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