BDL Emerging Markets Sentiment API

Table of contents

Data Glossary 

Field  Description  Data Type  Example 
date  The day on which we generated and published signals  date  2019-02-25 
region  Developed market region name. One of Asia, Australia & NZ, Europe, Japan, North America,  and UK.  String  China 
org_name  Name of the legal entity   String  Alibaba Group Holding Ltd 
org_id  Refinitiv company identifier  Integer  100906681 
public_id  TIMGroup’s instrument identifier  String  5ea132da07d54bf49ab13a629fb3d527 
ric  Refinitiv instrument code  String  9988.HK 
bloomberg_ticker  Bloomberg ticker  String  9988 HK 
figi  An open source Financial Instrument Global Identifier. It is issued under the guidelines of the Object Management Group. See https://www.openfigi.com/ 

 

String  BBG00QV37ZP9 
indicator  sentiment deciled by region {1-10}  Integer  10 
intercept  Contribution of long/short idea count.  

All ideas have a basic amount of alpha, which is represented by the intercept. 

double  0.00073675 
is_open  Contribution of open/closed status  double  0.00000128 
local_author  Contribution of author location relative to exchange  double  0.00000231 
decay  Contribution of idea age  double  -0.00022316 
experts  Contribution of author historical performance  double  0.0000045 

Note on alpha component data: The values for each of the five components  (intercept, is_openlocal_author, decay, and experts) represent the total amount of signal attributable to each factor. The total raw signal is the sum of the four together. The indicator value itself is simply the total raw signal deciled within the region.