Research Data and Outcomes

Cryptocurrency-specific lexicon

Data sources 

New cryptocurrencies are regularly added to the list of cashtags supported by StockTwits.This list can be found at cryptocurrency symbols. A cashtag refers to a cryptocurrency if and only if it ends with ".X" (e.g. \$BTC.X for Bitcoin, \$LTC.X for Litecoin). We use this convention and StockTwits Application Programming Interface (API) to download all messages containing a cashtag referring to a cryptocurrency. StockTwitsAPI also provides for each message its user's unique identifier, the time it was posted at with a one-second precision, and the sentiment associated by the user ("Bullish", "Bearish" or unclassified). Our final dataset contains 1,533,975 messages from 38,812 distinct users, posted between March 2013 and December 2018, and related to 465 cryptocurrencies

Methodologies of constructing lexicon tailored for Cryptocurrency universe

Please refer to SSRN working paper

Cryptocurrency-specific lexicon download available

Cathy Y. Chen,
Jul 9, 2019, 11:15 AM