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FieldDownloader/reference_fields/news12_data-fields.csv

43 KiB

1iddescriptiondataset_iddataset_namecategory_idcategory_nameregiondelayuniversetype
2news_all_vwapVolume weighted average price of all sessionsnews12US News DatanewsNewsUSA1TOP3000MATRIX
3news_atr1414-day Average True Rangenews12US News DatanewsNewsUSA1TOP3000MATRIX
4news_atr_ratioRatio of today's range to 20-day average true rangenews12US News DatanewsNewsUSA1TOP3000MATRIX
5news_capReported market capitalization for the calendar day of the sessionnews12US News DatanewsNewsUSA1TOP3000MATRIX
6news_close_volMain close volumenews12US News DatanewsNewsUSA1TOP3000MATRIX
7news_curr_volCurrent day's session volumenews12US News DatanewsNewsUSA1TOP3000MATRIX
8news_dividend_yieldAnnual yieldnews12US News DatanewsNewsUSA1TOP3000MATRIX
9news_eod_closeClose price of the sessionnews12US News DatanewsNewsUSA1TOP3000MATRIX
10news_eod_highHighest price reached between the time of news and the end of the sessionnews12US News DatanewsNewsUSA1TOP3000MATRIX
11news_eod_lowLowest price reached between the time of news and the end of the sessionnews12US News DatanewsNewsUSA1TOP3000MATRIX
12news_eod_vwapVolume weighted average price between the time of news and the end of the sessionnews12US News DatanewsNewsUSA1TOP3000MATRIX
13news_eps_actualThe actual Earnings Per Share value that was conveyed by the news releasenews12US News DatanewsNewsUSA1TOP3000MATRIX
14news_high_exc_stddev(EODHigh - TONLast)/StdDev, where StdDev is one standard deviation for the close price for 30 calendar daysnews12US News DatanewsNewsUSA1TOP3000MATRIX
15news_indx_perf((EODClose - TONLast) / TONLast) - ((SPYClose - SPYLast) / SPYLast)news12US News DatanewsNewsUSA1TOP3000MATRIX
16news_low_exc_stddev(TONLast - EODLow) / StdDev, where StdDev is one standard deviation for the close price for 30 calendar daysnews12US News DatanewsNewsUSA1TOP3000MATRIX
17news_lsWhether 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.news12US News DatanewsNewsUSA1TOP3000MATRIX
18news_main_vwapMain session volume weighted average pricenews12US News DatanewsNewsUSA1TOP3000MATRIX
19news_max_dn_amtThe price at the time of the news minus the after the news lownews12US News DatanewsNewsUSA1TOP3000MATRIX
20news_max_dn_retPercent change from the price at the time of the news to the after the news lownews12US News DatanewsNewsUSA1TOP3000MATRIX
21news_max_up_amtThe after the news high minus the price at the time of the newsnews12US News DatanewsNewsUSA1TOP3000MATRIX
22news_max_up_retPercent change from the price at the time of the news to the after the news highnews12US News DatanewsNewsUSA1TOP3000MATRIX
23news_mins_10_chgThe minimum of L or S above for 10-minute bucketnews12US News DatanewsNewsUSA1TOP3000MATRIX
24news_mins_10_pct_dnNumber of minutes that elapsed before price went down 10 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
25news_mins_10_pct_upNumber of minutes that elapsed before price went up 10 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
26news_mins_1_chgThe minimum of L or S above for 1-minute bucketnews12US News DatanewsNewsUSA1TOP3000MATRIX
27news_mins_1_pct_dnNumber of minutes that elapsed before price went down 1 percentage pointnews12US News DatanewsNewsUSA1TOP3000MATRIX
28news_mins_1_pct_upNumber of minutes that elapsed before price went up 1 percentage pointnews12US News DatanewsNewsUSA1TOP3000MATRIX
29news_mins_20_chgThe minimum of L or S above for 20-minute bucketnews12US News DatanewsNewsUSA1TOP3000MATRIX
30news_mins_20_pct_dnNumber of minutes that elapsed before price went down 20 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
31news_mins_20_pct_upNumber of minutes that elapsed before price went up 20 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
32news_mins_2_chgThe minimum of L or S above for 2-minute bucketnews12US News DatanewsNewsUSA1TOP3000MATRIX
33news_mins_2_pct_dnNumber of minutes that elapsed before price went down 2 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
34news_mins_2_pct_upNumber of minutes that elapsed before price went up 2 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
35news_mins_3_chgThe minimum of L or S above for 3-minute bucketnews12US News DatanewsNewsUSA1TOP3000MATRIX
36news_mins_3_pct_dnNumber of minutes that elapsed before price went down 3 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
37news_mins_3_pct_upNumber of minutes that elapsed before price went up 3 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
38news_mins_4_chgThe minimum of L or S above for 4-minute bucketnews12US News DatanewsNewsUSA1TOP3000MATRIX
39news_mins_4_pct_dnNumber of minutes that elapsed before price went down 4 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
40news_mins_4_pct_upNumber of minutes that elapsed before price went up 4 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
41news_mins_5_chgThe minimum of L or S above for 5-minute bucketnews12US News DatanewsNewsUSA1TOP3000MATRIX
42news_mins_5_pct_dnNumber of minutes that elapsed before price went down 5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
43news_mins_5_pct_upNumber of minutes that elapsed before price went up 5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
44news_mins_7_5_chgThe minimum of L or S above for 7.5-minute bucketnews12US News DatanewsNewsUSA1TOP3000MATRIX
45news_mins_7_5_pct_dnNumber of minutes that elapsed before price went down 7.5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
46news_mins_7_5_pct_upNumber of minutes that elapsed before price went up 7.5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000MATRIX
47news_mov_vol30 day moving average session volumenews12US News DatanewsNewsUSA1TOP3000MATRIX
48news_openPrice at the session opennews12US News DatanewsNewsUSA1TOP3000MATRIX
49news_open_gap(DayOpen - PrevClose) / PrevClosenews12US News DatanewsNewsUSA1TOP3000MATRIX
50news_open_volMain open volumenews12US News DatanewsNewsUSA1TOP3000MATRIX
51news_pct_10minThe percent change in price in the first 10 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000MATRIX
52news_pct_120minThe percent change in price in the first 120 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000MATRIX
53news_pct_1minThe percent change in price in the first minute following the news releasenews12US News DatanewsNewsUSA1TOP3000MATRIX
54news_pct_30minThe percent change in price in the first 30 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000MATRIX
55news_pct_30secThe percent change in price in the 30 seconds following the news releasenews12US News DatanewsNewsUSA1TOP3000MATRIX
56news_pct_5_minThe percent change in price in the first 5 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000MATRIX
57news_pct_60minThe percent change in price in the first 60 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000MATRIX
58news_pct_90minThe percent change in price in the first 90 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000MATRIX
59news_pe_ratioReported price-to-earnings ratio for the calendar day of the sessionnews12US News DatanewsNewsUSA1TOP3000MATRIX
60news_post_vwapPost-session volume-weighted average pricenews12US News DatanewsNewsUSA1TOP3000MATRIX
61news_pre_vwapPre-session volume weighted average pricenews12US News DatanewsNewsUSA1TOP3000MATRIX
62news_prev_closePrevious trading day's close pricenews12US News DatanewsNewsUSA1TOP3000MATRIX
63news_prev_day_retPercent change between the previous day's open and closenews12US News DatanewsNewsUSA1TOP3000MATRIX
64news_prev_volPrevious day's session volumenews12US News DatanewsNewsUSA1TOP3000MATRIX
65news_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 daysnews12US News DatanewsNewsUSA1TOP3000MATRIX
66news_ratio_volCurr_Vol / Mov_Volnews12US News DatanewsNewsUSA1TOP3000MATRIX
67news_session_rangeSession High Price - Session Low Pricenews12US News DatanewsNewsUSA1TOP3000MATRIX
68news_session_range_pct(Session High Price - Session Low Price) / Session Low Price.news12US News DatanewsNewsUSA1TOP3000MATRIX
69news_short_interestTotal number of shares sold short divided by total number of shares outstandingnews12US News DatanewsNewsUSA1TOP3000MATRIX
70news_spy_closePrice of SPY at close of sessionnews12US News DatanewsNewsUSA1TOP3000MATRIX
71news_spy_lastLast Price of the SPY at the time of the newsnews12US News DatanewsNewsUSA1TOP3000MATRIX
72news_ton_highHighest price reached during the session before the time of newsnews12US News DatanewsNewsUSA1TOP3000MATRIX
73news_ton_lastPrice at the time of newsnews12US News DatanewsNewsUSA1TOP3000MATRIX
74news_ton_lowLowest price reached during the session before the time of the newsnews12US News DatanewsNewsUSA1TOP3000MATRIX
75news_tot_ticksTotal number of ticks for the trading daynews12US News DatanewsNewsUSA1TOP3000MATRIX
76news_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 daysnews12US News DatanewsNewsUSA1TOP3000MATRIX
77nws12_afterhsz_01lNumber of minutes that elapsed before price went up 10 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
78nws12_afterhsz_01pThe minimum of L or S above for 10 minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
79nws12_afterhsz_01sNumber of minutes that elapsed before price went down 10 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
80nws12_afterhsz_02lNumber of minutes that elapsed before price went up 20 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
81nws12_afterhsz_02pThe minimum of L or S above for 20-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
82nws12_afterhsz_02sNumber of minutes that elapsed before price went down 20 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
83nws12_afterhsz_10_minThe percent change in price in the first 10 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
84nws12_afterhsz_120_minThe percent change in price in the first 120 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
85nws12_afterhsz_1_minuteThe percent change in price in the first minute following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
86nws12_afterhsz_1lNumber of minutes that elapsed before price went up 1 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
87nws12_afterhsz_1pThe minimum of L or S above for 1-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
88nws12_afterhsz_1sNumber of minutes that elapsed before price went down 1 percentage pointnews12US News DatanewsNewsUSA1TOP3000VECTOR
89nws12_afterhsz_2lNumber of minutes that elapsed before price went up 2 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
90nws12_afterhsz_2pThe minimum of L or S above for 2-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
91nws12_afterhsz_2sNumber of minutes that elapsed before price went down 2 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
92nws12_afterhsz_30_minThe percent change in price in the first 30 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
93nws12_afterhsz_3lNumber of minutes that elapsed before price went up 3 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
94nws12_afterhsz_3pThe minimum of L or S above for 3-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
95nws12_afterhsz_3sNumber of minutes that elapsed before price went down 3 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
96nws12_afterhsz_41rta14-day Average True Rangenews12US News DatanewsNewsUSA1TOP3000VECTOR
97nws12_afterhsz_4lNumber of minutes that elapsed before price went up 4 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
98nws12_afterhsz_4pThe minimum of L or S above for 4-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
99nws12_afterhsz_4sNumber of minutes that elapsed before price went down 4 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
100nws12_afterhsz_57lNumber of minutes that elapsed before price went up 7.5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
101nws12_afterhsz_57pThe minimum of L or S above for 7.5-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
102nws12_afterhsz_57sNumber of minutes that elapsed before price went down 7.5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
103nws12_afterhsz_5_minThe percent change in price in the first 5 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
104nws12_afterhsz_5lNumber of minutes that elapsed before price went up 5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
105nws12_afterhsz_5pThe minimum of L or S above for 5-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
106nws12_afterhsz_5sNumber of minutes that elapsed before price went down 5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
107nws12_afterhsz_60_minThe percent change in price in the first 60 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
108nws12_afterhsz_90_minThe percent change in price in the first 90 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
109nws12_afterhsz_allticksTotal number of ticks for the trading daynews12US News DatanewsNewsUSA1TOP3000VECTOR
110nws12_afterhsz_atrratioRatio of Today Range to 20-day average true rangenews12US News DatanewsNewsUSA1TOP3000VECTOR
111nws12_afterhsz_close_volMain close volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
112nws12_afterhsz_curr_volCurrent day's session volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
113nws12_afterhsz_dayopenPrice at the session opennews12US News DatanewsNewsUSA1TOP3000VECTOR
114nws12_afterhsz_div_yAnnual yieldnews12US News DatanewsNewsUSA1TOP3000VECTOR
115nws12_afterhsz_eodcloseClose price of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
116nws12_afterhsz_eodhighHighest price reached between the time of news and the end of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
117nws12_afterhsz_eodlowLowest price reached between the time of news and the end of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
118nws12_afterhsz_eodvwapvolume weighted average price between the time of news and the end of the session.news12US News DatanewsNewsUSA1TOP3000VECTOR
119nws12_afterhsz_epsactualThe actual Earnings Per Share value that was conveyed by the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
120nws12_afterhsz_highexcstddev(EODHigh - TONLast)/StdDev, where StdDev is one standard deviation for the close price for 30 calendar daysnews12US News DatanewsNewsUSA1TOP3000VECTOR
121nws12_afterhsz_lowexcstddev(TONLast - EODLow) / StdDev, where StdDev is one standard deviation for the close price for 30 calendar daysnews12US News DatanewsNewsUSA1TOP3000VECTOR
122nws12_afterhsz_mainvwapMain session volume weighted average pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
123nws12_afterhsz_maxdnamtThe price at the time of the news minus the after the news lownews12US News DatanewsNewsUSA1TOP3000VECTOR
124nws12_afterhsz_maxdownPercent change from the price at the time of the news to the after the news lownews12US News DatanewsNewsUSA1TOP3000VECTOR
125nws12_afterhsz_maxupPercent change from the price at the time of the news to the after the news highnews12US News DatanewsNewsUSA1TOP3000VECTOR
126nws12_afterhsz_maxupamtThe after the news high minus the price at the time of the newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
127nws12_afterhsz_mktcapReported market capitalization for the calendar day of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
128nws12_afterhsz_mov_vol30-day moving average session volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
129nws12_afterhsz_newrecordTracks whether the news is first instance or a duplicatenews12US News DatanewsNewsUSA1TOP3000VECTOR
130nws12_afterhsz_newssessIndex of the session in which the news was reportednews12US News DatanewsNewsUSA1TOP3000VECTOR
131nws12_afterhsz_open_volMain open volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
132nws12_afterhsz_opengap(DayOpen - PrevClose) / PrevClose.news12US News DatanewsNewsUSA1TOP3000VECTOR
133nws12_afterhsz_peratioReported price to earnings ratio for the calendar day of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
134nws12_afterhsz_postvwapPost-session volume weighted average pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
135nws12_afterhsz_prev_volPrevious day's session volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
136nws12_afterhsz_prevclosePrevious trading day's close pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
137nws12_afterhsz_prevdayPercent change between the previous day's open and closenews12US News DatanewsNewsUSA1TOP3000VECTOR
138nws12_afterhsz_prevwapPre session volume weighted average pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
139nws12_afterhsz_providerindex of name of the news providernews12US News DatanewsNewsUSA1TOP3000VECTOR
140nws12_afterhsz_rangeSession High Price - Session Low Price) / Session Low Price.news12US News DatanewsNewsUSA1TOP3000VECTOR
141nws12_afterhsz_rangeamtSession High Price - Session Low Pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
142nws12_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 daysnews12US News DatanewsNewsUSA1TOP3000VECTOR
143nws12_afterhsz_reportsessIndex of Session on which the spreadsheet is reportingnews12US News DatanewsNewsUSA1TOP3000VECTOR
144nws12_afterhsz_result1Percent change between the price at the time of the news release to the price at the close of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
145nws12_afterhsz_result2Percent change between the price at the time of the news release to the price at the close of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
146nws12_afterhsz_result_vs_index((EODClose - TONLast) / TONLast) - ((SPYClose - SPYLast) / SPYLast)news12US News DatanewsNewsUSA1TOP3000VECTOR
147nws12_afterhsz_short_interestTotal number of shares sold short divided by total number of shares outstandingnews12US News DatanewsNewsUSA1TOP3000VECTOR
148nws12_afterhsz_slWhether 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.news12US News DatanewsNewsUSA1TOP3000VECTOR
149nws12_afterhsz_spyclosePrice of SPY at close of sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
150nws12_afterhsz_spylastLast Price of the SPY at the time of the newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
151nws12_afterhsz_tonhighHighest price reached during the session before the time of newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
152nws12_afterhsz_tonlastPrice at the time of newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
153nws12_afterhsz_tonlowLowest price reached during the session before the time of the newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
154nws12_afterhsz_vol_ratioCurr_Vol / Mov_Volnews12US News DatanewsNewsUSA1TOP3000VECTOR
155nws12_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 daysnews12US News DatanewsNewsUSA1TOP3000VECTOR
156nws12_allz_newrecordTracks whether the news is first instance or a duplicatenews12US News DatanewsNewsUSA1TOP3000VECTOR
157nws12_allz_newssessIndex of session in which the news was reportednews12US News DatanewsNewsUSA1TOP3000VECTOR
158nws12_allz_providerindex of name of the news providernews12US News DatanewsNewsUSA1TOP3000VECTOR
159nws12_allz_reportsessIndex of Session on which the spreadsheet is reportingnews12US News DatanewsNewsUSA1TOP3000VECTOR
160nws12_allz_result1Percent change between the price at the time of the news release and the price at the close of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
161nws12_allz_result2Percent change between the price at the time of the news release and the price at the close of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
162nws12_mainz_01lNumber of minutes that elapsed before price went up 10 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
163nws12_mainz_01pThe minimum of L or S above for 10-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
164nws12_mainz_01sNumber of minutes that elapsed before price went down 10 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
165nws12_mainz_02lNumber of minutes that elapsed before price went up 20 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
166nws12_mainz_02pThe minimum of L or S above for 20-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
167nws12_mainz_02sNumber of minutes that elapsed before price went down 20 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
168nws12_mainz_10_minThe percent change in price in the first 10 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
169nws12_mainz_120_minThe percent change in price in the first 120 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
170nws12_mainz_1_minuteThe percent change in price in the first minute following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
171nws12_mainz_1lNumber of minutes that elapsed before price went up 1 percentage pointnews12US News DatanewsNewsUSA1TOP3000VECTOR
172nws12_mainz_1pThe minimum of L or S above for 1-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
173nws12_mainz_1sNumber of minutes that elapsed before price went down 1 percentage pointnews12US News DatanewsNewsUSA1TOP3000VECTOR
174nws12_mainz_2lNumber of minutes that elapsed before price went up 2 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
175nws12_mainz_2pThe minimum of L or S above for 2 minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
176nws12_mainz_2sNumber of minutes that elapsed before price went down 2 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
177nws12_mainz_30_minThe percent change in price in the first 30 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
178nws12_mainz_30_secondsThe percent change in price in the 30 seconds following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
179nws12_mainz_3lNumber of minutes that elapsed before price went up 3 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
180nws12_mainz_3pThe minimum of L or S above for 3-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
181nws12_mainz_3sNumber of minutes that elapsed before price went down 3 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
182nws12_mainz_41rta14-day Average True Rangenews12US News DatanewsNewsUSA1TOP3000VECTOR
183nws12_mainz_4lNumber of minutes that elapsed before price went up 4 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
184nws12_mainz_4pThe minimum of L or S above for 4 minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
185nws12_mainz_4sNumber of minutes that elapsed before price went down 4 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
186nws12_mainz_57lNumber of minutes that elapsed before price went up 7.5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
187nws12_mainz_57pThe minimum of L or S above for 7.5-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
188nws12_mainz_57sNumber of minutes that elapsed before price went down 7.5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
189nws12_mainz_5_minThe percent change in price in the first 5 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
190nws12_mainz_5lNumber of minutes that elapsed before price went up 5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
191nws12_mainz_5pThe minimum of L or S above for 5-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
192nws12_mainz_5sNumber of minutes that elapsed before price went down 5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
193nws12_mainz_60_minThe percent change in price in the first 60 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
194nws12_mainz_90_minThe percent change in price in the first 90 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
195nws12_mainz_allticksTotal number of ticks for the trading daynews12US News DatanewsNewsUSA1TOP3000VECTOR
196nws12_mainz_allvwapVolume weighted average price of all sessionsnews12US News DatanewsNewsUSA1TOP3000VECTOR
197nws12_mainz_atrratioRatio of Today Range to 20-day average true rangenews12US News DatanewsNewsUSA1TOP3000VECTOR
198nws12_mainz_close_volMain close volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
199nws12_mainz_curr_volCurrent day's session volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
200nws12_mainz_dayopenPrice at the session opennews12US News DatanewsNewsUSA1TOP3000VECTOR
201nws12_mainz_div_yAnnual yieldnews12US News DatanewsNewsUSA1TOP3000VECTOR
202nws12_mainz_eodcloseClose price of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
203nws12_mainz_eodhighHighest price reached between the time of news and the end of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
204nws12_mainz_eodlowLowest price reached between the time of news and the end of the session.news12US News DatanewsNewsUSA1TOP3000VECTOR
205nws12_mainz_eodvwapVolume weighted average price between the time of news and the end of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
206nws12_mainz_epsactualThe actual Earnings Per Share value that was conveyed by the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
207nws12_mainz_highexcstddev(EODHigh - TONLast)/StdDev, where StdDev is one standard deviation for the close price for 30 calendar daysnews12US News DatanewsNewsUSA1TOP3000VECTOR
208nws12_mainz_lowexcstddev(TONLast - EODLow)/StdDev, where StdDev is one standard deviation for the close price for 30 calendar daysnews12US News DatanewsNewsUSA1TOP3000VECTOR
209nws12_mainz_mainvwapMain session volume weighted average pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
210nws12_mainz_maxdnamtThe price at the time of the news minus the after the news lownews12US News DatanewsNewsUSA1TOP3000VECTOR
211nws12_mainz_maxdownPercent change from the price at the time of the news to the after-the-news lownews12US News DatanewsNewsUSA1TOP3000VECTOR
212nws12_mainz_maxupPercent change from the price at the time of the news to the after the news highnews12US News DatanewsNewsUSA1TOP3000VECTOR
213nws12_mainz_maxupamtThe after-the-news high minus the price at the time of the newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
214nws12_mainz_mktcapReported market capitalization for the calendar day of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
215nws12_mainz_mov_vol30-day moving average session volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
216nws12_mainz_newrecordTracks whether the news is first instance or a duplicatenews12US News DatanewsNewsUSA1TOP3000VECTOR
217nws12_mainz_newssessIndex of session in which the news was reportednews12US News DatanewsNewsUSA1TOP3000VECTOR
218nws12_mainz_open_volMain open volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
219nws12_mainz_opengap(DayOpen - PrevClose) / PrevClosenews12US News DatanewsNewsUSA1TOP3000VECTOR
220nws12_mainz_peratioReported price-to-earnings ratio for the calendar day of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
221nws12_mainz_postvwapPost session volume weighted average pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
222nws12_mainz_prev_volPrevious day's session volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
223nws12_mainz_prevclosePrevious trading day's close pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
224nws12_mainz_prevdayPercent change between the previous day's open and closenews12US News DatanewsNewsUSA1TOP3000VECTOR
225nws12_mainz_prevwapPre session volume weighted average pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
226nws12_mainz_providerindex of name of the news providernews12US News DatanewsNewsUSA1TOP3000VECTOR
227nws12_mainz_rangeSession High Price - Session Low Price) / Session Low Price.news12US News DatanewsNewsUSA1TOP3000VECTOR
228nws12_mainz_rangeamtSession High Price - Session Low Pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
229nws12_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 daysnews12US News DatanewsNewsUSA1TOP3000VECTOR
230nws12_mainz_reportsessIndex of Session on which the spreadsheet is reportingnews12US News DatanewsNewsUSA1TOP3000VECTOR
231nws12_mainz_result1Percent change between the price at the time of the news release and the price at the close of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
232nws12_mainz_result2Percent change between the price at the time of the news release to the price at the close of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
233nws12_mainz_result_vs_index((EODClose - TONLast) / TONLast) - ((SPYClose - SPYLast) / SPYLast)news12US News DatanewsNewsUSA1TOP3000VECTOR
234nws12_mainz_short_interestTotal number of shares sold short divided by total number of shares outstandingnews12US News DatanewsNewsUSA1TOP3000VECTOR
235nws12_mainz_slWhether 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.news12US News DatanewsNewsUSA1TOP3000VECTOR
236nws12_mainz_spyclosePrice of SPY at close of sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
237nws12_mainz_spylastLast Price of the SPY at the time of the newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
238nws12_mainz_tonhighHighest price reached during the session before the time of newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
239nws12_mainz_tonlastPrice at the time of newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
240nws12_mainz_tonlowLowest price reached during the session before the time of the newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
241nws12_mainz_vol_ratioCurr_Vol / Mov_Volnews12US News DatanewsNewsUSA1TOP3000VECTOR
242nws12_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 daysnews12US News DatanewsNewsUSA1TOP3000VECTOR
243nws12_prez_01lNumber of minutes that elapsed before price went up 10 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
244nws12_prez_01pThe minimum of L or S above for 10-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
245nws12_prez_01sNumber of minutes that elapsed before price went down 10 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
246nws12_prez_02lNumber of minutes that elapsed before price went up 20 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
247nws12_prez_02pThe minimum of L or S above for 20-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
248nws12_prez_02sNumber of minutes that elapsed before price went down 20 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
249nws12_prez_10_minThe percent change in price in the first 10 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
250nws12_prez_120_minThe percent change in price in the first 120 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
251nws12_prez_1_minuteThe percent change in price in the first minute following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
252nws12_prez_1lNumber of minutes that elapsed before price went up 1 percentage pointnews12US News DatanewsNewsUSA1TOP3000VECTOR
253nws12_prez_1pThe minimum of L or S above for 1-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
254nws12_prez_1sNumber of minutes that elapsed before price went down 1 percentage pointnews12US News DatanewsNewsUSA1TOP3000VECTOR
255nws12_prez_2lNumber of minutes that elapsed before price went up 2 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
256nws12_prez_2pThe minimum of L or S above for 2-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
257nws12_prez_2sNumber of minutes that elapsed before price went down 2 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
258nws12_prez_30_minThe percent change in price in the first 30 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
259nws12_prez_30_secondsThe percent change in price in the 30 seconds following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
260nws12_prez_3lNumber of minutes that elapsed before price went up 3 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
261nws12_prez_3pThe minimum of L or S above for 3-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
262nws12_prez_3sNumber of minutes that elapsed before price went down 3 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
263nws12_prez_41rtaFourteen-day Average True Rangenews12US News DatanewsNewsUSA1TOP3000VECTOR
264nws12_prez_4lNumber of minutes that elapsed before price went up 4 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
265nws12_prez_4pThe minimum of L or S above for 4-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
266nws12_prez_4sNumber of minutes that elapsed before price went down 4 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
267nws12_prez_57lNumber of minutes that elapsed before price went up 7.5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
268nws12_prez_57pThe minimum of L or S above for 7.5-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
269nws12_prez_57sNumber of minutes that elapsed before price went down 7.5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
270nws12_prez_5_minThe percent change in price in the first 5 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
271nws12_prez_5lNumber of minutes that elapsed before price went up 5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
272nws12_prez_5pThe minimum of L or S above for 5-minute bucketnews12US News DatanewsNewsUSA1TOP3000VECTOR
273nws12_prez_5sNumber of minutes that elapsed before price went down 5 percentage pointsnews12US News DatanewsNewsUSA1TOP3000VECTOR
274nws12_prez_60_minThe percent change in price in the first 60 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
275nws12_prez_90_minThe percent change in price in the first 90 minutes following the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
276nws12_prez_allticksTotal number of ticks for the trading daynews12US News DatanewsNewsUSA1TOP3000VECTOR
277nws12_prez_allvwapVolume weighted average price of all sessionsnews12US News DatanewsNewsUSA1TOP3000VECTOR
278nws12_prez_atrratioRatio of Today Range to 20-day average true rangenews12US News DatanewsNewsUSA1TOP3000VECTOR
279nws12_prez_close_volMain close volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
280nws12_prez_curr_volCurrent day's session volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
281nws12_prez_dayopenPrice at the session opennews12US News DatanewsNewsUSA1TOP3000VECTOR
282nws12_prez_div_yAnnual yieldnews12US News DatanewsNewsUSA1TOP3000VECTOR
283nws12_prez_eodcloseClose price of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
284nws12_prez_eodhighHighest price reached between the time of news and the end of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
285nws12_prez_eodlowLowest price reached between the time of news and the end of the session.news12US News DatanewsNewsUSA1TOP3000VECTOR
286nws12_prez_eodvwapVolume-weighted average price between the time of news and the end of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
287nws12_prez_epsactualThe actual Earnings Per Share value that was conveyed by the news releasenews12US News DatanewsNewsUSA1TOP3000VECTOR
288nws12_prez_highexcstddev(EODHigh - TONLast)/StdDev, where StdDev is one standard deviation for the close price for 30 calendar daysnews12US News DatanewsNewsUSA1TOP3000VECTOR
289nws12_prez_lowexcstddev(TONLast - EODLow)/StdDev, where StdDev is one standard deviation for the close price for 30 calendar daysnews12US News DatanewsNewsUSA1TOP3000VECTOR
290nws12_prez_mainvwapMain session volume-weighted average pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
291nws12_prez_maxdnamtThe price at the time of the news minus the after the news lownews12US News DatanewsNewsUSA1TOP3000VECTOR
292nws12_prez_maxdownPercent change from the price at the time of the news to the after the news lownews12US News DatanewsNewsUSA1TOP3000VECTOR
293nws12_prez_maxupPercent change from the price at the time of the news to the after the news highnews12US News DatanewsNewsUSA1TOP3000VECTOR
294nws12_prez_maxupamtThe after-the-news high minus the price at the time of the newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
295nws12_prez_mktcapReported market capitalization for the calendar day of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
296nws12_prez_mov_vol30-day moving average session volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
297nws12_prez_newrecordTracks whether the news is the first instance or a duplicatenews12US News DatanewsNewsUSA1TOP3000VECTOR
298nws12_prez_newssessIndex of session in which the news was reportednews12US News DatanewsNewsUSA1TOP3000VECTOR
299nws12_prez_open_volMain open volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
300nws12_prez_opengap(DayOpen - PrevClose) / PrevClose.news12US News DatanewsNewsUSA1TOP3000VECTOR
301nws12_prez_peratioReported price to earnings ratio for the calendar day of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
302nws12_prez_postvwapPost-session volume-weighted average pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
303nws12_prez_prev_volPrevious day's session volumenews12US News DatanewsNewsUSA1TOP3000VECTOR
304nws12_prez_prevclosePrevious trading day's close pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
305nws12_prez_prevdayPercent change between the previous day's open and closenews12US News DatanewsNewsUSA1TOP3000VECTOR
306nws12_prez_prevwapPre-session volume weighted average pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
307nws12_prez_providerindex of name of the news providernews12US News DatanewsNewsUSA1TOP3000VECTOR
308nws12_prez_rangeSession High Price - Session Low Price) / Session Low Price.news12US News DatanewsNewsUSA1TOP3000VECTOR
309nws12_prez_rangeamtSession High Price - Session Low Pricenews12US News DatanewsNewsUSA1TOP3000VECTOR
310nws12_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 daysnews12US News DatanewsNewsUSA1TOP3000VECTOR
311nws12_prez_reportsessIndex of Session on which the spreadsheet is reportingnews12US News DatanewsNewsUSA1TOP3000VECTOR
312nws12_prez_result1Percent change between the price at the time of the news release to the price at the close of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
313nws12_prez_result2Percent change between the price at the time of the news release to the price at the close of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
314nws12_prez_result_vs_index((EODClose - TONLast) / TONLast) - ((SPYClose - SPYLast) / SPYLast)news12US News DatanewsNewsUSA1TOP3000VECTOR
315nws12_prez_short_interestTotal number of shares sold short divided by total number of shares outstandingnews12US News DatanewsNewsUSA1TOP3000VECTOR
316nws12_prez_slWhether 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.news12US News DatanewsNewsUSA1TOP3000VECTOR
317nws12_prez_spyclosePrice of SPY at the close of the sessionnews12US News DatanewsNewsUSA1TOP3000VECTOR
318nws12_prez_spylastLast Price of the SPY at the time of the newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
319nws12_prez_tonhighHighest price reached during the session before the time of the newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
320nws12_prez_tonlastPrice at the time of newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
321nws12_prez_tonlowLowest price reached during the session before the time of the newsnews12US News DatanewsNewsUSA1TOP3000VECTOR
322nws12_prez_vol_ratioCurr_Vol / Mov_Volnews12US News DatanewsNewsUSA1TOP3000VECTOR
323nws12_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 daysnews12US News DatanewsNewsUSA1TOP3000VECTOR