InfoTrie Sentiment Indices

An InfoTrie index is a named daily series computed from InfoTrie's own company news sentiment, with a method that is written down, versioned and never changed in place. The first, the InfoTrie US Large-Cap News Sentiment index, is the article-weighted mean sentiment of the S&P 500 constituents on a 0 to 10 scale (5 neutral). Each day is published once, at night, and never revised; a method change creates a new version and leaves the old series as it was. It is a statistic of news sentiment, not of prices, and not investment advice.

Status: In rollout — available on request

Request a sampleView as Markdown

Key facts

Published indexInfoTrie US Large-Cap News Sentiment (the S&P 500 constituents)
MethodMean of the constituents' daily news sentiment, weighted by their article counts; 0 to 10, 5 neutral
Coverage ruleA day is published only if at least 5 constituents and 10 % of the members have a sentiment; otherwise it is absent, never filled
PublicationNightly at 01:00 New York; a published day is never revised
VersionsA method change is a new version; earlier versions stay readable as published
HistoryDays before a version's launch are back-calculated with the same method and flagged backfilled
DeliveryREST API and MCP tools (rollout), InfoTrie console datasets; plans that include market data

Sources

  • InfoTrie company news sentiment (the constituents' daily sentiment and article counts)

Data dictionary

FieldTypeDescription
index_idstringThe index, e.g. us-large-cap-news-sentiment
versionintegerThe method version
daydateThe day (America/New_York)
valuenumberThe index value, 0 to 10, 5 neutral
constituentsintegerConstituents with a sentiment that day
membersintegerMembers of the universe
articlesintegerArticles behind the value
backfilledbooleanTrue for a day before the version's launch date, back-calculated

Use cases

  • Market mood. Follow the news sentiment of large US companies as one daily number.
  • Research inputs. Use a series whose method and every past value are fixed, so a study can be reproduced.
  • Dashboards. Show the index next to prices and your own indicators.

Delivery

  • REST API (rollout): the published indices, and one index's method, versions and history, JSON, with an API key
  • MCP tools (rollout): infotrie_indices and infotrie_index, read-only
  • InfoTrie console: the dataset's quality status and its rows, on plans that include market data

Frequently asked questions

Can a published value change?

No. Values are stored once and never updated; articles that arrive after a day was published do not change it. A method change creates a new version.

Is the universe point in time?

No. The universe is the index's current members, applied to back-calculated days too; the method says so.

See also

Talk to us about InfoTrie Sentiment Indices