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Derived alternative-data signals for one instrument and one series — the comparable form of the underlying data.
Raw values are frequently not comparable. Receivables of $10.9bn against $4.9bn say nothing without each book's size; a 5.3% charge-off rate means something different on a subprime book than a prime one. A signal states what the value was compared against, which is the part that makes it usable in a screen.
Available Data Points:
- Signal Slug: Signal identifier.
- Series Slug: The series the signal is derived from.
- Transform:
zscore,percentile,drift,trendorlevel. - Cross Section: What the value was compared against — see below.
- As Of Date: When the value became computable. This is the knowledge clock.
- Period Date: The period the underlying observation describes.
- Entity Ref: The publisher's identifier for the entity the signal is about, as on the observations route. A listing with several entities in one series (a utility's reactor units, a retailer's states) has a row per entity; empty where the series has one entity per listing.
- Value: The signal value.
- Zscore: Standard deviations from the comparison set.
- Percentile: Rank within the comparison set, 0-100.
- Sample Size: How many observations the comparison was made against.
- Higher Is Better: Whether a higher value is the bullish reading. A rising charge-off rate is not.
crossSection is the question the signal answers
The two are not interchangeable:
- own_history: Is this high for this company? The right comparison where entities are not comparable to each other.
- all: Is this high for this series right now? Ranks every entity reporting the same period, and is only meaningful where the series genuinely is comparable across companies.
asOfDate is the knowledge clock
It is the day the value became computable, derived from the underlying observation's publication rather than its period. Use it, not periodDate, when joining against returns.
Coverage
Signals are available for every series, including those whose raw values are restricted. The one exception is a level transform, which republishes the publisher's own number and so inherits the source's restriction.
Try it out! You can test the API with the trial key TEST. Simply include it in your request headers; either here, or add the header "Ortex-Api-Key": "TEST" to your http request.
Trial key restrictions: Trial keys may be limited to a specific date range and set of regions. Requests outside the allowed regions or entirely outside the allowed date range are rejected; a date window that partially overlaps the allowed range is trimmed to it, reported in meta.restriction.
Get full access! Get a key at app.ortex.com/apis