quantlab.dataset.massive

Modules

day_bar_events	Massive's own splits and dividends as the events of its Day aggregates on permatickers (ADR 0048).
day_bars	The Day aggregate panel built from Massive's daily day_aggs files, on the Massive ticker axis.
disclosures	Massive's 8-K disclosure categories as a daily panel on the permaticker axis (#358).
dividends	Massive's dividends and splits as a daily panel on the permaticker axis (#351).
ipos	Massive's IPOs as a daily panel on the permaticker axis (#359).
mapped_bars	Stores on the Massive ticker mapped onto permatickers once and kept in a store of their own.
news	Massive's news as a daily count and sentiment panel on the permaticker axis (#357).
permaticker_bars	Datasets on the Massive ticker axis read on the permaticker axis, through the Ticker map (ADR 0031).
placement	Rows keyed by a Massive ticker placed on Sharadar's permatickers through the Ticker map.
raw	Massive's raw tier: where the daily files live, and how they are read.
resample	Resample SIP trades onto Trade bars, by the SIP's rules per trade condition.
rest_panel	What the Massive REST panels on the permaticker axis share.
short_interest	Massive's short interest as a daily release panel on the permaticker axis (#355).
short_volume	Massive's daily short volume as a panel on the permaticker axis (#356).
ten_k	How much each 10-K's text changed from the filer's previous one, as a daily panel on the permaticker axis.
ticker_map	The Ticker map: each day's Massive ticker to the permaticker that traded under it.
trade_bars	The Trade bar panel built from Massive's daily trade files, on the Massive ticker axis.
vendor_check	Check a day of one-minute Trade bars against Massive's own minute aggregates.