[ { "id": "news_all_vwap", "description": "Volume weighted average price of all sessions", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_atr14", "description": "14-day Average True Range", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_atr_ratio", "description": "Ratio of today's range to 20-day average true range", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_cap", "description": "Reported market capitalization for the calendar day of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_close_vol", "description": "Main close volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_curr_vol", "description": "Current day's session volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_dividend_yield", "description": "Annual yield", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_eod_close", "description": "Close price of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_eod_high", "description": "Highest price reached between the time of news and the end of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_eod_low", "description": "Lowest price reached between the time of news and the end of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_eod_vwap", "description": "Volume weighted average price between the time of news and the end of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_eps_actual", "description": "The actual Earnings Per Share value that was conveyed by the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_high_exc_stddev", "description": "(EODHigh - TONLast)/StdDev, where StdDev is one standard deviation for the close price for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_indx_perf", "description": "((EODClose - TONLast) / TONLast) - ((SPYClose - SPYLast) / SPYLast)", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_low_exc_stddev", "description": "(TONLast - EODLow) / StdDev, where StdDev is one standard deviation for the close price for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_ls", "description": "Whether a long or short position would have been more advantageous: If (EODHigh - Last) > (Last - EODLow) Then LS = 1; If (EODHigh - Last) = (Last - EODLow) Then LS= 0; If (EODHigh - Last) < (Last - EODLow) Then LS = -1.", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_main_vwap", "description": "Main session volume weighted average price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_max_dn_amt", "description": "The price at the time of the news minus the after the news low", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_max_dn_ret", "description": "Percent change from the price at the time of the news to the after the news low", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_max_up_amt", "description": "The after the news high minus the price at the time of the news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_max_up_ret", "description": "Percent change from the price at the time of the news to the after the news high", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_10_chg", "description": "The minimum of L or S above for 10-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_10_pct_dn", "description": "Number of minutes that elapsed before price went down 10 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_10_pct_up", "description": "Number of minutes that elapsed before price went up 10 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_1_chg", "description": "The minimum of L or S above for 1-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_1_pct_dn", "description": "Number of minutes that elapsed before price went down 1 percentage point", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_1_pct_up", "description": "Number of minutes that elapsed before price went up 1 percentage point", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_20_chg", "description": "The minimum of L or S above for 20-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_20_pct_dn", "description": "Number of minutes that elapsed before price went down 20 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_20_pct_up", "description": "Number of minutes that elapsed before price went up 20 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_2_chg", "description": "The minimum of L or S above for 2-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_2_pct_dn", "description": "Number of minutes that elapsed before price went down 2 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_2_pct_up", "description": "Number of minutes that elapsed before price went up 2 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_3_chg", "description": "The minimum of L or S above for 3-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_3_pct_dn", "description": "Number of minutes that elapsed before price went down 3 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_3_pct_up", "description": "Number of minutes that elapsed before price went up 3 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_4_chg", "description": "The minimum of L or S above for 4-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_4_pct_dn", "description": "Number of minutes that elapsed before price went down 4 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_4_pct_up", "description": "Number of minutes that elapsed before price went up 4 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_5_chg", "description": "The minimum of L or S above for 5-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_5_pct_dn", "description": "Number of minutes that elapsed before price went down 5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_5_pct_up", "description": "Number of minutes that elapsed before price went up 5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_7_5_chg", "description": "The minimum of L or S above for 7.5-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_7_5_pct_dn", "description": "Number of minutes that elapsed before price went down 7.5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mins_7_5_pct_up", "description": "Number of minutes that elapsed before price went up 7.5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_mov_vol", "description": "30 day moving average session volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_open", "description": "Price at the session open", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_open_gap", "description": "(DayOpen - PrevClose) / PrevClose", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_open_vol", "description": "Main open volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_pct_10min", "description": "The percent change in price in the first 10 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_pct_120min", "description": "The percent change in price in the first 120 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_pct_1min", "description": "The percent change in price in the first minute following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_pct_30min", "description": "The percent change in price in the first 30 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_pct_30sec", "description": "The percent change in price in the 30 seconds following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_pct_5_min", "description": "The percent change in price in the first 5 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_pct_60min", "description": "The percent change in price in the first 60 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_pct_90min", "description": "The percent change in price in the first 90 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_pe_ratio", "description": "Reported price-to-earnings ratio for the calendar day of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_post_vwap", "description": "Post-session volume-weighted average price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_pre_vwap", "description": "Pre-session volume weighted average price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_prev_close", "description": "Previous trading day's close price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_prev_day_ret", "description": "Percent change between the previous day's open and close", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_prev_vol", "description": "Previous day's session volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_range_stddev", "description": "(RangeAmt - AvgRange) / RangeStdDev, where AvgRange is the average of the daily range, and RangeStdDev is one standard deviation for the daily range, both for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_ratio_vol", "description": "Curr_Vol / Mov_Vol", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_session_range", "description": "Session High Price - Session Low Price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_session_range_pct", "description": "(Session High Price - Session Low Price) / Session Low Price.", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_short_interest", "description": "Total number of shares sold short divided by total number of shares outstanding", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_spy_close", "description": "Price of SPY at close of session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_spy_last", "description": "Last Price of the SPY at the time of the news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_ton_high", "description": "Highest price reached during the session before the time of news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_ton_last", "description": "Price at the time of news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_ton_low", "description": "Lowest price reached during the session before the time of the news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_tot_ticks", "description": "Total number of ticks for the trading day", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "news_vol_stddev", "description": "(CurrentVolume - AvgVol)/VolStDev, where AvgVol is the average of the daily volume, and VolStdDev is one standard deviation for the daily volume, both for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "MATRIX" }, { "id": "nws12_afterhsz_01l", "description": "Number of minutes that elapsed before price went up 10 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_01p", "description": "The minimum of L or S above for 10 minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_01s", "description": "Number of minutes that elapsed before price went down 10 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_02l", "description": "Number of minutes that elapsed before price went up 20 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_02p", "description": "The minimum of L or S above for 20-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_02s", "description": "Number of minutes that elapsed before price went down 20 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_10_min", "description": "The percent change in price in the first 10 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_120_min", "description": "The percent change in price in the first 120 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_1_minute", "description": "The percent change in price in the first minute following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_1l", "description": "Number of minutes that elapsed before price went up 1 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_1p", "description": "The minimum of L or S above for 1-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_1s", "description": "Number of minutes that elapsed before price went down 1 percentage point", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_2l", "description": "Number of minutes that elapsed before price went up 2 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_2p", "description": "The minimum of L or S above for 2-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_2s", "description": "Number of minutes that elapsed before price went down 2 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_30_min", "description": "The percent change in price in the first 30 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_3l", "description": "Number of minutes that elapsed before price went up 3 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_3p", "description": "The minimum of L or S above for 3-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_3s", "description": "Number of minutes that elapsed before price went down 3 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_41rta", "description": "14-day Average True Range", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_4l", "description": "Number of minutes that elapsed before price went up 4 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_4p", "description": "The minimum of L or S above for 4-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_4s", "description": "Number of minutes that elapsed before price went down 4 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_57l", "description": "Number of minutes that elapsed before price went up 7.5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_57p", "description": "The minimum of L or S above for 7.5-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_57s", "description": "Number of minutes that elapsed before price went down 7.5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_5_min", "description": "The percent change in price in the first 5 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_5l", "description": "Number of minutes that elapsed before price went up 5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_5p", "description": "The minimum of L or S above for 5-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_5s", "description": "Number of minutes that elapsed before price went down 5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_60_min", "description": "The percent change in price in the first 60 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_90_min", "description": "The percent change in price in the first 90 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_allticks", "description": "Total number of ticks for the trading day", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_atrratio", "description": "Ratio of Today Range to 20-day average true range", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_close_vol", "description": "Main close volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_curr_vol", "description": "Current day's session volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_dayopen", "description": "Price at the session open", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_div_y", "description": "Annual yield", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_eodclose", "description": "Close price of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_eodhigh", "description": "Highest price reached between the time of news and the end of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_eodlow", "description": "Lowest price reached between the time of news and the end of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_eodvwap", "description": "volume weighted average price between the time of news and the end of the session.", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_epsactual", "description": "The actual Earnings Per Share value that was conveyed by the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_highexcstddev", "description": "(EODHigh - TONLast)/StdDev, where StdDev is one standard deviation for the close price for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_lowexcstddev", "description": "(TONLast - EODLow) / StdDev, where StdDev is one standard deviation for the close price for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_mainvwap", "description": "Main session volume weighted average price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_maxdnamt", "description": "The price at the time of the news minus the after the news low", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_maxdown", "description": "Percent change from the price at the time of the news to the after the news low", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_maxup", "description": "Percent change from the price at the time of the news to the after the news high", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_maxupamt", "description": "The after the news high minus the price at the time of the news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_mktcap", "description": "Reported market capitalization for the calendar day of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_mov_vol", "description": "30-day moving average session volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_newrecord", "description": "Tracks whether the news is first instance or a duplicate", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_newssess", "description": "Index of the session in which the news was reported", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_open_vol", "description": "Main open volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_opengap", "description": "(DayOpen - PrevClose) / PrevClose.", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_peratio", "description": "Reported price to earnings ratio for the calendar day of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_postvwap", "description": "Post-session volume weighted average price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_prev_vol", "description": "Previous day's session volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_prevclose", "description": "Previous trading day's close price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_prevday", "description": "Percent change between the previous day's open and close", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_prevwap", "description": "Pre session volume weighted average price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_provider", "description": "index of name of the news provider", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_range", "description": "Session High Price - Session Low Price) / Session Low Price.", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_rangeamt", "description": "Session High Price - Session Low Price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_rangestddev", "description": "(RangeAmt - AvgRange) / RangeStdDev, where AvgRange is the average of the daily range, and RangeStdDev is one standard deviation for the daily range, both for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_reportsess", "description": "Index of Session on which the spreadsheet is reporting", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_result1", "description": "Percent change between the price at the time of the news release to the price at the close of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_result2", "description": "Percent change between the price at the time of the news release to the price at the close of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_result_vs_index", "description": "((EODClose - TONLast) / TONLast) - ((SPYClose - SPYLast) / SPYLast)", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_short_interest", "description": "Total number of shares sold short divided by total number of shares outstanding", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_sl", "description": "Whether a long or short position would have been more advantageous: If (EODHigh - Last) > (Last - EODLow) Then LS = 1; If (EODHigh - Last) = (Last - EODLow) Then LS = 0; If (EODHigh - Last) < (Last - EODLow) Then LS = -1.", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_spyclose", "description": "Price of SPY at close of session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_spylast", "description": "Last Price of the SPY at the time of the news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_tonhigh", "description": "Highest price reached during the session before the time of news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_tonlast", "description": "Price at the time of news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_tonlow", "description": "Lowest price reached during the session before the time of the news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_vol_ratio", "description": "Curr_Vol / Mov_Vol", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_afterhsz_volstddev", "description": "(CurrentVolume - AvgVol)/VolStDev, where AvgVol is the average of the daily volume, and VolStdDev is one standard deviation for the daily volume, both for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_allz_newrecord", "description": "Tracks whether the news is first instance or a duplicate", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_allz_newssess", "description": "Index of session in which the news was reported", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_allz_provider", "description": "index of name of the news provider", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_allz_reportsess", "description": "Index of Session on which the spreadsheet is reporting", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_allz_result1", "description": "Percent change between the price at the time of the news release and the price at the close of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_allz_result2", "description": "Percent change between the price at the time of the news release and the price at the close of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_01l", "description": "Number of minutes that elapsed before price went up 10 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_01p", "description": "The minimum of L or S above for 10-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_01s", "description": "Number of minutes that elapsed before price went down 10 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_02l", "description": "Number of minutes that elapsed before price went up 20 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_02p", "description": "The minimum of L or S above for 20-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_02s", "description": "Number of minutes that elapsed before price went down 20 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_10_min", "description": "The percent change in price in the first 10 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_120_min", "description": "The percent change in price in the first 120 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_1_minute", "description": "The percent change in price in the first minute following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_1l", "description": "Number of minutes that elapsed before price went up 1 percentage point", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_1p", "description": "The minimum of L or S above for 1-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_1s", "description": "Number of minutes that elapsed before price went down 1 percentage point", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_2l", "description": "Number of minutes that elapsed before price went up 2 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_2p", "description": "The minimum of L or S above for 2 minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_2s", "description": "Number of minutes that elapsed before price went down 2 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_30_min", "description": "The percent change in price in the first 30 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_30_seconds", "description": "The percent change in price in the 30 seconds following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_3l", "description": "Number of minutes that elapsed before price went up 3 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_3p", "description": "The minimum of L or S above for 3-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_3s", "description": "Number of minutes that elapsed before price went down 3 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_41rta", "description": "14-day Average True Range", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_4l", "description": "Number of minutes that elapsed before price went up 4 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_4p", "description": "The minimum of L or S above for 4 minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_4s", "description": "Number of minutes that elapsed before price went down 4 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_57l", "description": "Number of minutes that elapsed before price went up 7.5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_57p", "description": "The minimum of L or S above for 7.5-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_57s", "description": "Number of minutes that elapsed before price went down 7.5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_5_min", "description": "The percent change in price in the first 5 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_5l", "description": "Number of minutes that elapsed before price went up 5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_5p", "description": "The minimum of L or S above for 5-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_5s", "description": "Number of minutes that elapsed before price went down 5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_60_min", "description": "The percent change in price in the first 60 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_90_min", "description": "The percent change in price in the first 90 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_allticks", "description": "Total number of ticks for the trading day", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_allvwap", "description": "Volume weighted average price of all sessions", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_atrratio", "description": "Ratio of Today Range to 20-day average true range", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_close_vol", "description": "Main close volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_curr_vol", "description": "Current day's session volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_dayopen", "description": "Price at the session open", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_div_y", "description": "Annual yield", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_eodclose", "description": "Close price of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_eodhigh", "description": "Highest price reached between the time of news and the end of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_eodlow", "description": "Lowest price reached between the time of news and the end of the session.", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_eodvwap", "description": "Volume weighted average price between the time of news and the end of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_epsactual", "description": "The actual Earnings Per Share value that was conveyed by the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_highexcstddev", "description": "(EODHigh - TONLast)/StdDev, where StdDev is one standard deviation for the close price for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_lowexcstddev", "description": "(TONLast - EODLow)/StdDev, where StdDev is one standard deviation for the close price for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_mainvwap", "description": "Main session volume weighted average price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_maxdnamt", "description": "The price at the time of the news minus the after the news low", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_maxdown", "description": "Percent change from the price at the time of the news to the after-the-news low", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_maxup", "description": "Percent change from the price at the time of the news to the after the news high", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_maxupamt", "description": "The after-the-news high minus the price at the time of the news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_mktcap", "description": "Reported market capitalization for the calendar day of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_mov_vol", "description": "30-day moving average session volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_newrecord", "description": "Tracks whether the news is first instance or a duplicate", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_newssess", "description": "Index of session in which the news was reported", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_open_vol", "description": "Main open volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_opengap", "description": "(DayOpen - PrevClose) / PrevClose", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_peratio", "description": "Reported price-to-earnings ratio for the calendar day of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_postvwap", "description": "Post session volume weighted average price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_prev_vol", "description": "Previous day's session volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_prevclose", "description": "Previous trading day's close price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_prevday", "description": "Percent change between the previous day's open and close", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_prevwap", "description": "Pre session volume weighted average price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_provider", "description": "index of name of the news provider", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_range", "description": "Session High Price - Session Low Price) / Session Low Price.", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_rangeamt", "description": "Session High Price - Session Low Price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_rangestddev", "description": "(RangeAmt-AvgRange)/RangeStdDev, where AvgRange is the average of the daily range, and RangeStdDev is one standard deviation for the daily range, both for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_reportsess", "description": "Index of Session on which the spreadsheet is reporting", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_result1", "description": "Percent change between the price at the time of the news release and the price at the close of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_result2", "description": "Percent change between the price at the time of the news release to the price at the close of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_result_vs_index", "description": "((EODClose - TONLast) / TONLast) - ((SPYClose - SPYLast) / SPYLast)", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_short_interest", "description": "Total number of shares sold short divided by total number of shares outstanding", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_sl", "description": "Whether a long or short position would have been more advantageous: If (EODHigh - Last) > (Last - EODLow) Then LS = 1; If (EODHigh - Last) = (Last - EODLow) Then LS = 0; If (EODHigh - Last) < (Last - EODLow) Then LS = -1.", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_spyclose", "description": "Price of SPY at close of session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_spylast", "description": "Last Price of the SPY at the time of the news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_tonhigh", "description": "Highest price reached during the session before the time of news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_tonlast", "description": "Price at the time of news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_tonlow", "description": "Lowest price reached during the session before the time of the news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_vol_ratio", "description": "Curr_Vol / Mov_Vol", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_mainz_volstddev", "description": "(CurrentVolume - AvgVol)/VolStDev, where AvgVol is the average of the daily volume, and VolStdDev is one standard deviation for the daily volume, both for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_01l", "description": "Number of minutes that elapsed before price went up 10 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_01p", "description": "The minimum of L or S above for 10-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_01s", "description": "Number of minutes that elapsed before price went down 10 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_02l", "description": "Number of minutes that elapsed before price went up 20 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_02p", "description": "The minimum of L or S above for 20-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_02s", "description": "Number of minutes that elapsed before price went down 20 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_10_min", "description": "The percent change in price in the first 10 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_120_min", "description": "The percent change in price in the first 120 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_1_minute", "description": "The percent change in price in the first minute following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_1l", "description": "Number of minutes that elapsed before price went up 1 percentage point", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_1p", "description": "The minimum of L or S above for 1-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_1s", "description": "Number of minutes that elapsed before price went down 1 percentage point", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_2l", "description": "Number of minutes that elapsed before price went up 2 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_2p", "description": "The minimum of L or S above for 2-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_2s", "description": "Number of minutes that elapsed before price went down 2 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_30_min", "description": "The percent change in price in the first 30 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_30_seconds", "description": "The percent change in price in the 30 seconds following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_3l", "description": "Number of minutes that elapsed before price went up 3 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_3p", "description": "The minimum of L or S above for 3-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_3s", "description": "Number of minutes that elapsed before price went down 3 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_41rta", "description": "Fourteen-day Average True Range", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_4l", "description": "Number of minutes that elapsed before price went up 4 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_4p", "description": "The minimum of L or S above for 4-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_4s", "description": "Number of minutes that elapsed before price went down 4 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_57l", "description": "Number of minutes that elapsed before price went up 7.5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_57p", "description": "The minimum of L or S above for 7.5-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_57s", "description": "Number of minutes that elapsed before price went down 7.5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_5_min", "description": "The percent change in price in the first 5 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_5l", "description": "Number of minutes that elapsed before price went up 5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_5p", "description": "The minimum of L or S above for 5-minute bucket", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_5s", "description": "Number of minutes that elapsed before price went down 5 percentage points", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_60_min", "description": "The percent change in price in the first 60 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_90_min", "description": "The percent change in price in the first 90 minutes following the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_allticks", "description": "Total number of ticks for the trading day", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_allvwap", "description": "Volume weighted average price of all sessions", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_atrratio", "description": "Ratio of Today Range to 20-day average true range", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_close_vol", "description": "Main close volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_curr_vol", "description": "Current day's session volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_dayopen", "description": "Price at the session open", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_div_y", "description": "Annual yield", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_eodclose", "description": "Close price of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_eodhigh", "description": "Highest price reached between the time of news and the end of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_eodlow", "description": "Lowest price reached between the time of news and the end of the session.", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_eodvwap", "description": "Volume-weighted average price between the time of news and the end of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_epsactual", "description": "The actual Earnings Per Share value that was conveyed by the news release", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_highexcstddev", "description": "(EODHigh - TONLast)/StdDev, where StdDev is one standard deviation for the close price for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_lowexcstddev", "description": "(TONLast - EODLow)/StdDev, where StdDev is one standard deviation for the close price for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_mainvwap", "description": "Main session volume-weighted average price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_maxdnamt", "description": "The price at the time of the news minus the after the news low", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_maxdown", "description": "Percent change from the price at the time of the news to the after the news low", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_maxup", "description": "Percent change from the price at the time of the news to the after the news high", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_maxupamt", "description": "The after-the-news high minus the price at the time of the news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_mktcap", "description": "Reported market capitalization for the calendar day of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_mov_vol", "description": "30-day moving average session volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_newrecord", "description": "Tracks whether the news is the first instance or a duplicate", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_newssess", "description": "Index of session in which the news was reported", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_open_vol", "description": "Main open volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_opengap", "description": "(DayOpen - PrevClose) / PrevClose.", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_peratio", "description": "Reported price to earnings ratio for the calendar day of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_postvwap", "description": "Post-session volume-weighted average price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_prev_vol", "description": "Previous day's session volume", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_prevclose", "description": "Previous trading day's close price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_prevday", "description": "Percent change between the previous day's open and close", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_prevwap", "description": "Pre-session volume weighted average price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_provider", "description": "index of name of the news provider", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_range", "description": "Session High Price - Session Low Price) / Session Low Price.", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_rangeamt", "description": "Session High Price - Session Low Price", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_rangestddev", "description": "(RangeAmt-AvgRange)/RangeStdDev, where AvgRange is the average of the daily range, and RangeStdDev is one standard deviation for the daily range, both for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_reportsess", "description": "Index of Session on which the spreadsheet is reporting", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_result1", "description": "Percent change between the price at the time of the news release to the price at the close of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_result2", "description": "Percent change between the price at the time of the news release to the price at the close of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_result_vs_index", "description": "((EODClose - TONLast) / TONLast) - ((SPYClose - SPYLast) / SPYLast)", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_short_interest", "description": "Total number of shares sold short divided by total number of shares outstanding", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_sl", "description": "Whether a long or short position would have been more advantageous: If (EODHigh - Last) > (Last - EODLow) Then LS = 1; If (EODHigh - Last) = (Last - EODLow) Then LS = 0; If (EODHigh - Last) < (Last - EODLow) Then LS = -1.", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_spyclose", "description": "Price of SPY at the close of the session", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_spylast", "description": "Last Price of the SPY at the time of the news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_tonhigh", "description": "Highest price reached during the session before the time of the news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_tonlast", "description": "Price at the time of news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_tonlow", "description": "Lowest price reached during the session before the time of the news", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_vol_ratio", "description": "Curr_Vol / Mov_Vol", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" }, { "id": "nws12_prez_volstddev", "description": "(CurrentVolume - AvgVol)/VolStDev, where AvgVol is the average of the daily volume, and VolStdDev is one standard deviation for the daily volume, both for 30 calendar days", "dataset_id": "news12", "dataset_name": "US News Data", "category_id": "news", "category_name": "News", "region": "USA", "delay": 1, "universe": "TOP3000", "type": "VECTOR" } ]