{ "title":"Brain Sentiment Indicator version 2.0", "description":"Brain Sentiment Indicator monitors public financial news for 6000+ US stocks from about 2000 financial media sources. \n The sentiment scoring technology is based on a combination of various natural language processing techniques. \n The sentiment score assigned to each stock is a value ranging from -1 (most negative) to +1 (most positive) and this is updated with a daily frequency. \n The sentiment score corresponds to the average of sentiment for each piece of news on three time scales; 1 day, 7 days and 30 days.", "files":[ { "name":"stockList_$DATE.csv", "description":"The file contains the list of companies (listed stocks) for which financial articles are continuosly monitored and processed by the system.", "properties":{ "NAME":{ "type":"string", "description":"The company name" }, "SHARE_CLASS_FIGI":{ "type":"string", "description":"The global share class FIGI code (https://www.openfigi.com) that identifies the company stock across various exchanges." }, "COMPOSITE_FIGI":{ "type":"string", "description":"The FIGI composite code (https://www.openfigi.com) that identifies the stock across related exchanges in the same country." }, "PRIMARY_EXCHANGE_TICKER":{ "type":"string", "description":"The stock ticker on the primary exchange." }, "PRIMARY_EXCHANGE":{ "type":"string", "description":"The stock primary exchange." }, "COUNTRY":{ "type":"string", "description":"The company country" }, "REGION":{ "type":"string", "description":"The company region" }, "ACTIVE":{ "type": "boolean", "description": "If 'true' the company is currently monitored by the system. If 'false' the company is no longer monitored, for example if a company has been delisted. In case ACTIVE is 'false' the company data (e.g. the sentiment score) in the data files is present only for historical dates but it will not appear in the current date." } }, "required":[ "NAME", "SHARE_CLASS_FIGI", "COMPOSITE_FIGI", "PRIMARY_EXCHANGE_TICKER", "PRIMARY_EXCHANGE", "COUNTRY", "REGION", "ACTIVE" ] }, { "name":"sentimentDays$N_$DATE.csv”", "description":"The file contains the list of sentiment scores for each company calculated taking into account the news articles of past $N days, where N can be 1 day, 7 days or 30 days. \n For example the file marked with sentimentDays7_$DATE.csv equal to '20181010' it contains for each company the average of the sentiment of news articles for the previous 7 days. This corresponds to the news articles between 2018-09-03 00:00:00 UTC and 2018-10-09 23:59:59 UTC \n Important note: only companies with a number of news articles sufficient to calculate a meaningful SENTIMENT_SCORE will appear in the file.", "properties":{ "CALCULATION_DATE":{ "type":"string", "description":"The calculation date for the sentiment score in format YYYY-MM-DD." }, "NAME":{ "type":"string", "description":"The company name." }, "SHARE_CLASS_FIGI":{ "type":"string", "description":"The global share class FIGI code (https://www.openfigi.com) that identifies the company stock across various exchanges." }, "COMPOSITE_FIGI":{ "type":"string", "description":"The FIGI composite code (https://www.openfigi.com) that identifies the stock across related exchanges in the same country." }, "PRIMARY_EXCHANGE_TICKER":{ "type":"string", "description":"The stock ticker on the primary exchange." }, "PRIMARY_EXCHANGE":{ "type":"string", "description":"The stock primary exchange." }, "COUNTRY":{ "type":"string", "description":"The company country." }, "REGION":{ "type":"string", "description":"The company region." }, "VOLUME":{ "type":"number", "description":"Number of news articles detected in the previous $N days for the company." }, "VOLUME_SENTIMENT":{ "type":"number", "description":"Number of news articles in the previous $N days used to calculate the sentiment. This number is less or equal to the field VOLUME and corresponds to not neutral news according to the sentiment algorithm." }, "SENTIMENT_SCORE":{ "type":"number", "description":"Sentiment score from -1 to 1 where 1 is the most positive and -1 the most negative. The sentiment score is calculated as an average of sentiment of news articles collected in the previous $N days for the specific company.", "minimum": -1, "maximum": 1 }, "BUZZ_VOLUME":{ "type":"number", "description":"Buzz score that quantifies how much attention in terms of news VOLUME one company is receiving compared to the past. This is calculated by considering the VOLUME distribution of past six months. Then the buzz is calculated as current VOLUME minus the average of VOLUME for past 6 months in units of standard deviations. A value close to 0 means that the stock is covered by a VOLUME of stories similar to its past average, a value larger than 0 gives how many standard deviations the current VOLUME is larger than average. The value is reported only if there are enough stories in the past to estimate a reliable value.", "minimum": "-inf", "maximum": "inf" }, "BUZZ_VOLUME_SENTIMENT":{ "type":"number", "description":"Buzz score that quantifies how much attention in terms of news VOLUME_SENTIMENT (only stories with a polarized sentiment) one stock is receiving compared to the past. This is calculated by considering the VOLUME_SENTIMENT distribution of past six months. The buzz is then calculated as current VOLUME_SENTIMENT minus the average of VOLUME_SENTIMENT for past 6 months in units of standard deviations. A value close to 0 means that the stock is covered by a VOLUME_SENTIMENT of stories (sentiment bearing storie) similar to its past average, a value larger than 0 gives how many standard deviations the current VOLUME_SENTIMENT is larger than average. The value is reported only if there are enough stories in the past to estimate a reliable value.", "minimum": "-inf", "maximum": "inf" } }, "required":[ "CALCULATION_DATE", "NAME", "SHARE_CLASS_FIGI", "COMPOSITE_FIGI", "PRIMARY_EXCHANGE_TICKER", "PRIMARY_EXCHANGE", "COUNTRY", "REGION", "VOLUME", "VOLUME_SENTIMENT", "SENTIMENT_SCORE", "BUZZ_VOLUME", "BUZZ_VOLUME_SENTIMENT" ] } ] }