Market-data lake

lake.security_segments dataset schema

Column types and research semantics for NexusTrade’s lake.security_segments dataset. Read the supported schema before submitting a bounded SQL query.

Query name
lake.security_segments
Grain
snapshot
Columns
9

Columns and types

These columns come from the same versioned logical catalog used by the query validator and engine. They describe the fields you can query. Some historical rows have missing values; fields absent from older shards can return typed NULL.

tickerVARCHAR
from_dateDATE
to_dateDATE
security_idVARCHAR
canonical_symbolVARCHAR
share_class_figiVARCHAR
cikVARCHAR
nameVARCHAR
asset_typeVARCHAR

Current logical schema for lake.security_segments

Coverage and timing

Which company traded under a ticker on a date; follows a company across renames.

One row per span a security traded under one ticker: `from_date` and `to_date` are its first and last sessions, inclusive, and `to_date` is NULL while it still trades. Built from Polygon's point-in-time listing. Rows sharing a `security_id` are one security across renames. `canonical_symbol` is the ticker a security's whole history is known by: its current ticker if it still trades, otherwise its last ticker, or `__SECURITY__<security_id>` when a later company took that ticker. Filter on it to follow one company across renames. Price, fundamentals and disclosure tables are keyed by the ticker as traded on each date. Join them here on `ticker` AND `date BETWEEN from_date AND COALESCE(to_date, DATE '9999-12-31')`; joining on `ticker` alone matches every company that ever used the symbol. A merger into a new registrant is a new security, not a rename: Paramount Global (`PARA` to 2025-08-06) and Paramount Skydance (`PSKY` from 2025-08-07) have different `security_id`s, because holders did not all receive shares.

Run a limited query

Use a registered API key with lake scope. Select needed columns, bind user-supplied values and restrict dates when the table has a time dimension. Query results are durable parts with a schema and manifest rather than an unbounded in-memory array.

This reference documents the schema and its meaning. Run queries in your signed-in workspace; this page does not execute SQL or show private results and datasets.

sql
SELECT "ticker", "from_date", "to_date"
FROM lake.security_segments
LIMIT 20;