Sensor DQ
Morningstar
Fund Holdings
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Description
Provides detailed security-level holdings data for mutual funds and ETFs, updated on a daily basis.
Key Data Fields
- Fund Identifier
- Reporting Date
- Holding Name
- Ticker Symbol
- CUSIP Identifier
- Number of Shares
- Market Value
- Percent of Portfolio
Performance Data
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Description
Contains historical performance metrics for funds, including Net Asset Value (NAV) and total returns over various periods.
Key Data Fields
- Fund Identifier
- Valuation Date
- Net Asset Value
- Daily Return
- Month to Date Return
- Year to Date Return
Fund Characteristics
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Description
Static and semi-static fund attributes including investment strategy, asset class focus, and management details.
Key Data Fields
- Fund Identifier
- Fund Name
- Inception Date
- Asset Class
- Investment Strategy
- Management Company
- Expense Ratio
- Benchmark Index
ESG Ratings
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Description
Environmental, Social, and Governance ratings and underlying metrics for funds and their holdings.
Key Data Fields
- Fund Identifier
- Evaluation Date
- Overall ESG Score
- Environmental Score
- Social Score
- Governance Score
- Sustainability Rating
FactSet
Equity Prices
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Description
Daily time-series data for global equities, including open, high, low, close prices, and trading volume.
Key Data Fields
- FactSet Symbol Identifier
- Trading Date
- Opening Price
- High Price
- Low Price
- Closing Price
- Trading Volume
- Adjusted Close Price
Fundamental Data
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Description
Core financial statement data including balance sheet, income statement, and cash flow metrics for companies.
Key Data Fields
- FactSet Symbol Identifier
- Period End Date
- Total Revenue
- Net Income
- Total Assets
- Total Equity
- Operating Cash Flow
- Earnings Per Share
Analyst Estimates
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Description
Consensus and detailed analyst projections for company earnings, revenues, and other key metrics.
Key Data Fields
- FactSet Symbol Identifier
- Estimate Period
- Mean EPS Estimate
- High EPS Estimate
- Low EPS Estimate
- Number of Estimates
- Standard Deviation
Ownership Data
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Description
Institutional and insider ownership information including position changes and filing dates.
Key Data Fields
- FactSet Symbol Identifier
- Report Date
- Institution Name
- Position Size
- Position Value
- Percent of Shares Outstanding
- Change in Shares
S&P
Credit Ratings
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Description
Provides credit ratings and outlooks for corporate and sovereign entities as assigned by Standard & Poor's.
Key Data Fields
- Entity Identifier
- Rating Date
- Long Term Rating
- Short Term Rating
- Outlook
- Rating Action
- Watch Status
Index Data
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Description
Performance data for S&P indices including the S&P 500, S&P MidCap 400, and sector indices.
Key Data Fields
- Index Code
- Date
- Index Level
- Daily Return
- Total Market Capitalization
- Dividend Yield
- Price to Earnings Ratio
Sector Classifications
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Description
Global Industry Classification Standard (GICS) sector and industry classifications for companies.
Key Data Fields
- Company Identifier
- Effective Date
- GICS Sector Code
- GICS Sector Name
- GICS Industry Group
- GICS Industry
- GICS Sub-Industry
Bloomberg
Bond Prices
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Description
Daily pricing data for global fixed income securities including government and corporate bonds.
Key Data Fields
- ISIN Code
- Pricing Date
- Clean Price
- Dirty Price
- Yield to Maturity
- Modified Duration
- Credit Spread
FX Rates
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Description
Real-time and historical foreign exchange rates for major and emerging market currency pairs.
Key Data Fields
- Currency Pair
- Quote Date
- Spot Rate
- Forward 1 Month Rate
- Forward 3 Month Rate
- Implied Volatility
Yield Curves
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Description
Government and corporate yield curve data across various maturities and credit qualities.
Key Data Fields
- Curve Identifier
- Observation Date
- 3 Month Yield
- 1 Year Yield
- 5 Year Yield
- 10 Year Yield
- 30 Year Yield
MSCI
Index Constituents
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Description
Complete list of securities and their weights within MSCI equity indices globally.
Key Data Fields
- Index Name
- As of Date
- Security Identifier
- Security Name
- Country
- Sector
- Index Weight
- Market Capitalization
Risk Models
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Description
Factor exposures and risk characteristics from MSCI Barra risk models.
Key Data Fields
- Security Identifier
- Model Date
- Beta
- Size Factor Exposure
- Value Factor Exposure
- Momentum Factor Exposure
- Predicted Risk
State Street
Custody Positions
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Description
Real-time custody positions showing holdings, cash balances, and pending transactions.
Key Data Fields
- Account Number
- Position Date
- Security Identifier
- Security Description
- Quantity
- Market Value
- Book Value
- Unrealized Gain Loss
Transaction Data
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Description
Detailed transaction history including trades, corporate actions, and income events.
Key Data Fields
- Account Number
- Trade Date
- Settlement Date
- Transaction Type
- Security Identifier
- Quantity
- Price
- Total Amount