1{2 "daily": [3 "wd_ret20",4 "wd_ret60",5 "wd_vol20",6 "wd_vol60",7 "wd_parkinson20",8 "wd_skew60",9 "wd_kurt60",10 "wd_overnight20",11 "wd_intraday20",12 "wd_volratio20",13 "wd_volratio5",14 "wd_amihud60",15 "wd_zeroret60",16 "wd_log_dollar_vol60",17 "wd_bars20",18 "wd_maxdd60"19 ],20 "fundamentals": [21 "f_rev_growth",22 "f_net_issuance",23 "f_gross_margin",24 "f_op_margin",25 "f_ni_assets",26 "f_ocf_assets",27 "f_accruals",28 "f_cash_assets",29 "f_leverage",30 "f_current_ratio",31 "f_capex_assets",32 "f_rd_rev",33 "f_int_cover",34 "f_loss",35 "f_log_assets",36 "f_roa",37 "f_log_mcap",38 "info_age_td",39 "last_surprise",40 "mean_surprise4",41 "hist_adverse_rate"42 ],43 "intraday_1m": [44 "w1m_rv",45 "w1m_bpv",46 "w1m_rj",47 "w1m_rsneg_share",48 "w1m_sjv",49 "w1m_rskew",50 "w1m_rkurt",51 "w1m_max_share",52 "w1m_ac1",53 "w1m_vol_first30",54 "w1m_vol_last30",55 "w1m_vol_gini",56 "w1m_down_vol_share",57 "w1m_present_share",58 "w1m_rv_mktdown_share",59 "w1m_drift",60 "w1m_beta",61 "w1m_volofvol",62 "w1m_vratio"63 ],64 "intraday_30m": [65 "w30m_rv",66 "w30m_bpv",67 "w30m_rj",68 "w30m_rsneg_share",69 "w30m_sjv",70 "w30m_rskew",71 "w30m_rkurt",72 "w30m_max_share",73 "w30m_ac1",74 "w30m_vol_first30",75 "w30m_vol_last30",76 "w30m_vol_gini",77 "w30m_down_vol_share",78 "w30m_present_share",79 "w30m_rv_mktdown_share",80 "w30m_drift",81 "w30m_beta",82 "w30m_volofvol",83 "w30m_vratio"84 ],85 "intraday_5m": [86 "w5m_rv",87 "w5m_bpv",88 "w5m_rj",89 "w5m_rsneg_share",90 "w5m_sjv",91 "w5m_rskew",92 "w5m_rkurt",93 "w5m_max_share",94 "w5m_ac1",95 "w5m_vol_first30",96 "w5m_vol_last30",97 "w5m_vol_gini",98 "w5m_down_vol_share",99 "w5m_present_share",100 "w5m_rv_mktdown_share",101 "w5m_drift",102 "w5m_beta",103 "w5m_volofvol",104 "w5m_vratio"105 ]106}