The Wiley Finance Series : Handbook of News Analytics in Finance

(Chris Devlin) #1

1.A.2 Details of RavenPack News Analytics—Dow Jones Edition: Equity coverage
and available data


(i) Coverage


Real-time and historical equity coverage


Equity coverage 28,301 (100.0%)
Active companies 22,172 (78.3%)
Inactive companies 6,129 (21.7%)


Coverage by region


Americas 11,950 (42.2%)
Asia 8,858 (31.3%)
Europe 5,859 (20.7%)
Oceania 1,436 (5.1%)
Africa 186 (0.7%)


Available data


Historical
Data format Comma separated values (.csv) files
Archive range Available since January 1, 2000
point-in-time sensitive
free of survivorship bias
Archive packaging All .csv files compressed in .zip on a per year basis
Data fields Company analytics: 23 fields including sentiment, novelty,
relevance and categories, among others
Story coding 11 fields with coding information from the original story
Download Secure web download


Real-time
Connection Over the internet or direct leased lines
Software Local install of RavenPack Data GatewayþAPI
Access Push feed for real-timeþhistorical query mechanism
API For Windows and Linux.


(ii) Method and types of scores


TIMESTAMP_UTC:The date/time (yyyy-mm-dd hh:mm:ss.sss) at which the news
item was received by RavenPack servers in Coordinated Universal Time (utc).


COMPANY:This field includes a company identifier in the format ISO_CODE/
TICKER. The ISO_CODE is based on the company’s original country of incorporation
and TICKER on a local exchange ticker or symbol. If the company detected is a
privately held company, there will be no ISO_CODE/TICKER information, only an
RP_COMPANY_ID.


30 The Handbook of News Analytics in Finance

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