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data-updater-v2

data_updater_v2.tables.metrics

metrics.py — the raw metric tables: what a security is counted and valued at on a day, as told, under the listing id it was fetched for.

equity_metrics     (id, date)    a stock's day: shares outstanding (the count effective
                                 on the day, in the day's own units), float shares and
                                 free float as FMP tells them, FMP's market cap as served;
                                 an SEC cover count carries ``filed`` (the day it was
                                 known) and ``source`` (form and accession)
etf_metrics        (id, date)    a fund's day: NAV and its currency, net assets, expense
                                 ratio and holdings count (FMP etf/info, as of its stamp),
                                 FMP's share count and market cap as served
short_interest     (id, date)    FINRA's position at a settlement date, twice a month
short_volume       (id, date)    FINRA's daily short-sale volume, the trade date
fails_to_deliver   (cusip, date) the SEC's fails at a settlement date, by CUSIP
borrow             (id, date)    IB's borrow fee and shares available, the reading's day
crypto_supply      (id, date)    Coin Metrics' four groups, a coin's UTC day each:
crypto_valuation                 supply; valuation; network activity; exchange flows —
crypto_network                   with Coin Metrics' ``complete`` and ``final`` and our
crypto_exchange                  ``estimated`` (a value we filled, replaced by the re-ask)

Market facts only, never derived here: the market cap over our close, the count stepped over every session in the day’s units, a fund’s implied shares and premium are dbt’s (facts.equity_metrics, facts.etf_metrics, analytics.daily_metrics). Keyed by the listing id as the price tables are (the fails by the CUSIP the file names); in_* say who told the row (both when both did on one day). The one value not told is a coin’s estimated fill. No provider, fetched_at or run columns.

Classes

Borrow

Bases: Base

What one listing cost to borrow and how much could be borrowed on one day, IB’s numbers.

CryptoExchange

Bases: Base

What moved to and from exchanges and sits on them, one day.

CryptoNetwork

Bases: Base

A coin’s chain on one day.

CryptoSupply

Bases: Base

A coin’s supply on one day.

CryptoValuation

Bases: Base

A coin’s valuation on one day.

EquityMetric

Bases: Base

A stock’s day, as told.

EtfMetric

Bases: Base

A fund’s day, as told.

FailsToDeliver

Bases: Base

The SEC’s fails to deliver for one CUSIP at one settlement day.

ShortInterest

Bases: Base

FINRA’s short interest for one listing at one settlement date.

ShortVolume

Bases: Base

FINRA’s daily short-sale volume for one listing on one day.