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "historical_volatility_180",
"description": "Close-to-close Historical volatility over 180 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "historical_volatility_20",
"description": "Close-to-close Historical volatility over 20 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "historical_volatility_30",
"description": "Close-to-close Historical volatility over 30 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "historical_volatility_60",
"description": "Close-to-close Historical volatility over 60 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "historical_volatility_90",
"description": "Close-to-close Historical volatility over 90 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_call_10",
"description": "At-the-money option-implied volatility for call Option for 10 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_call_1080",
"description": "At-the-money option-implied volatility for call option for 1080 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_call_120",
"description": "At-the-money option-implied volatility for call Option for 120 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_call_150",
"description": "At-the-money option-implied volatility for call Option for 150 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_call_180",
"description": "At-the-money option-implied volatility for call Option for 180 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_call_20",
"description": "At-the-money option-implied volatility for call Option for 20 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_call_270",
"description": "At-the-money option-implied volatility for call Option for 270 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_call_30",
"description": "At-the-money option-implied volatility for call Option for 30 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_call_360",
"description": "At-the-money option-implied volatility for call Option for 360 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_call_60",
"description": "At-the-money option-implied volatility for call Option for 60 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_call_720",
"description": "At-the-money option-implied volatility for call Option for 720 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_call_90",
"description": "At-the-money option-implied volatility for call Option for 90 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_10",
"description": "At-the-money option-implied volatility mean for 10 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_1080",
"description": "At-the-money option-implied volatility mean for 3 years",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_120",
"description": "At-the-money option-implied volatility mean for 120 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_150",
"description": "At-the-money option-implied volatility mean for 150 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_180",
"description": "At-the-money option-implied volatility mean for 180 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_20",
"description": "At-the-money option-implied volatility mean for 20 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_270",
"description": "At-the-money option-implied volatility mean for 270 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_30",
"description": "At-the-money option-implied volatility mean for 30 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_360",
"description": "At-the-money option-implied volatility mean for 360 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_60",
"description": "At-the-money option-implied volatility mean for 60 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_720",
"description": "At-the-money option-implied volatility mean for 720 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_90",
"description": "At-the-money option-implied volatility mean for 90 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_skew_10",
"description": "At-the-money option-implied volatility mean skew for 10 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_skew_1080",
"description": "At-the-money option-implied volatility mean skew for 3 years",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_skew_120",
"description": "At-the-money option-implied volatility mean skew for 120 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_skew_150",
"description": "At-the-money option-implied volatility mean skew for 150 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_skew_180",
"description": "At-the-money option-implied volatility mean skew for 180 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_skew_20",
"description": "At-the-money option-implied volatility mean skew for 20 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_skew_270",
"description": "At-the-money option-implied volatility mean skew for 270 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_skew_30",
"description": "At-the-money option-implied volatility mean skew for 30 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_skew_360",
"description": "At-the-money option-implied volatility mean skew for 360 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_skew_60",
"description": "At-the-money option-implied volatility mean skew for 60 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_skew_720",
"description": "At-the-money option-implied volatility mean skew for 720 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_mean_skew_90",
"description": "At-the-money option-implied volatility mean skew for 90 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_put_10",
"description": "At-the-money option-implied volatility for Put Option for 10 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_put_1080",
"description": "At-the-money option-implied volatility for Put Option for 3 years",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_put_120",
"description": "At-the-money option-implied volatility for Put Option for 120 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_put_150",
"description": "At-the-money option-implied volatility for Put Option for 150 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_put_180",
"description": "At-the-money option-implied volatility for put option for 180 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_put_20",
"description": "At-the-money option-implied volatility for Put Option for 20 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_put_270",
"description": "At-the-money option-implied volatility for Put Option for 270 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_put_30",
"description": "At-the-money option-implied volatility for Put Option for 30 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_put_360",
"description": "At-the-money option-implied volatility for Put Option for 360 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_put_60",
"description": "At-the-money option-implied volatility for Put Option for 60 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_put_720",
"description": "At-the-money option-implied volatility for Put Option for 720 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "implied_volatility_put_90",
"description": "At-the-money option-implied volatility for Put Option for 90 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "parkinson_volatility_10",
"description": "Parkinson model's historical volatility over 2 weeks",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "parkinson_volatility_120",
"description": "Parkinson model's historical volatility over 120 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "parkinson_volatility_150",
"description": "Parkinson model's historical volatility over 150 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "parkinson_volatility_180",
"description": "Parkinson model's historical volatility over 180 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "parkinson_volatility_20",
"description": "Parkinson model's historical volatility over 20 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "parkinson_volatility_30",
"description": "Parkinson model's historical volatility over 30 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "parkinson_volatility_60",
"description": "Parkinson model's historical volatility over 60 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "parkinson_volatility_90",
"description": "Parkinson model's historical volatility over 90 days",
"dataset_id": "option8",
"dataset_name": "Volatility Data",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
}
]

@ -0,0 +1,890 @@
[
{
"id": "call_breakeven_10",
"description": "Price at which a stock's call options with expiration 10 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "call_breakeven_1080",
"description": "Price at which a stock's call options with expiration 1080 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "call_breakeven_120",
"description": "Price at which a stock's call options with expiration 120 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "call_breakeven_150",
"description": "Price at which a stock's call options with expiration 150 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "call_breakeven_180",
"description": "Price at which a stock's call options with expiration 180 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "call_breakeven_20",
"description": "Price at which a stock's call options with expiration 20 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "call_breakeven_270",
"description": "Price at which a stock's call options with expiration 270 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "call_breakeven_30",
"description": "Price at which a stock's call options with expiration 30 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "call_breakeven_360",
"description": "Price at which a stock's call options with expiration 360 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "call_breakeven_60",
"description": "Price at which a stock's call options with expiration 60 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "call_breakeven_720",
"description": "Price at which a stock's call options with expiration 720 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "call_breakeven_90",
"description": "Price at which a stock's call options with expiration 90 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "forward_price_10",
"description": "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.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "forward_price_1080",
"description": "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.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "forward_price_120",
"description": "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.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "forward_price_150",
"description": "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.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "forward_price_180",
"description": "Forward price at 180 days derived from a synthetic long option with payoff similar to long stock + option dynamics. combination of long ATM call, and short ATM put.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "forward_price_20",
"description": "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.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "forward_price_270",
"description": "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.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "forward_price_30",
"description": "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.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "forward_price_360",
"description": "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.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "forward_price_60",
"description": "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.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "forward_price_720",
"description": "Forward price at 720 days derived from a synthetic long option with payoff similar to long stock + option dynamics. Combination of long ATM call and short ATM put.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "forward_price_90",
"description": "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.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "option_breakeven_10",
"description": "Price at which a stock's options with expiration 10 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "option_breakeven_1080",
"description": "Price at which a stock's options with expiration 1080 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "option_breakeven_120",
"description": "Price at which a stock's options with expiration 120 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "option_breakeven_150",
"description": "Price at which a stock's options with expiration 150 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "option_breakeven_180",
"description": "Price at which a stock's options with expiration 180 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "option_breakeven_20",
"description": "Price at which a stock's options with expiration 20 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "option_breakeven_270",
"description": "Price at which a stock's options with expiration 270 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "option_breakeven_30",
"description": "Price at which a stock's options with expiration 30 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "option_breakeven_360",
"description": "Price at which a stock's options with expiration 360 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "option_breakeven_60",
"description": "Price at which a stock's options with expiration 60 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "option_breakeven_720",
"description": "Price at which a stock's options with expiration 720 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "option_breakeven_90",
"description": "Price at which a stock's options with expiration 90 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_oi_10",
"description": "Ratio of put open interest to call open interest on a stock's options with expiration 10 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_oi_1080",
"description": "Ratio of put open interest to call open interest on a stock's options with expiration 1080 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_oi_120",
"description": "Ratio of put open interest to call open interest on a stock's options with expiration 120 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_oi_150",
"description": "Ratio of put open interest to call open interest on a stock's options with expiration 150 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_oi_180",
"description": "Ratio of put open interest to call open interest on a stock's options with expiration 180 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_oi_20",
"description": "Ratio of put open interest to call open interest on a stock's options with expiration 20 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_oi_270",
"description": "Ratio of put open interest to call open interest on a stock's options with expiration 270 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_oi_30",
"description": "Ratio of put open interest to call open interest on a stock's options with expiration 30 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_oi_360",
"description": "Ratio of put open interest to call open interest on a stock's options with expiration 360 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_oi_60",
"description": "Ratio of put open interest to call open interest on a stock's options with expiration 60 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_oi_720",
"description": "Ratio of put open interest to call open interest on a stock's options with expiration 720 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_oi_90",
"description": "Ratio of put open interest to call open interest on a stock's options with expiration 90 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_oi_all",
"description": "Ratio of put open interest to call open interest for all maturities on stock's options.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_vol_10",
"description": "Ratio of put volume to call volume on a stock's options with expiration 10 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_vol_1080",
"description": "Ratio of put volume to call volume on a stock's options with expiration 1080 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_vol_120",
"description": "Ratio of put volume to call volume on a stock's options with expiration 120 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_vol_150",
"description": "Ratio of put volume to call volume on a stock's options with expiration 150 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_vol_180",
"description": "Ratio of put volume to call volume on a stock's options with expiration 180 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_vol_20",
"description": "Ratio of put volume to call volume on a stock's options with expiration 20 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_vol_270",
"description": "Ratio of put volume to call volume on a stock's options with expiration 270 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_vol_30",
"description": "Ratio of put volume to call volume on a stock's options with expiration 30 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_vol_360",
"description": "Ratio of put volume to call volume on a stock's options with expiration 360 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_vol_60",
"description": "Ratio of put volume to call volume on a stock's options with expiration 60 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_vol_720",
"description": "Ratio of put volume to call volume on a stock's options with expiration 720 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_vol_90",
"description": "Ratio of put volume to call volume on a stock's options with expiration 90 days in the future.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "pcr_vol_all",
"description": "Ratio of put volume to call volume for all maturities on stock's options.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "put_breakeven_10",
"description": "Price at which a stock's put options with expiration 10 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "put_breakeven_1080",
"description": "Price at which a stock's put options with expiration 1080 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "put_breakeven_120",
"description": "Price at which a stock's put options with expiration 120 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "put_breakeven_150",
"description": "Price at which a stock's put options with expiration 150 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "put_breakeven_180",
"description": "Price at which a stock's put options with expiration 180 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "put_breakeven_20",
"description": "Price at which a stock's put options with expiration 20 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "put_breakeven_270",
"description": "Price at which a stock's put options with expiration 270 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "put_breakeven_30",
"description": "Price at which a stock's put options with expiration 30 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "put_breakeven_360",
"description": "Price at which a stock's put options with expiration 360 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "put_breakeven_60",
"description": "Price at which a stock's put options with expiration 60 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "put_breakeven_720",
"description": "Price at which a stock's put options with expiration 720 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "put_breakeven_90",
"description": "Price at which a stock's put options with expiration 90 days in the future break even based on its recent bid/ask mean.",
"dataset_id": "option9",
"dataset_name": "Options Analytics",
"category_id": "option",
"category_name": "Option",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
}
]

File diff suppressed because it is too large Load Diff

@ -0,0 +1,278 @@
[
{
"id": "adv20",
"description": "Average daily volume in past 20 days",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "cap",
"description": "Daily market capitalization (in millions)",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "close",
"description": "Daily close price",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "country",
"description": "Country grouping",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "GROUP"
},
{
"id": "currency",
"description": "Currency",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "GROUP"
},
{
"id": "cusip",
"description": "CUSIP Value",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "SYMBOL"
},
{
"id": "dividend",
"description": "Dividend",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "exchange",
"description": "Exchange grouping",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "GROUP"
},
{
"id": "high",
"description": "Daily high price",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "industry",
"description": "Industry grouping",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "GROUP"
},
{
"id": "isin",
"description": "ISIN Value",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "SYMBOL"
},
{
"id": "low",
"description": "Daily low price",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "market",
"description": "Market grouping",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "GROUP"
},
{
"id": "open",
"description": "Daily open price",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "returns",
"description": "Daily returns",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "sector",
"description": "Sector grouping",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "GROUP"
},
{
"id": "sedol",
"description": "Sedol",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "SYMBOL"
},
{
"id": "sharesout",
"description": "Daily outstanding shares (in millions)",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "split",
"description": "Stock split ratio",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "subindustry",
"description": "Subindustry grouping",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "GROUP"
},
{
"id": "ticker",
"description": "Ticker",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "SYMBOL"
},
{
"id": "volume",
"description": "Daily volume",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "vwap",
"description": "Daily volume weighted average price",
"dataset_id": "pv1",
"dataset_name": "Price Volume Data for Equity",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
}
]

@ -0,0 +1,218 @@
[
{
"id": "scl12_alltype_buzzvec",
"description": "sentiment volume",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "scl12_alltype_sentvec",
"description": "sentiment",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "scl12_alltype_typevec",
"description": "instrument type index",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "scl12_buzz",
"description": "relative sentiment volume",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "scl12_buzz_fast_d1",
"description": "relative sentiment volume",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "scl12_buzzvec",
"description": "sentiment volume",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "scl12_sentiment",
"description": "sentiment",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "scl12_sentiment_fast_d1",
"description": "sentiment",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "scl12_sentvec",
"description": "sentiment",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "scl12_typevec",
"description": "instrument type index",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "VECTOR"
},
{
"id": "snt_buzz",
"description": "negative relative sentiment volume, fill nan with 0",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "snt_buzz_bfl",
"description": "negative relative sentiment volume, fill nan with 1",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "snt_buzz_bfl_fast_d1",
"description": "negative relative sentiment volume, fill nan with 1",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "snt_buzz_fast_d1",
"description": "negative relative sentiment volume, fill nan with 0",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "snt_buzz_ret",
"description": "negative return of relative sentiment volume",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "snt_buzz_ret_fast_d1",
"description": "negative return of relative sentiment volume",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "snt_value",
"description": "negative sentiment, fill nan with 0",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "snt_value_fast_d1",
"description": "negative sentiment, fill nan with 0",
"dataset_id": "socialmedia12",
"dataset_name": "Sentiment Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
}
]

@ -0,0 +1,26 @@
[
{
"id": "snt_social_value",
"description": "Z score of sentiment",
"dataset_id": "socialmedia8",
"dataset_name": "Social Media Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
},
{
"id": "snt_social_volume",
"description": "Normalized tweet volume",
"dataset_id": "socialmedia8",
"dataset_name": "Social Media Data for Equity",
"category_id": "socialmedia",
"category_name": "Social Media",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "MATRIX"
}
]

@ -0,0 +1,62 @@
[
{
"id": "top1000",
"description": "20140630",
"dataset_id": "univ1",
"dataset_name": "Universe Dataset",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "UNIVERSE"
},
{
"id": "top200",
"description": "20140630",
"dataset_id": "univ1",
"dataset_name": "Universe Dataset",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "UNIVERSE"
},
{
"id": "top3000",
"description": "20140630",
"dataset_id": "univ1",
"dataset_name": "Universe Dataset",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "UNIVERSE"
},
{
"id": "top500",
"description": "20140630",
"dataset_id": "univ1",
"dataset_name": "Universe Dataset",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "UNIVERSE"
},
{
"id": "topsp500",
"description": "20140630",
"dataset_id": "univ1",
"dataset_name": "Universe Dataset",
"category_id": "pv",
"category_name": "Price Volume",
"region": "USA",
"delay": 1,
"universe": "TOP3000",
"type": "UNIVERSE"
}
]
Loading…
Cancel
Save