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Data Note: U.S. - Nasdaq market summary - Metadata
Monday, 18 Nov 2019 12:58 ET
By Phillip Thorne
Summary
November 2019 -- We have improved the "observed" attribute on select Nasdaq series, and standardized unit-descriptor metadata (39 daily, monthly and quarterly series impacted).
Detail

The changes are:

  1. Changed "observed" attribute to SUMMED as appropriate.
  2. Standardized unit-descriptor metadata.
    • $ » USD
    • Month End » END
    • Appended "NSA" 
  3. Deleted aliases that use the ".US" geo code.

1. Observed attribute

  • NSDQTRDD.IUSA  = Trades, (#, NSA)
  • NSDQTRDND.IUSA = [DISCONTINUED] NM trades
  • NSDQTRDSD.IUSA = [DISCONTINUED] SC trades

These data are reported by Nasdaq, Inc. at a frequency of daily (the "fundamentals") but for select indicators, we compute monthly and quarterly versions as a convenience (the "supplements"). Some indicators have a natural compaction (e.g., trading count is summed), others have multiple valid interpretations (for a price index, you may want average over period, or end of period), and a few have no sensible interpretation (counts of advances and declines).

In Data Buffet, you can convert a series using drop-down controls or the CONVERT function. The intent of this change is to make the result of the former (which uses default settings) more sensible, but you can always use the latter mechanism to override the defaults.

2. Consistent syntax for our textual metadata aids in automated parsing, and we engage in continuous improvement.

3. Because we modified Data Buffet over 2015 to 2017, deletion of these aliases should have no impact on your retrievals.

See also

Other
Related ReleaseNasdaq Daily Market Files
SourceThe Nasdaq Stock Market, Inc. (NASDAQ)
FrequencyBusiness Daily
GeographyUnited States
Upcoming
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