Skip to content
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
8 changes: 6 additions & 2 deletions skills/csharp/datasets/alternative-data/SKILL.md
Original file line number Diff line number Diff line change
Expand Up @@ -47,13 +47,17 @@ public override void OnData(Slice slice)
| `EstimizeEstimate` | Estimize | `Id`, `Ticker`, `FiscalYear`, `FiscalQuarter`, `CreatedAt`, `Eps`, `Revenue`, `UserName`, `AnalystId`, `Flagged` |
| `EstimizeRelease` | Estimize | `Id`, `FiscalYear`, `FiscalQuarter`, `ReleaseDate`, `Eps`, `Revenue`, `WallStreetEpsEstimate`, `WallStreetRevenueEstimate`, `ConsensusEpsEstimate`, `ConsensusRevenueEstimate`, `ConsensusWeightedEpsEstimate`, `ConsensusWeightedRevenueEstimate` |
| `FearGreedIndex` | Fear and Greed | `Spx`, `SpxSma`, `MarketMomentum`, `StocksAtYearlyHighs`, `StocksAtYearlyLows`, `TotalForStrength`, `NetYearlyHighsAndLows`, `StockPriceStrength`, `StocksUpDaily`, `StocksDownDaily`, `TotalForBreadth`, `McClellanSummationIndex`, `StockPriceBreadth`, `PutCallRatioDaily`, `PutCallRatioSma`, `PutCallRatioNormalized`, `Vix`, `VixSma`, `MarketVolatility`, `StockReturns`, `BondReturns`, `StockBondReturnDifference`, `SafeHavenDemand`, `JunkBondYield`, `InvestmentGradeBondYield`, `BondYieldSpread`, `JunkBondDemand`, `QCIndex`, `CNNIndex` |
| `QuiverInsiderTrading` | Insider Trading | `Name`, `Shares`, `PricePerShare`, `SharesOwnedFollowing` |
| `QuiverInsiderTrading` | Insider Trading | `Date`, `FileDate`, `TransactionCode`, `PricePerShare`, `Shares`, `SharesOwnedFollowing`, `AcquiredDisposedCode`, `DirectOrIndirectOwnership`, `OfficerTitle`, `IsDirector`, `IsOfficer`, `IsTenPercentOwner`, `IsOther` |
| `ExtractAlphaTacticalModel` | Tactical | `Reversal`, `FactorMomentum`, `LiquidityShock`, `Seasonality`, `Score` |
| `TiingoNews` | Tiingo News Feed | `Source`, `CrawlDate`, `Url`, `PublishedDate`, `Tags`, `Description`, `Title`, `ArticleID`, `Symbols` |
| `EODHDUpcomingDividends` | Upcoming Dividends | `DividendDate`, `DeclarationDate`, `ReportDate`, `PaymentDate`, `Dividend` |
| `EODHDUpcomingEarnings` | Upcoming Earnings | `ReportDate`, `ReportTime`, `Estimate` |
| `EODHDUpcomingIPOs` | Upcoming IPOs | `Name`, `Exchange`, `IpoDate`, `FilingDate`, `AmendedDate`, `LowestPrice`, `HighestPrice`, `OfferPrice`, `Shares`, `DealType` |
| `EODHDUpcomingSplits` | Upcoming Splits | `SplitDate`, `Optionable`, `SplitFactor` |
| `BLSEconomicSurveysCes` | US Bureau of Labor Statistics (BLS) | `Value` |
| `BLSEconomicSurveysCpi` | US Bureau of Labor Statistics (BLS) | `Value` |
| `BLSEconomicSurveysJolts` | US Bureau of Labor Statistics (BLS) | `Value` |
| `BLSEconomicSurveysPpi` | US Bureau of Labor Statistics (BLS) | `Value` |
| `USEnergy` | US Energy Information Administration (EIA) | `Value` |
| `Fred` | US Federal Reserve (FRED) | `Value` |
| `QuiverGovernmentContract` | US Government Contracts | `Description`, `Agency`, `Amount` |
Expand Down Expand Up @@ -82,7 +86,7 @@ public override void OnData(Slice slice)

| Class | Dataset | Properties |
| --- | --- | --- |
| `QuiverCNBCs`->`QuiverCNBC` | CNBC Trading | `Notes`, `Direction`, `Traders` |
| `QuiverCNBCs`->`QuiverCNBC` | CNBC Trading | `Notes`, `Direction`, `Traders`, `AdviceDate` |
| `QuiverLobbyings`->`QuiverLobbying` | Corporate Lobbying | `Client`, `Issue`, `SpecificIssue`, `Amount` |
| `EODHDEconomicEvents`->`EODHDEconomicEvent` | Economic Events | `EventType`, `EventPeriod`, `Country`, `EventTime`, `Previous`, `Estimate` |
| `EODHDMacroIndicators`->`EODHDMacroIndicator` | Macroeconomics Indicators | `Indicator`, `Country`, `Frequency` |
Expand Down
8 changes: 6 additions & 2 deletions skills/python/datasets/alternative-data/SKILL.md
Original file line number Diff line number Diff line change
Expand Up @@ -43,13 +43,17 @@ def on_data(self, slice: Slice) -> None:
| `EstimizeEstimate` | Estimize | `id`, `ticker`, `fiscal_year`, `fiscal_quarter`, `created_at`, `eps`, `revenue`, `user_name`, `analyst_id`, `flagged` |
| `EstimizeRelease` | Estimize | `id`, `fiscal_year`, `fiscal_quarter`, `release_date`, `eps`, `revenue`, `wall_street_eps_estimate`, `wall_street_revenue_estimate`, `consensus_eps_estimate`, `consensus_revenue_estimate`, `consensus_weighted_eps_estimate`, `consensus_weighted_revenue_estimate` |
| `FearGreedIndex` | Fear and Greed | `spx`, `spx_sma`, `market_momentum`, `stocks_at_yearly_highs`, `stocks_at_yearly_lows`, `total_for_strength`, `net_yearly_highs_and_lows`, `stock_price_strength`, `stocks_up_daily`, `stocks_down_daily`, `total_for_breadth`, `mc_clellan_summation_index`, `stock_price_breadth`, `put_call_ratio_daily`, `put_call_ratio_sma`, `put_call_ratio_normalized`, `vix`, `vix_sma`, `market_volatility`, `stock_returns`, `bond_returns`, `stock_bond_return_difference`, `safe_haven_demand`, `junk_bond_yield`, `investment_grade_bond_yield`, `bond_yield_spread`, `junk_bond_demand`, `qc_index`, `cnn_index` |
| `QuiverInsiderTrading` | Insider Trading | `name`, `shares`, `price_per_share`, `shares_owned_following` |
| `QuiverInsiderTrading` | Insider Trading | `date`, `file_date`, `transaction_code`, `price_per_share`, `shares`, `shares_owned_following`, `acquired_disposed_code`, `direct_or_indirect_ownership`, `officer_title`, `is_director`, `is_officer`, `is_ten_percent_owner`, `is_other` |
| `ExtractAlphaTacticalModel` | Tactical | `reversal`, `factor_momentum`, `liquidity_shock`, `seasonality`, `score` |
| `TiingoNews` | Tiingo News Feed | `source`, `crawl_date`, `url`, `published_date`, `tags`, `description`, `title`, `article_id`, `symbols` |
| `EODHDUpcomingDividends` | Upcoming Dividends | `dividend_date`, `declaration_date`, `report_date`, `payment_date`, `dividend` |
| `EODHDUpcomingEarnings` | Upcoming Earnings | `report_date`, `report_time`, `estimate` |
| `EODHDUpcomingIPOs` | Upcoming IPOs | `name`, `exchange`, `ipo_date`, `filing_date`, `amended_date`, `lowest_price`, `highest_price`, `offer_price`, `shares`, `deal_type` |
| `EODHDUpcomingSplits` | Upcoming Splits | `split_date`, `optionable`, `split_factor` |
| `BLSEconomicSurveysCes` | US Bureau of Labor Statistics (BLS) | `value` |
| `BLSEconomicSurveysCpi` | US Bureau of Labor Statistics (BLS) | `value` |
| `BLSEconomicSurveysJolts` | US Bureau of Labor Statistics (BLS) | `value` |
| `BLSEconomicSurveysPpi` | US Bureau of Labor Statistics (BLS) | `value` |
| `USEnergy` | US Energy Information Administration (EIA) | `value` |
| `Fred` | US Federal Reserve (FRED) | `value` |
| `QuiverGovernmentContract` | US Government Contracts | `description`, `agency`, `amount` |
Expand All @@ -72,7 +76,7 @@ def on_data(self, slice: Slice) -> None:

| Class | Dataset | Properties |
| --- | --- | --- |
| `QuiverCNBCs`->`QuiverCNBC` | CNBC Trading | `notes`, `direction`, `traders` |
| `QuiverCNBCs`->`QuiverCNBC` | CNBC Trading | `notes`, `direction`, `traders`, `advice_date` |
| `QuiverLobbyings`->`QuiverLobbying` | Corporate Lobbying | `client`, `issue`, `specific_issue`, `amount` |
| `EODHDEconomicEvents`->`EODHDEconomicEvent` | Economic Events | `event_type`, `event_period`, `country`, `event_time`, `previous`, `estimate` |
| `EODHDMacroIndicators`->`EODHDMacroIndicator` | Macroeconomics Indicators | `indicator`, `country`, `frequency` |
Expand Down