Clients who receive our data systematically, through Snowflake or S3, will receive our data in the form of 3 CSV files for each ticker. The formats of these tables are outlined below.
Article Contents:
TS_Index
NAME | TYPE | DESCRIPTION |
COMMENT | Varchar | Additional notes related to the index value. |
CUMULATIVEVALUE | Float | Running total of the index from the first value in the dataset to the specified date. |
DURATION | Varchar | The duration type for the value. Possible values include: Month (full month), Week (single week), Mid-month (first half of a month), and Custom Quarter (a quarter with a non-standard end date). |
INDEXHEALTH | Varchar | ㅤ |
INDEXNAME | Varchar | The name of the index. |
PERIODEND | Date | End date of the duration. For example, June ends at midnight on July 1st. |
RELEASEDDATE | Timestamp_NTZ | Timestamp of when the data point was first released or updated (e.g., report launch, addition of a new index type, inclusion of a live data point, or a restatement/update to a previously shared value). Introduced in 2024; some historical dates may default to 00:00:00 for time. |
TICKER | Varchar | Stock ticker with country code for international equities (e.g., XRO.AU). Corresponds with the REPORT column in the TS Results table. |
VALUE | Float | The index value, representing a transaction volume. |
YOYCHANGE | Float | ㅤ |
TS_Results
NAME | TYPE | DESCRIPTION |
CREATEDDATE | Timestamp_NTZ | Timestamp of when the row was first created, typically when a report is launched or a new prediction is generated. |
DURATION | Varchar | The fiscal period length; usually Quarter or Half Year. |
ESTIMATE | Float | Hatched’s estimate provided at the end of the fiscal period. |
ESTIMATEERRORRATE | Float | The percentage error rate of the estimate, calculated as ((Estimate / Reported) - 1). |
ESTIMATEHEALTH | Varchar | ㅤ |
ESTIMATENAME | Varchar | Label used to distinguish between multiple estimates for the same KPI. Naming standard: number = KPI in the report; letter = model (e.g., Model 1A = default model for the first KPI, Model 1B = alternative model for the first KPI, Model 2A = default model for the second KPI). |
ESTIMATEYOY | Float | Hatched’s YoY estimate compared to the reported value for the same period in the prior year. |
FISCALPERIOD | Varchar | The fiscal period name. |
KPINAME | Varchar | The name of the KPI being predicted, if applicable. |
KPIPREFIX | Varchar | Prefix applied to the KPI (e.g., currency symbol for revenue KPIs). |
KPISCALE | Varchar | The unit scale of the KPI (e.g., millions (m), thousands (k)). |
LASTUPDATEDDATE | Timestamp_NTZ | Timestamp of when the row was most recently updated, typically after a company reports earnings or when restatements are applied. |
NOTES | Varchar | Additional notes related to the estimate. |
PERIODEND | Date | The end date of the fiscal period. |
RECOMMENDEDMODEL | Varchar | Identifies the estimate that Hatched recommends when more than one model is provided; typically TRUE or FALSE. |
REPORT | Varchar | Stock ticker with country code for international equities (e.g., XRO.AU). Aligns with the TICKER column in the TS_Index table. |
REPORTED | Float | The actual KPI value as reported in the company’s earnings release. |
REPORTEDYOY | Float | The reported YoY value from the company’s earnings release. |
Models
Column | Data Type | Description |
ESTIMATEERRORRATE | FLOAT | The percentage error rate of the estimate, calculated as ((Estimate / Reported) - 1). |
FACTORS | VARCHAR | Additional factors beyond raw data that are included in the model. |
INDEX | VARCHAR | The name of the index used as an input in the model. Corresponds to the INDEXNAME column in the index tables. |
INTERCEPT | VARCHAR | Indicates whether the model uses an estimated intercept value (Yes or No). |
LAUNCHDATE | VARCHAR | The date predictions for the KPI began. |
MODEL | VARCHAR | The model name. When multiple estimates exist for the same KPI, they are labelled separately to distinguish them. Naming standard: number = KPI in the report; letter = model. Examples: Model 1A = default model for the first KPI; Model 1B = alternative model for the first KPI; Model 2A = default model for the second KPI. Corresponds with the ESTIMATENAME column in the results table. |
MODELTYPE | VARCHAR | The type of model used (e.g., Linear Regression, Ratio). |
NOTES | VARCHAR | Additional notes about the model or estimate. |
PERIODLENGTH | VARCHAR | The duration of the data point used in modelling a specific KPI. For predictions where KPIs are measured at month-end (e.g., subscriber numbers), this will likely be ‘Month’. For quarterly KPIs, it will be ‘Quarter’, and for KPIs with significant deferred revenue (e.g., annual contracts), it may be ‘Year’. |
RECOMMENDEDMODEL | VARCHAR | Identifies the estimate recommended by Hatched when multiple models exist; typically TRUE or FALSE. |
REPORTEDKPI | VARCHAR | The reported KPI being predicted by the model. Corresponds with the KPINAME column in the results table. |
RETIREDATE | VARCHAR | The date predictions for a KPI were retired (e.g., when the KPI is no longer a reliable indicator or the company stops reporting it). |
ROLLINGWINDOW | VARCHAR | The number of prior fiscal periods included in the model to predict the KPI for the current period. A value of ‘Fixed’ means all data from a fixed starting point is used. |
TICKER | VARCHAR | Stock ticker with country code for international equities (e.g., XRO.AU). Corresponds with the REPORT column in the results table. |
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