Equity Signals Emerging Markets 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.