For Balyasny Asset Management
For Balyasny Asset Management
Your July 8 request, delivered: the lunarcrush_sp500_hourly_2020-2026 dataset expanded from current constituents to point-in-time membership — every company in the index at any moment from 2020-05-22 through 2026-05-21. 106 removed constituents restored with full hourly social history (Twitter, SVB, Activision, and 103 more), each with membership windows, removal reasons, and an honest coverage audit. Same schema as the file you already have. Query it below — the SQL runs in your browser, straight against the Parquet.
Point-in-time membership was reconstructed from the S&P DJI change record and cross-verified against two independent constituent datasets — the log reconciles at exactly 106 removals in the window. (A naive symbol diff suggests ~150: the remainder are 20 in-window ticker renames — FB→META, ANTM→ELV — whose history is already in your file under the new symbol.) Every addition carries its membership window and removal reason in constituent_membership.csv; data coverage per name is graded honestly in coverage_audit.csv.
The most recent index removals in the window, with reasons — acquisitions, take-privates, failures, and demotions. Join membership on symbol for the full point-in-time picture.
| Symbol | Company | Removed | Reason | Coverage |
|---|---|---|---|---|
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Straight from the delta Parquet — total posts created across each removed constituent's delivered history. American Airlines in the 2020-21 retail frenzy, Twitter through the take-private, SVB's final week: the names a current-constituent file can't see are some of the loudest in the dataset.
| Symbol | Posts created | Total interactions | Avg sentiment | Hourly rows | Data span |
|---|---|---|---|---|---|
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DuckDB running in your browser. Reads the Parquet directly from our CDN — no server, no auth, nothing leaves your machine. Tables: hourly (the full 608-symbol point-in-time panel), delta (just the 106 additions), membership (point-in-time windows), coverage (audit). Click a sample query or write your own.
Native columnar Parquet (zstd), identical schema to your Jun 3 file. The combined file is a drop-in replacement; the delta file appends. Methodology + honesty notes in the README.