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.
Real-time and historical equity coverage
Commodities and energy: 39 C&E topics
Equity coverage by region
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, ...