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Sentiment data

Does anyone know the start dates for PsychSignal and Sentdex?

2 responses

The covered timespan for each dataset is listed in the documentation.

So, looking at the PsychSignal docs ( it shows "Timespan: July 2009 to present.". The data starts in July 2009.

Looking at the Sentdex docs ( it shows "Timespan: June 2013 to present". The data starts in June 2013.

Another date to note... There is also listed a "Point-In-Time Start" for each dataset. This is when Quantopian began getting the live feed and timestamping the data. This is important because it reflects when this data would have been available to actually impact trading. Before this date, Quantopian used historical files to populate the dataset and assumed some constant offset (typically a day) as the timestamp. After this date the timestamps reflect actuals. It is sometimes informative to run one's backtest before and after the "Point-In-Time Start" date.


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Thanks, Dan´╝üThat helps.