Some fundamental users prefer to receive Hatched data in a systematic format, rather than relying solely on the Excel reports delivered by email. Systematic delivery is available through Snowflake or S3.
Systematic Delivery Structure
You’ll see three top-level components:
- LIVE – Latest issued report for each of our data feeds.
- PIT (Point-in-Time) – Dated report snapshots for reproducible backtests.
- SUPPLEMENTAL – Reference tables (index/KPI descriptions, mappings, quality scores).
LIVE Files
These are the most recent reports for each data feed in your subscription. Each delivery includes three LIVE files per ticker, which are replaced with new versions at the next delivery. LIVE file structure is the same across all reports. Those files are:
- TS_INDEX – Unmodeled Data
- TS_RESULTS – Modelled KPI Estimates & Outcomes
- MODEL_DETAILS – Model Spec & Diagnostics
TS_INDEX
The TS Index is the equivalent of Tabular Data in Excel deliveries.
TS_RESULTS
The TS Results contain the modelled outputs using the index/indices to estimate the company’s KPI/KPIs, plus reported outcomes and error measurement for backtesting.
MODELS
The Models tables document how each index is mapped to its KPI and include the model parameters. Their format is consistent across all reports.
PIT Files
The PIT files provide dated archives of the LIVE files for reproducible, point-in-time backtests.
- Each PIT file name includes a date that corresponds to the last value contained in that snapshot.
- Use PIT when you need to guarantee that your backtest only sees the data state as of that specific date.
- Best practice: If you’re measuring “what did we know then?”, pull from PIT (or filter LIVE by
RELEASEDATE≤ your test cut-off).
SUPPLEMENTAL Files
These files help you interpret data feeds and align them to external systems.
- DESCRIPTIONS_INDEX
- Per-index relevancy & completeness scores (0–5) with narrative context.
- DESCRIPTIONS_KPI
- KPI alignment score (0–5) with narrative context.
- MAPPINGS
- Cross-refs to external identifiers (e.g., Bloomberg, Visible Alpha) and KPI naming to enable downstream publishing.
Made with Bullet