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 index | InfoTrie US Large-Cap News Sentiment (the S&P 500 constituents) |
|---|---|
| Method | Mean of the constituents' daily news sentiment, weighted by their article counts; 0 to 10, 5 neutral |
| Coverage rule | A day is published only if at least 5 constituents and 10 % of the members have a sentiment; otherwise it is absent, never filled |
| Publication | Nightly at 01:00 New York; a published day is never revised |
| Versions | A method change is a new version; earlier versions stay readable as published |
| History | Days before a version's launch are back-calculated with the same method and flagged backfilled |
| Delivery | REST 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
| Field | Type | Description |
|---|---|---|
index_id | string | The index, e.g. us-large-cap-news-sentiment |
version | integer | The method version |
day | date | The day (America/New_York) |
value | number | The index value, 0 to 10, 5 neutral |
constituents | integer | Constituents with a sentiment that day |
members | integer | Members of the universe |
articles | integer | Articles behind the value |
backfilled | boolean | True 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
- Sentiment: Multi-Asset — the data pillar this dataset belongs to
- News Sentiment Scores & Indices
- Sentiment & Volatility Forecasts
- Market Capitalisation History