The Wiley Finance Series : Handbook of News Analytics in Finance

updates, corrections) share the same PNAC (as well as story date/time). It can be used to

see which article follows a set of alerts, to which article the update applies, etc.

Story date/time:Date/time the first alert or take in the story chain was filed (ingmt)—

therefore, STORY _DATE/TIME is the same for all messages in a story chain.

Take date/time:The date/time of the news item (i.e., when that particular version/take

of the story was published). Story date/time will be consistent across the various takes of

the story, but take date/time will be specific to that item.

Take sequence number:Sequence number of this alert/take in this story—set to 1 for the

first and incremented by 1 for each subsequent alert/take in the story. This can help

determine if the item is the second alert or third update to a story, for example.

Attribution:Organizational source of the story (i.e., Reuters, PR Newswire, etc.).

Topic codes:Topic code(s) for the story which annotate what the story is about.

For example, corporate results (RES), mergers and acquisitions (MRG), research

(RCH), etc.

Company codes:Instrument RIC(s) for the story (i.e, the symbology for those companies

mentioned in the story).

(iii) Example of news data in tabular form

Subset of available fields (see Figure 1.9).

Applications of news analytics in finance: A review 29

Figure 1.9.Thomson Reuters NewsScope sentiments.