Documentation

Connect to RavenPack News Analytics

Create a RavenPack News Analytics connection c using the user name username and password pwd.

c = ravenpack('username','pwd');

Retrieve Historical and Intraday RavenPack News Data

Retrieve RavenPack News Analytics Data Gateway entitlements using the RavenPack News Analytics connection c.

e = entitlements(c);

e is a table that contains the entitlement data.

Retrieve the RavenPack News Analytics symbol for equities data.

symbol = e.NAME{1};

Create a historical equities data file 2014-11-equities.csv using the RavenPack Data Feed Tool. Load the data into the MATLAB^® variable histData.

histData = rploader('2014-11-equities.csv');

Request the last two and a half hours of intraday data recentData for all valid fields using the RavenPack News Analytics connection c. symbol is the entitled symbol for equity data. Create the time interval using now-.1 and now.

recentData = timeseries(c,symbol,{now-.1,now});

To retrieve the last minute of intraday data for the RavenPack News Analytics fields ENTITY_NAME, GROUP, and ESS, use this code. Create the time interval for the last minute using now-.001 and now.

essData = timeseries(c,symbol,{now-.001,now},...
{'ENTITY_NAME','GROUP','ESS'});

Combine the historical and intraday data into the MATLAB variable allData. Remove the time component from the timestamp using dateshift.

allData = [histData; recentData];
allData.TIMESTAMP_UTC = dateshift(allData.TIMESTAMP_UTC,'start','day');

Retrieve Twitter News Data

Isolate the Twitter^® news event data using strcmp. Assign the Twitter news event data to the MATLAB variable companyData.

iCompany = strcmp('Twitter Inc.',allData.ENTITY_NAME);
companyData = allData(iCompany,:);

Filter out the insider trading and order imbalance events from the Twitter news event data. To find these events, use the RavenPack News Analytics field GROUP. For details about this field, see RavenPack Developer Zone Overview. For details about this filter, see [1].

iIT = strcmp('insider-trading',companyData.GROUP);
companyData(iIT,:) = [];
iIT = strcmp('order-imbalances',companyData.GROUP);
companyData(iIT,:) = [];

Determine EVI for Twitter News Data

This code loops through the Twitter company data companyData. The logic filters out empty ESS scores and ESS scores equal to 50. The code adds a record for the first event of the day using the timestamp essTimestamp. Then, the code increments the EVI count eviData.

EVI = 0;
eviData(1,1) = EVI;
essTimestamp = companyData.TIMESTAMP_UTC(1);
iEVI = 1;
for j = 1:length(companyData.ESS)
  % Discard neutral and empty scores
  if ~isempty(companyData.ESS{j}) && ~strcmp(companyData.ESS{j},'50')
    % Add new record for new day's event, otherwise increment existing count
    if essTimestamp(iEVI) ~= companyData.TIMESTAMP_UTC(j)
      essTimestamp(end+1,1) = companyData.TIMESTAMP_UTC(j); 
      iEVI = length(essTimestamp);
      EVI = 0;
    else
      essTimestamp = companyData.TIMESTAMP_UTC(j);
    end
    EVI = EVI + 1;
    eviData(iEVI,1) = EVI;  
  end
end

Populate a table twitter with a timestamp essTimestamp and the Twitter EVI data eviData.

twitter = table(essTimestamp,eviData,...
'VariableNames',{'Timestamp','Twitter_EVI'});

Clear temporary MATLAB variables.

clear essTimestamp EVI eviData

Retrieve Real-Time Twitter News Data

Populate real-time Twitter EVI data into the MATLAB variable twitter in the Workspace browser using realtime. Run realtime using the RavenPack News Analytics connection c and symbol. The sample listener rpExampleListener listens for news event data from any company or entity. When realtime is run as part of this example, realtime provides real-time updates for the Twitter EVI. Here, this listener is monitoring for news related to these RavenPack News Analytics fields: ENTITY_NAME, GROUP, and ESS. To add other functionality, you can modify this listener function or create your own.

[status,lhandle] = realtime(c,symbol, ...
    @(~,evt)rpExampleListener(evt,{'ENTITY_NAME', ...
    'GROUP','ESS'}));

Close RavenPack News Analytics Connection

close(c)