The Wiley Finance Series : Handbook of News Analytics in Finance

(Chris Devlin) #1

RP_STORY_ID—RAVENPACK UNIQUE STORY IDENTIFIER:An alphanumeric
character identifier to uniquely identify each news story analyzed. This value is unique
across all records.


NEWS_TYPE—TYPE OF NEWS STORY:Classifies the type of news story into one
of five categories: HOT-NEWS-FLASH, NEWS-FLASH, FULL-ARTICLE, PRESS-
RELEASE and TABULAR-MATERIAL.


Coding file field descriptions


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).


RP_STORY_ID—RAVENPACK UNIQUE STORY IDENTIFIER:An alphanumeric
character identifier to uniquely identify each news story analyzed. This value is unique
across all records.


DJ_STORY_ID—DOW JONES UNIQUE STORY IDENTIFIER:An alphanumeric
character identifier provided by Dow Jones to uniquely identify each news story
analyzed.


DJ_INDUSTRY:Includes metadata tags applied by Dow Jones that identify about 150
industry categories to which the given story relates.


DJ_GOVERNMENT:Includes metadata tags applied by Dow Jones that identify to
which government bodies, agencies, representatives and personnel the given story relates.


DJ_NEWS:Metadata tags applied by Dow Jones that identify to which subject the
given story relates.


DJ_MARKET:Metadata tags applied by Dow Jones that identify to which market
sector or swift currency code the given story relates.


DJ_REGION:Metadata tags applied by Dow Jones that identify more than 200
countries, U.S. states, territories and broader regions to which the given story relates.


DJ_WSJ:Metadata tags applied by Dow Jones that identifyThe Wall Street Journal
topic code to which the story relates.


DJ_COMPANIES:Metadata tags applied by Dow Jones that identify to which of more
than 30,000 companies a given story relates.


DJ_COMPANIES_ISIN:Includes transformations to ISINs for the metadata tags
applied by Dow Jones that identify to which company a given story relates. The ISINs
are transformed using an internal database by RavenPack and include any of the
companies tracked by RavenPack along with ISINs sent by Dow Jones in the metadata
of the story.


34 The Handbook of News Analytics in Finance

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