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obaydata/ths-quant-factor-dictionary

THS Quant Factor Dictionary (同花顺量化因子字典) Quantitative factor dictionaries from THS (同花顺/Tonghuashun), covering A-share and overseas markets. Includes alpha factors, Barra risk factors, sell-side consensus estimates, and real-time news factors. These dictionaries describe the schema and metadata of THS's quantitative factor database — they do not contain actual factor values, but serve as essential references for anyone working with THS quant data. Files… See the full description on the dataset page: https://huggingface.co/datasets/obaydata/ths-quant-factor-dictionary.

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THS Quant Factor Dictionary (同花顺量化因子字典)

Quantitative factor dictionaries from THS (同花顺/Tonghuashun), covering A-share and overseas markets. Includes alpha factors, Barra risk factors, sell-side consensus estimates, and real-time news factors.

These dictionaries describe the schema and metadata of THS's quantitative factor database — they do not contain actual factor values, but serve as essential references for anyone working with THS quant data.

Files

Domestic (A-Share) — Chinese

FileDescriptionSheetsDetails
【字典】因子对外字典20260108.xlsxMain alpha factor dictionary — the core reference covering all factor categories5 sheetsA股市场 (1,173 rows), 国内ETF (268 rows), 国内期货 (21 rows), 港股市场 (391 rows), 美股市场 (21 rows). Wide-format with ~1,025 columns per sheet for factor field definitions.
【字典】Barra因子对外字典.xlsxBarra CNE5 risk factor dictionary1 sheet41 rows × 5 cols. Fields: 字段名, 中文含义, 备注
【字典】卖方预测对外字典.xlsxSell-side earnings forecast & consensus estimate dictionary9 sheetsCovers: 盈利预测数据表 (39 rows), 数据调整表 (16 rows), 报告评级 (11 rows), 评级调整 (17 rows), 研报质量分行业评级 (23 rows), 一致预期 (34 rows), 一致预期滚动 (9 rows), 中信行业代码附录 (30 rows), plus usage instructions
【字典】实时新闻对外字典.xlsxStandardized real-time news factor dictionary3 sheets字段说明 (28 rows × 6 cols), event_type (2,550 event categories), 行业 (89 industry categories)

Overseas — English

FileDescriptionSheetsDetails
【海外】Alpha Factor Database Dictionary 20260108.xlsxMain alpha factor dictionary (English version)5 sheetsChina A-Share (1,173 rows), China ETF (268 rows), China Futures (21 rows), Hong Kong Equity (391 rows), US Equity (21 rows). Mirrors the domestic version.
【海外】Barra cne5 Dictionary.xlsxBarra CNE5 risk factor dictionary (English)1 sheet41 rows × 5 cols. Fields: Field name, Meaning, Remarks
【海外】Earning Forecast & Consensus Estimate Dictionary.xlsxEarnings forecast & consensus estimate dictionary (English)9 sheetsMirrors 【字典】卖方预测对外字典.xlsx with English field names
【海外】Standardized Real-Time News Dictionary.xlsxReal-time news factor dictionary (English)3 sheetsField Name (28 rows), event_type (2,550 bilingual entries), Industry (89 bilingual entries)

Usage

These Excel files are factor schema dictionaries. Use them to:

  • —Understand the field definitions when working with THS quantitative factor data
  • —Map SDK table names and file naming conventions to factor categories
  • —Look up Barra CNE5 risk factor field specifications
  • —Reference sell-side consensus estimate data schemas
  • —Identify real-time news event types and industry classifications

Source

同花顺 (Tonghuashun / THS) — one of China's leading financial data providers. These dictionaries accompany their quantitative factor database product.

License

These dictionaries are third-party reference materials from THS (同花顺). They are provided here for research and educational purposes. All rights belong to the original data provider. Please refer to THS's terms of service for usage restrictions.

同花顺量化因子字典

同花顺量化因子数据库的因子字典文件，涵盖 A 股及海外市场。包含 alpha 因子、Barra 风险因子、卖方一致预期、实时新闻因子等类别的字段定义。

这些字典描述了同花顺量化因子数据库的 schema 和元数据，不包含实际因子数值，但对使用同花顺量化数据的研究者来说是必备的参考资料。

文件说明

国内（中文）

文件说明Sheet 数详情
【字典】因子对外字典20260108.xlsx主因子字典 — 核心参考文件，覆盖所有因子类别5A股市场 (1,173行), 国内ETF (268行), 国内期货 (21行), 港股市场 (391行), 美股市场 (21行)
【字典】Barra因子对外字典.xlsxBarra CNE5 风险因子字典141行 × 5列
【字典】卖方预测对外字典.xlsx卖方盈利预测与一致预期字典9含盈利预测、评级、一致预期等数据表的字段说明
【字典】实时新闻对外字典.xlsx标准化实时新闻因子字典3字段说明 (28行), 事件类型 (2,550类), 行业 (89类)

海外（英文）

文件说明Sheet 数详情
【海外】Alpha Factor Database Dictionary 20260108.xlsx主因子字典英文版5与国内版对应
【海外】Barra cne5 Dictionary.xlsxBarra CNE5 风险因子字典英文版141行 × 5列
【海外】Earning Forecast & Consensus Estimate Dictionary.xlsx卖方预测字典英文版9与国内版对应
【海外】Standardized Real-Time News Dictionary.xlsx实时新闻字典英文版3含中英双语事件类型

数据来源

同花顺 — 国内领先的金融数据服务商。本字典为其量化因子数据库产品的配套参考文件。

许可

本字典为同花顺第三方参考资料，仅供研究和教育用途。所有权利归原始数据提供方所有，使用限制请参考同花顺服务条款。