Estimize Data Dictionary

Estimize

Equity

Estimates.csv:
Each "estimate" is an estimate of EPS and revenue created by an analyst in the Estimize community

Field Description
Estimate_id The Estimize unique identifier for the estimate
Eps The estimated value for EPS by the analyst
Revenue The estimated value for Revenue by the analyst
Created_at The datetime at which this estimate was created
Flagged Whether the estimate was flagged as unreliable by Estimize
Release_id The unique identifier of the release on which the estimate was created
Fiscal_quarter The fiscal quarter (1-4) corresponding to the release
Fiscal_year The fiscal year corresponding to the release
Reported.eps The reported EPS for this release (if it has been reported)
Reported.revenue The reported revenue for this release (if it has been reported)
Reports_at The expected (or actual, if already reported) report datetime for this release
Instrument_id The unique identifier for the stock
Ticker The ticker for the stock
Cusip The CUSIP identifier for the stock
Instrument_name The company name for the stock
Instrument_sector The name of the sector for the stock
Instrument_industry The name of the industry for the stock
User_id The Estimize unique identifier for this user (static)
Username The username for the analyst (may change)
User_bio1 The first level of career-biographical categorization for the analyst
User_bio2 The second level of career-biographical categorization for the analyst
User_bio3 The third level of career-biographical categorization for the analyst
User_created_at The datetime at which the analyst joined the community

Consensus.csv:

Field Description
Date Date
Ticker The ticker for the stock
Cusip The CUSIP identifier for the stock
Instrument_id The unique identifier for the stock
Instrument_name The company name for the stock
Instrument_sector The name of the sector for the stock
Instrument_industry The name of the industry for the stock
Fiscal_year The fiscal year corresponding to the release
Fiscal_quarter The fiscal quarter (1-4) corresponding to the release
Reports_at The expected (or actual, if already reported) report datetime for this release
Estimize.eps.weighted Estimize Weighted Consensus (EPS) for this reporting period (as of 'date')
Estimize.eps.high Highest EPS estimate included in the Estimize consensus
Estimize.eps.low Lowest EPS estimate included in the Estimize consensus
Estimize.eps.sd Standard deviation of the EPS estimates included in the Estimize consensus
Estimize.eps.count Number of EPS estimates included in the the Estimize consensus
Estimize.revenue.weighted Estimize Weighted Consensus (Revenue) for this reporting period (as of 'date')
Estimize.revenue.high Highest Revenue estimate included in the Estimize consensus
Estimize.revenue.low Lowest Revenue estimate included in the Estimize consensus
Estimize.revenue.sd Standard deviation of the Revenue estimates included in the Estimize consensus
Estimize.revenue.count Number of Revenue estimates included in the the Estimize consensus
Wallstreet.eps The Wall Street consensus (EPS) for this reporting period (as of 'date')
Wallstreet.revenue The Wall Street consensus (revenue) for this reporting period (as of 'date')
Actual.eps The reported EPS for this reporting period
Actual.revenue The reported Revenue for this reporting period
Release_id The unique identifier of the release on which the estimate was created

Economic Indicators

Estimates.csv:

Field Description
Id The Estimize unique identifier for the estimate
User_id The unique identifier for the user who created the estimate
Release_id The unique identifier of the release
Value The estimated value by the analyst
Created_at The datetime at which this estimate was created
Flagged Whether the estimate was flagged as unreliable by Estimize

Releases.csv:
Each "release" is a single fiscal quarter of a stock (each estimate is made on a single release)

Field Description
Id The unique identifier of the release
Indicator_id The unique identifier for the economic indicator
Year The calendar year for the economic indicator of the estimate
Period The calendar period for the economic indicator of the estimate
Period_ends_on The calendar day associated with the end of the measurement period for the economic release
Reports_at The timestamp for when the actuals are reported for this period
Actual The reported value for the economic indicator (empty if has not reported)
Actual_as_reported The reported value at the time of report for the economic indicator (note that actuals can be revised at a later time, which will change the value of 'actual')

Indicators.csv:

Field Description
Id The Estimize unique identifier for the estimate
Name The name of the economic indicator for the estimate
Country The country for the economic indicator of the estimate (
Frequency The period frequency for the economic indicator of the estimate (possible values: 'weekly', 'monthly', 'quarterly', 'market_daily')
Unit The unit of the estimate and actuals (millions, percent, etc)
Defunct Indicates if Estimize no longer supports estimates for this indicator

Economic Indicator list:

United States

ADP Change in Nonfarm Payrolls - A report that measures levels of non-farm private employment.
Average Hourly Earnings - A measure of how much workers are being paid.
Building Permits - Permits for construction of a new or existing buildings.
Case-Shiller Home Price Index: Composite 20 - Value of residential real estate in 20 major U.S. metropolitan areas.
Change in Crude Oil Inventories - Barrels of commercial crude oil held by US firms.
Change in Nonfarm Payrolls - U.S. Bureau of Labor Statistics measure of paid U.S. workers of any business.
Consumer Price Index - Weighted average of prices of a basket of consumer goods and services.
Core Consumer Price Index - Weighted average of prices for consumer goods and services excluding volatile goods.
Core PCEPI - Measures price changes of consumer goods and services.
Durable Goods New Orders - Bureau of Census measures new orders of durable goods in the near term or future.
Existing Home Sales - National Association of Realtors measure of existing home sales.
Housing Starts - Measures new residential construction projects during a particular month.
Industrial Production - Measures the output of manufacturing, mining, and utilities.
Initial Claims for Unemployment Insurance - Measures jobless claims filed by individuals seeking to receive state jobless benefits.
ISM Non-Manufacturing Index - Survey of 400+ non-manufacturing firms' purchasing and supply executives.
Manufacturing New Orders - Measures dollar level of new factory orders for both durable and non-durable goods.
New Single Family Houses Sold - Sales of one unit dwelling structures.
Philly Fed Manufacturing Activity Index - Survey measuring changes in business activity and growth.
Producer Price Index - Average change in selling prices received by domestic producers of goods and services over time.
Purchasing Managers Index - Measures new orders, inventory levels, production, supplier deliveries and the employment environment.
Real GDP - Measures the value of economic output adjusted for price changes.
Retail and Food Services Sales - Measure of the aggregated sales of retail goods over a stated time period.
Retail Sales (Excluding Vehicles and Parts) - Measures dollar value of merchandise sold within by retailers directly to consumers.
Target Federal Funds Rate - The federal funds interest rate at which an institution lends to another institution overnight.
Umich Consumer Sentiment - A survey of consumer confidence conducted by the University of Michigan.
Unemployment Rate - Percentage of the total labor force that is unemployed but actively seeking employment.
Weekly Natural Gas Storage - EIA weekly estimate of working natural gas volumes held in underground storage facilities.

Brazil

GDP Growth Rate (YoY) - Quarterly measure of the value of economic output adjusted for price changes in Brazil, as compared to the previous year’s quarter.
Inflation Rate - Measures a broad rise or fall in prices that consumers pay for a wide basket of consumer goods.
Interest Rate Decision - The Central Bank of Brazil's (BCB) Monetary Policy Committee decision on the rate at which the BCB lends to commercial banks overnight.
Unemployment Rate - Measures the number of people actively looking for a job as a percentage of the labor force in Brazil.

Canada

Balance of Trade - The deficit or surplus on trade in goods and services between Canada and other countries
Building Permits - Monthly percent change in value of permits for construction issued by Canadian municipalities
GDP Growth Rate - Quarterly measure of the value of economic output adjusted for price changes in Canada, as compared to the previous quarter.
Interest Rate Decision - The Bank of Canada's (BoC) decision on the rate at which the BoC lends to commercial banks overnight.
New House Price Index - Monthly measure of changes over time in contractors' selling prices of new residential houses.
Unemployment Rate - Measures the number of people actively looking for a job as a percentage of the labor force in Canada

China

Balance of Trade - The deficit or surplus on trade in goods and services between China and other countries.
Caixin Manufacturing PMI - Measures nationwide manufacturing activity, with a focus on smaller and medium-sized companies.
GDP Growth Rate (YoY) - Quarterly measure of the value of economic output adjusted for price changes in Brazil, as compared to the previous year’s quarter.
Inflation Rate - Measures a broad rise or fall in prices that consumers pay for a wide basket of consumer goods.
NBS Manufacturing PMI - Measures the performance of the manufacturing sector with a focus on larger-scale, state-owned companies.

Euro Area

Balance of Trade - The deficit or surplus on trade in goods and services between the Eruozone and countries outside of the Eurozone.
Business Confidence - Measure of confidence in future development of industry
Consumer Confidence - Monthly measure of the level of optimism consumers have about the economy.
GDP Growth Rate - Quarterly measure of the value of economic output adjusted for price changes in the Euro Area, as compared to the previous quarter.
Inflation Rate - Measures a broad rise or fall in prices that consumers pay for a wide basket of consumer goods in the Euro Area.
Interest Rate Decision - The European Central Bank (ECB) decision on the rate at which the ECB lends to commercial banks overnight.
Retail Sales - Measures total amount of goods sold via percent increase or decrease as compared to the previous month.
Unemployment Rate - Measures the number of people actively looking for a job as a percentage of the labor force in the Euro Area.

France

GDP Growth Rate - Quarterly measure of the value of economic output adjusted for price changes in France, as compared to the previous quarter.
Manufacturing PMI - Measures the performance of the manufacturing sector in France.
Unemployment Rate - Measures the number of people actively looking for a job as a percentage of the labor force in France.

Germany

Balance of Trade - The deficit or surplus on trade in goods and services between Germany and other countries.
GDP Growth Rate - Quarterly measure of the value of economic output adjusted for price changes in Germany, as compared to the previous quarter.
GfK Consumer Climate - Measures the level of consumer confidence in economic activity in Germany. Ifo Business Climate Index - Measures current German business sentiment and estimates expectations for the next six months.
Industrial Production - Measures the output of manufacturing, mining, and utilities in Germany.
Inflation Rate - Measures a broad rise or fall in prices that consumers pay for a wide basket of consumer goods in Germany.
Manufacturing PMI - Measures the performance of the manufacturing sector in Germany.
Unemployment Change - Measures the actual change in the number of unemployed people in the reporting month.
Unemployment Rate - Measures the number of people actively looking for a job as a percentage of the labor force in Germany.
ZEW Economic Sentiment - Measures forward looking-sentiment of approximately 350 economists and analysts on the economic future of Germany in the medium-term.

Japan

Balance of Trade - The deficit or surplus on trade in goods and services between Japan and other countries.
Consumer Confidence - Monthly measure of the level of optimism consumers have about the economy.
GDP Growth Rate - Quarterly measure of the value of economic output adjusted for price changes in Japan, as compared to the previous quarter.
Industrial Production - Measures the output of manufacturing, mining, and utilities in Japan.
Interest Rate Decision - The Bank of Japan (BoJ) decision on the rate at which the BoJ lends to commercial banks overnight.
Machinery Orders - Month-over-month change of the number of private sector machinery orders, excluding orders for ships and from electric power companies.
Tankan Large Manufacturer's Index - Measures the relative level of general business conditions in the manufacturing sector in Japan.
Unemployment Rate - Measures the number of people actively looking for a job as a percentage of the labor force in Japan.

Russia

Inflation Rate - Measures a broad rise or fall in prices that consumers pay for a wide basket of consumer goods in Russia.
Interest Rate Decision - The Bank of Russia (BoR) decision on the rate at which the BoR lends to commercial banks overnight.
Unemployment Rate - Measures the number of people actively looking for a job as a percentage of the labor force in Russia.

United Kingdom

Average Earnings Index + Bonus - Measures the change in the price both businesses and government pay for labor, including bonuses.
Claimant Count Change - Measures the monthly change in the number of people claiming unemployment benefits.
GDP Growth Rate - Quarterly measure of the value of economic output adjusted for price changes in the UK, as compared to the previous quarter.
Halifax House Price Index - Measures the change in the price of homes and properties financed by the Halifax Bank Of Scotland.
Inflation Rate - Measures a broad rise or fall in prices that consumers pay for a wide basket of consumer goods in the UK.
Interest Rate Decision - The Bank of England (BoE) decision on the rate at which the BoE lends to commercial banks overnight.
Manufacturing PMI - Measures the performance of the manufacturing sector in the UK.
Retail Sales - Measures the total amount of goods sold via percent increase or decrease as compared to the previous month.

Signal

Signal_time_series.csv:

Field Description
Ticker The ticker for the stock
Cusip The CUSIP identifier for the stock
Fiscal_date The financial year and quarter reporting for each stock
Reports_at The expected (or actual, if already reported) report datetime for this release
As_of Timestamp as of the sampling of this datapoint, in ET according to UTC offset
Type Pre is calculated everyday in the 10 days before the announcement; Post is calculated everyday in the 3 days after the announcement
Signal Value of the output of the Estimize factor model (-100.0 to 100.0)

US Equity Investor Attention

Watchlist_added.csv:

Field Description
Date The 24 hour period measured
instrument_id The unique identifier for the stock
ticker The ticker for the stock
cusip The CUSIP identifier for the stock
event_type Release view or watchlist addition
count The number of watchlist additions made

Release_views.csv:

Field Description
Date The 24 hour period measured
Instrument_id The unique identifier for the stock
Ticker The ticker for the stock
Cusip The CUSIP identifier for the stock
Event_type Release view or watchlist addition
Fiscal_year The fiscal year corresponding to the release
Fiscal_quarter The fiscal quarter (1-4) corresponding to the release
Estimates_count The cumulative number of estimates submitted for the release as of the date
Count The number of pageviews for the given day

US Equity KPIs

Metrics.csv:

Field Description
Id The unique identifier for the specific metric (ex: same store sales)
Name The name of the KPI
Display_name The name of the KPI
Unit The unit of the estimate and actuals (millions, percent, etc)
Description The long form name of the KPI

Estimates.csv:

Field Description
Id The Estimize unique identifier for the estimate
Release_id The unique identifier of the release on which the estimate was created
User_id The Estimize unique identifier for this user (static)
Metric_id The unique identifier for the specific metric (ex: same store sales)
Metric The name of the KPI
Value The estimated value for the KPI by the analyst
Created_at The datetime at which this estimate was created
Flagged Whether the estimate was flagged as unreliable by Estimize

Consensus.csv:

Field Description
Date Date
Instrument_id The unique identifier for the stock
Ticker The ticker for the stock
Cusip The CUSIP identifier for the stock
Release_id The unique identifier of the release on which the estimate was created
Fiscal_year The fiscal year corresponding to the release
Fiscal_quarter The fiscal quarter (1-4) corresponding to the release
Reports_at The expected (or actual, if already reported) report datetime for this release
Metric_id The unique identifier for the specific metric (ex: same store sales)
Metric The name of the KPI
Estimize.weighted Estimize Weighted Consensus for this reporting period (as of 'date')
Estimize.mean Estimize Mean Consensus for this reporting period (as of 'date')
Estimize.high Highest estimate included in the Estimize consensus
Estimize.low Lowest estimate included in the Estimize consensus
Estimize.sd Standard deviation of the estimates included in the Estimize consensus
Estimize.count Number of estimates included in the the Estimize consensus
Actual The reported KPI value for this reporting period