====================================================================
 FIRSTRATE DATA — FUNDAMENTAL DATA
 Dataset Overview
====================================================================

The US Fundamentals collection bundles six complementary datasets
covering US-listed stocks. 
The dataset is available as complete Excel-compatible csv files for download
or via the API.



-------- 1. Financials ------ (historical data back to Jan 2000)

Company financial statements sourced from SEC filings, provided at both
annual and quarterly frequency. A single wide file (70+ columns) covering
the full income statement, balance sheet (assets, liabilities and
equity), cash-flow statement, and a set of pre-computed ratios and
margins (ROA, ROE, ROIC, gross/operating margin, interest coverage).
This is the core dataset for fundamental and financial-statement analysis.


-------- 2. Earnings ------(historical data back to Jan 2000)

The earnings-release calendar and results, one row per ticker per event.
Includes the scheduled/actual release date, the consensus analyst EPS
estimate ahead of the release, the actual reported EPS, and the timing
relative to market hours (before open / after close). Covers both past
releases and upcoming events, making it useful for estimate-vs-actual
(surprise) analysis and event scheduling.


-------- 3. Valuation Metrics ------(historical data back to Jan 2000)

Daily valuation ratios per ticker on each trading day. Covers trailing
and forward P/E, trailing and forward price-to-sales, market
capitalisation, and enterprise value, plus related valuation measures.
Use it to track how expensive a stock is over time and to screen or
compare valuations across names.


-------- 4. Short Interest ------ (historical data back to Jan 2021)

Bi-monthly FINRA short-interest figures per ticker, keyed to the FINRA
settlement date (published roughly twice a month). Reports the total
shares sold short and not yet covered (the outstanding short position),
the average daily share volume used as a liquidity baseline, and
days-to-cover. Higher readings flag more crowded, harder-to-unwind
short positions.


-------- 5. Short Volume ------(historical data back to Jan 2021)

Daily short-selling tape activity per ticker on each trading day. Reports
the total shares sold short that day, the short-exempt portion, and short
volume as a fraction of total reported volume. Unlike Short Interest, this
measures day-by-day trading flow rather than the outstanding short
position.


-------- 6. Social Sentiment ------(historical data back to Jan 2025)

Intraday social-media activity per ticker, sampled every three hours during throughout 
the day. Activity from multiple sites such as Reddit, StockTwits and X 
are scanned to get an aggregate social media activity rank per ticker.
Reports the ticker's activity rank versus all other stocks and a raw
activity/mention count. Use it to gauge relative buzz and spikes in
retail investor attention.

====================================================================
