| { |
| "version": 1, |
| "transformation_version": "1.1.0", |
| "contracts": { |
| "market_bars": { |
| "applies_to": ["ohlcv"], |
| "primary_key": ["symbol", "event_time"], |
| "columns": { |
| "symbol": "string", |
| "source": "string", |
| "ticker": "string", |
| "category": "string", |
| "interval": "string", |
| "event_time": "timestamp", |
| "available_time": "timestamp", |
| "ingested_at": "timestamp", |
| "open": "float64", |
| "high": "float64", |
| "low": "float64", |
| "close": "float64", |
| "volume": "float64", |
| "quality_flags": "string", |
| "transformation_version": "string" |
| } |
| }, |
| "scalar_observations": { |
| "applies_to": ["single_value", "aggregated"], |
| "primary_key": ["symbol", "event_time"], |
| "columns": { |
| "symbol": "string", |
| "source": "string", |
| "ticker": "string", |
| "category": "string", |
| "interval": "string", |
| "event_time": "timestamp", |
| "available_time": "timestamp", |
| "vintage_time": "timestamp", |
| "ingested_at": "timestamp", |
| "value": "float64", |
| "unit": "string", |
| "quality_flags": "string", |
| "transformation_version": "string" |
| } |
| }, |
| "macro_vintages": { |
| "applies_to": ["macro_vintage"], |
| "primary_key": ["series_id", "event_time", "vintage_time"], |
| "columns": { |
| "series_id": "string", |
| "source": "string", |
| "event_time": "timestamp", |
| "available_time": "timestamp", |
| "vintage_time": "timestamp", |
| "ingested_at": "timestamp", |
| "value": "float64", |
| "unit": "string", |
| "quality_flags": "string", |
| "transformation_version": "string" |
| } |
| }, |
| "fiscal_observations": { |
| "applies_to": ["fiscal_observation"], |
| "primary_key": ["series_id", "event_time"], |
| "columns": { |
| "series_id": "string", |
| "source": "string", |
| "dataset": "string", |
| "metric": "string", |
| "category": "string", |
| "frequency": "string", |
| "event_time": "timestamp", |
| "available_time": "timestamp", |
| "ingested_at": "timestamp", |
| "value": "float64", |
| "unit": "string", |
| "dimensions_json": "string", |
| "quality_flags": "string", |
| "transformation_version": "string" |
| } |
| }, |
| "official_macro_observations": { |
| "applies_to": ["official_macro_observation"], |
| "primary_key": ["series_id", "event_time"], |
| "columns": { |
| "series_id": "string", |
| "source": "string", |
| "dataset": "string", |
| "metric": "string", |
| "category": "string", |
| "frequency": "string", |
| "event_time": "timestamp", |
| "available_time": "timestamp", |
| "ingested_at": "timestamp", |
| "value": "float64", |
| "unit": "string", |
| "dimensions_json": "string", |
| "quality_flags": "string", |
| "transformation_version": "string" |
| } |
| }, |
| "positioning_observations": { |
| "applies_to": ["positioning_observation"], |
| "primary_key": ["series_id", "event_time"], |
| "columns": { |
| "series_id": "string", |
| "source": "string", |
| "report_family": "string", |
| "contract_id": "string", |
| "market_name": "string", |
| "metric": "string", |
| "trader_category": "string", |
| "position_side": "string", |
| "frequency": "string", |
| "event_time": "timestamp", |
| "available_time": "timestamp", |
| "ingested_at": "timestamp", |
| "value": "float64", |
| "unit": "string", |
| "dimensions_json": "string", |
| "quality_flags": "string", |
| "transformation_version": "string" |
| } |
| }, |
| "derivatives_observations": { |
| "applies_to": ["derivative"], |
| "primary_key": ["instrument_id", "metric", "event_time"], |
| "columns": { |
| "instrument_id": "string", |
| "source": "string", |
| "venue": "string", |
| "metric": "string", |
| "event_time": "timestamp", |
| "available_time": "timestamp", |
| "ingested_at": "timestamp", |
| "value": "float64", |
| "unit": "string", |
| "quality_flags": "string", |
| "transformation_version": "string" |
| } |
| }, |
| "fundamentals": { |
| "applies_to": ["fundamental"], |
| "primary_key": ["entity_id", "metric", "period_end", "available_time", "filing_id", "unit"], |
| "columns": { |
| "entity_id": "string", |
| "source": "string", |
| "filing_id": "string", |
| "metric": "string", |
| "taxonomy": "string", |
| "concept": "string", |
| "period_start": "timestamp", |
| "period_end": "timestamp", |
| "available_time": "timestamp", |
| "ingested_at": "timestamp", |
| "value": "float64", |
| "unit": "string", |
| "currency": "string", |
| "form": "string", |
| "fiscal_year": "int64", |
| "fiscal_period": "string", |
| "frame": "string", |
| "quality_flags": "string", |
| "transformation_version": "string" |
| } |
| }, |
| "filings": { |
| "applies_to": ["filing"], |
| "primary_key": ["entity_id", "filing_id"], |
| "columns": { |
| "entity_id": "string", |
| "source": "string", |
| "filing_id": "string", |
| "form": "string", |
| "filing_date": "timestamp", |
| "report_date": "timestamp", |
| "acceptance_time": "timestamp", |
| "primary_document": "string", |
| "primary_document_description": "string", |
| "items": "string", |
| "is_xbrl": "boolean", |
| "is_inline_xbrl": "boolean", |
| "accession_uri": "string", |
| "ingested_at": "timestamp", |
| "quality_flags": "string", |
| "transformation_version": "string" |
| } |
| }, |
| "corporate_entities": { |
| "applies_to": ["corporate_entity"], |
| "primary_key": ["entity_id"], |
| "columns": { |
| "entity_id": "string", |
| "source": "string", |
| "name": "string", |
| "sic": "string", |
| "sic_description": "string", |
| "state_of_incorporation": "string", |
| "fiscal_year_end": "string", |
| "tickers_json": "string", |
| "exchanges_json": "string", |
| "former_names_json": "string", |
| "ingested_at": "timestamp", |
| "quality_flags": "string", |
| "transformation_version": "string" |
| } |
| }, |
| "events": { |
| "applies_to": ["event"], |
| "primary_key": ["event_id"], |
| "columns": { |
| "event_id": "string", |
| "source": "string", |
| "event_type": "string", |
| "event_time": "timestamp", |
| "available_time": "timestamp", |
| "ingested_at": "timestamp", |
| "title": "string", |
| "text": "string", |
| "entities_json": "string", |
| "quality_flags": "string", |
| "transformation_version": "string" |
| } |
| }, |
| "documents": { |
| "applies_to": ["document"], |
| "primary_key": ["document_id"], |
| "columns": { |
| "document_id": "string", |
| "source": "string", |
| "published_at": "timestamp", |
| "available_time": "timestamp", |
| "ingested_at": "timestamp", |
| "title": "string", |
| "text": "string", |
| "language": "string", |
| "source_uri": "string", |
| "quality_flags": "string", |
| "transformation_version": "string" |
| } |
| }, |
| "series_metadata": { |
| "applies_to": ["series_metadata"], |
| "primary_key": ["series_id"], |
| "columns": { |
| "series_id": "string", |
| "source": "string", |
| "ticker": "string", |
| "category": "string", |
| "frequency": "string", |
| "unit": "string", |
| "description": "string", |
| "valid_from": "timestamp", |
| "valid_to": "timestamp", |
| "ingested_at": "timestamp" |
| } |
| }, |
| "instruments": { |
| "applies_to": ["instrument"], |
| "primary_key": ["instrument_id"], |
| "columns": { |
| "instrument_id": "string", |
| "source": "string", |
| "venue": "string", |
| "native_symbol": "string", |
| "base_asset": "string", |
| "quote_asset": "string", |
| "asset_class": "string", |
| "valid_from": "timestamp", |
| "valid_to": "timestamp", |
| "ingested_at": "timestamp" |
| } |
| } |
| } |
| } |
|
|
