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The Handbook of News Analytics in Finance by Leela Mitra, Gautam Mitra

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1.A APPENDIX: STRUCTURE AND CONTENT OF NEWS DATA

In this appendix we summarize the services offered by two leading providers of news analytics, namely Thomson Reuters (News Analytics) and RavenPack (NewsScore). The information is presented under three main headings: (i) coverage, (ii) method and types of scores, and (iii) example of news data in tabular form.

1.A.1 Details of Thomson Reuters News Analytics equity coverage and available data

(i)    Coverage

Real-time and historical equity coverage

Commodities and energy: 39 C&E topics

image

Equity coverage by region

Americas: 14,785
APAC: 11,055
EMEA: 8,197

Equity coverage updates: Bi-weekly updates for recent changes (de-listings, M&A, IPOs).

History: Available from January 2003 (history kept for delisted companies; symbology changes tracked). Version control procedures enable clients to test “as-was” versions as well as system enhancements. With new enhancements and scoring logic, history is rescored from 2003 and provided to client.

Data fields: Eighty-two metadata fields including Timestamp (GMT in milliseconds), linked counts over various time periods which measure repetition, linked item cross-references, language, topics, prevailing sentiment, detailed sentiment, relevance, size of item, broker action, market commentary, number of companies mentioned, position of first mention, news intensity, news source, story type, ...

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