Signals V1 Data Release


Signals V1 data is out now and includes 24 features and updated tickers.

This dataset contains:

  1. Factors, which are similar to the factors which the target is neutral to. Use these to determine if your model is sufficiently unique, use them to neutralize your predictions, or use them as additional features in your dataset.
  2. Some starter features, which are relatively simple classic quant features constructed from returns series.

There is a new column called numerai_ticker which is the stock’s ticker, and country of execution (as a two-letter ISO code). We also include composite FIGI tickers when available.

Legacy Signals data has been a mess of different sources, but V1 data has been built with our modern data pipelines and is now available via the data API.

import pandas as pd
from numerapi import NumerAPI
napi = NumerAPI()
napi.download_dataset("signals/v1.0/live.parquet", "live.parquet")

This dataset comes with a new example model, a small LGBM trained on the 24 features in this dataset.

Breaking Changes

There are breaking changes from the legacy dataset:

  • Removed old ticker columns
  • Renamed friday_date to date
  • Renamed targets
  • Default target change

If you have Bloomberg tickers, you can replace the exchange code with the ISO country code to map to numerai_ticker. See the updated example notebook for an example.

The targets have slight name changes to match the conventions of our other datasets. For example, target_20d_factor_feat_neutral is now target_factor_feat_neutral_20.

The default target is now target_factor_feat_neutral_20. The legacy default targets (target_4d and target_20d) have been renamed to target_eleven_{length}.

What do you need to do?

To prepare for this update, at minimum you will need to make the following changes:

Live submissions

  1. Update your pipeline to use data from the data API.

  2. The live.parquet file contains the latest universe with numerai_ticker and composite_figi tickers (along with v1 features)

Model training

  1. Update your pipeline to map numerai_ticker to the ticker of your choosing for historical data.
  2. Update your pipeline to read the date column instead of friday_date
  3. If your pipeline uses any of the auxiliary targets, update the target names to the new convention.
  4. If your pipeline uses the old default target, be aware that the default target has changed.

You can refer to our new example notebook to see what this looks like now.

V1 Features

The new features are:


Features with {n}(d|w) in the name (for example, feature_adv_20d_factor) are time-series features that are computed over n days or n weeks.

Features with country_ranknorm in the name are grouped by country, then ranked, then gaussianized.

Features with factor in the name refer to risk factors that most of the targets are neutral to.

PPO, RSI and TRIX are examples of technical indicators.

PPO is a percentage price oscillator that compares shorter and longer moving averages in a ratio

RSI is the relative strength index usually used as an overbought/oversold indicator

TRIX is a triple exponential moving average indicator usually used as momentum or reversal feature

momentum_52w_less_4w refers to one year return of a stock excluding the last 4 weeks.

Minor Target Updates

There are now 20 and 60-day versions of all targets.

Ticker Updates

The new data has two tickers: numerai_ticker and composite_figi.

You can still submit any of the currently accepted tickers. So we now accept all of the following:

  • cusip
  • sedol
  • bloomberg_ticker
  • composite_figi
  • numerai_ticker

You’ll see that we only have composite FIGI tickers going back to September 2022. If anyone knows where to find historic FIGI tickers, please reach out. This also means that we cannot accept composite_figi for diagnostics.

Legacy Data Deprecation and New Submission Formats

All Signals legacy data is now deprecated and will no longer be available as of March 30, 2024. Anything that does not have the signals/v1.0 prefix in the data API will be discontinued.

Anything not in the data API will also be discontinued. For example, any hardcoded S3 URLs like will not be available.

Along with this deprecation, please note the updates to submissions and diagnostics formats. The legacy formats will still be accepted, so updating your submission format is not required.

Live Submissions

  • The current live submission header format is: [(cusip|sedol|bloomberg_ticker|ticker), data_type, friday_date, signal]:
  • Submissions have been updated to only require two columns: [(cusip|sedol|bloomberg_ticker|composite_figi|numerai_ticker), signal]


  • The current diagnostics header format is: [(cusip|sedol|bloomberg_ticker|ticker), data_type, friday_date, signal]:
  • Diagnostics have been updated to only require three columns: [(cusip|sedol|bloomberg_ticker|numerai_ticker), date, signal]:

Nice! Three more features, compared to the 2016 v1 numerai classic dataset. :slight_smile:


Thanks for the post. A few questions that I couldn’t find answer elsewhere:

  • What time during the day does the live data update?

  • It looks like the latest ticker universal now resides in ‘signals/v1.0/live.parquet’. Since it changes daily, is there any reference file that maps numerai_ticker to other major tickers (e.g., Bloomberg, Yahoo) and updates daily?

Thanks for the update.


napi = NumerAPI()

should be

napi = SignalsAPI()

correct? The same applies in the docs as well: