Importing via File Uploader
Import simple data in seconds
File Uploader provides an easy way import signal data from an Excel (.XLSX) or CSV (.CSV) file. Under the hood, it uses the Data API.
There are 3 different file formats supported and there are some things to consider for all formats.
- Keywords used to interpret the file format:
signal,date,valueandknown_time - Companies may be identified with any of the following identifier types:
isin- International Securities Identification Numberbloomberg_ticker- (e.g. AAPL US)bloomberg_symbol- (e.g. AAPL US Equity)figi- Financial Instruments Global Identifierfactset_identifier- either FactSet entity identifier or FactSet permanent identifier ("FSYM_ID")mic:ticker- Market Identifier Code and ticker
- Time series may be uploaded to the "global" entity. This may be useful for macro signals like the DXY (USD dollar index), which do not need to be tied to any particular entity. See example below
- Time series may be uploaded to any entity in your namespace. That requires the entity type and the entities to have been created with the Data API before using the file uploader.
Wide-form #1
- Keyword
signalhas to be on the first row in the first column.- Signal names should follow after the keyword on the first row.
- Identifier type has to be on the second row in the first column.
- Identifiers should follow after the identifier type on the second row
- Value dates in the first column
signal | signal_name_1 | signal_name_2 | signal_name_1 | signal_name_2 |
bloomberg_ticker | AAPL US | AAPL US | MSFT US | MSFT US |
| 2020-01-01 | 1.00 | 2.00 | 3.00 | 4.00 |
| 2020-01-02 | 2.00 | 3.00 | 4.00 | 5.00 |
| 2020-01-03 | 3.00 | 4.00 | 5.00 | 6.00 |
Wide-form #2
- Identifier type has to be on the first row in the first column.
- Identifiers should follow below the identifier type in the first column
- Keyword
datehas to be on the first row in the column containing value dates - Signal names has to be on the first row
bloomberg_ticker | date | signal_name_1 | signal_name_2 |
| AAPL US | 2020-01-01 | 1.00 | 2.00 |
| AAPL US | 2020-01-02 | 2.00 | 3.00 |
| AAPL US | 2020-01-03 | 3.00 | 4.00 |
| MSFT US | 2020-01-01 | 3.00 | 4.00 |
| MSFT US | 2020-01-02 | 4.00 | 5.00 |
| MSFT US | 2020-01-03 | 5.00 | 6.00 |
Long-form
- Keyword
signalhas to be on the first row in the column containing signal names. - Identifier type has to be on the first row in the first column.
- Identifiers should follow below the identifier type in the first column
- Keyword
datehas to be on the first row in the column containing value dates - Keyword
valuehas to be on the first row in the column containing the values
bloomberg_ticker | signal | date | value |
| AAPL US | signal_name_1 | 2020-01-01 | 1.00 |
| AAPL US | signal_name_1 | 2020-01-02 | 2.00 |
| AAPL US | signal_name_1 | 2020-01-03 | 3.00 |
| AAPL US | signal_name_2 | 2020-01-01 | 2.00 |
| AAPL US | signal_name_2 | 2020-01-02 | 3.00 |
| AAPL US | signal_name_2 | 2020-01-03 | 4.00 |
| MSFT US | signal_name_1 | 2020-01-01 | 3.00 |
| MSFT US | signal_name_1 | 2020-01-02 | 4.00 |
| MSFT US | signal_name_1 | 2020-01-03 | 5.00 |
| MSFT US | signal_name_2 | 2020-01-01 | 4.00 |
| MSFT US | signal_name_2 | 2020-01-02 | 5.00 |
| MSFT US | signal_name_2 | 2020-01-03 | 6.00 |
"Global" signals
Time series may be uploaded to the "global" entity. This may be useful for macro signals like the DXY (USD dollar index), which do not need to be tied to any particular entity. Below is an example:
date | global_signal_name_1 | global_signal_name_2 |
| 2020-01-01 | 1.00 | 11.00 |
| 2020-01-02 | 2.00 | 12.00 |
| 2020-01-03 | 3.00 | 13.00 |
Point-in-time data
You should also provide the known time for each time series data point. Read more on how to prepare point-in-time data. In the file uploader there are 3 options to specify the known time:
- Specify import time as known time
- Specify a point-in-time offset in days (e.g. 0 or 1 day)
- Specify a
known_timecolumn in the import file
A column with keyword known_time is supported in long-form and wide-form #2. Below is an example with known_time column added in long-form.
bloomberg_ticker | signal | date | known_time | value |
| AAPL US | signal_1 | 2020-01-01 | 2020-01-31 | 1.00 |
| AAPL US | signal_1 | 2020-01-02 | 2020-01-31 | 2.00 |
| AAPL US | signal_1 | 2020-01-03 | 2020-01-31 | 3.00 |
| AAPL US | signal_2 | 2020-01-01 | 2020-01-31 | 2.00 |
| AAPL US | signal_2 | 2020-01-02 | 2020-01-31 | 3.00 |
| AAPL US | signal_2 | 2020-01-03 | 2020-01-31 | 4.00 |
| MSFT US | signal_1 | 2020-01-01 | 2020-01-31 | 3.00 |
| MSFT US | signal_1 | 2020-01-02 | 2020-01-31 | 4.00 |
| MSFT US | signal_1 | 2020-01-03 | 2020-01-31 | 5.00 |
| MSFT US | signal_2 | 2020-01-01 | 2020-01-31 | 4.00 |
| MSFT US | signal_2 | 2020-01-02 | 2020-01-31 | 5.00 |
| MSFT US | signal_2 | 2020-01-03 | 2020-01-31 | 6.00 |
Updated 5 months ago