Euronext Paris - News Data

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This item downloads French companies news data. Data retrieved from an RSS feed is transformed and inserted in a custom intraday database. The data is provided by a French website (www.boursier.com).
This news feed (RSS) is downloaded separately for each stock. The database, which stores the news items, is called 'france_rss_news' and it contains five fields.
These fields contain different pieces of information about the news articles. The 'Date' field gets the news date, the 'Title' field gets the news title, the 'Description' field gets a small description of the news content, the 'Tag' field tells what the news is about (Example: Chiffre d'affaires, Resulats, Avis AMF, Divers...) and finally the 'Link' field gets the URL of the news article.

This item requires a list of symbols, which can be downloaded here French Euronext Symbols - Liste des entreprises francaise coté ŕ l'Euronext. This list contains the companies ISIN code in the 'Name2' field, which is necessary in order for this item to work.
Euronext Paris - Historical Quotes can be used to download historical end-of-day quotes.

Here are some examples of how this item's data can be used with the QuantShare language:
To plot a time-series that displays the number of news per bar:
a = GetDataCount('france_rss_news','title');
plot(a, 'link', colorRed,ChartLine,StyleOwnScale);

To plot a time-series that shows news articles that are about the company revenues (Chiffre d'affaires):
a = GetDataStringCount('france_rss_news', 'tag', 'Chiffre daffaires');
plot(a, 'link', colorRed,ChartLine,StyleOwnScale);

Here is an advanced trading rule; it uses the Buy Indicator:
a = GetDataStringCount('france_rss_news', 'tag', 'Chiffre daffaires');
d = buy_indicator(a > 0, 10, 300) > 5 && a > 0;
plot(d, 'link', colorBlack,ChartLine,StyleOwnScale);

It plots a value of one on bars where news with the tag 'Chiffre daffaires' occurred and when the average future 10-bars return of all the news that has the same tag (lookback period of 300 bars) is above 5%.

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