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Data Dictionary

Complete reference of data fields and types used across Snowtrail products.

Point-in-Time Columns​

Every Snowtrail table, signals, features, events, and backtests, includes three point-in-time columns and a model_version that support reproducible research and audit.

ColumnTypeDescription
str_effective_atdateThe date this row became knowable: the business date it describes, plus the source's publication lag where one applies.
str_observed_attimestampWhen Snowtrail could first have held this value, derived from the arrival of the raw data that fed it.
str_ingested_attimestampThe UTC timestamp of the pipeline run that last wrote this row. Rewritten on every rebuild, not a first-publication date; used by as_of only as a tiebreaker.
model_versionstringMAJOR.MINOR version of the model that produced the row. A MAJOR change restates history.

as_of bounds both str_effective_at and str_observed_at, and per key returns the newest version ordered by MAJOR model_version, then str_observed_at, then str_ingested_at. A query replayed at a historical date returns what Snowtrail held and the market could have seen by then, including values a source has since restated, back to each product's effective as_of start. It reconstructs data under the current model, not earlier models. See Point-in-Time Integrity.

Common API Response Fields​

When querying the Snowtrail API, responses include standard envelope fields.

FieldTypeDescription
product_idstringIdentifier for the product (e.g. gbsi_us, glmi)
countintegerNumber of records returned in this response
has_morebooleanWhether additional pages of results exist
next_cursorstringCursor token for retrieving the next page of results

Signal Columns​

Signal schemas are product and dataset-specific. Below is an example using GBSI-US system stress.

Example: GBSI-US System Stress​

ColumnTypeDescription
week_endingdateThe week-ending date for this observation
stress_regimeinteger (1--5)Numeric stress regime classification, where 1 is lowest stress and 5 is highest
stress_regime_labelstringHuman-readable label for the stress regime
confidence_scorefloatConfidence in the regime classification
directional_biasstringDirectional context associated with the current regime
str_effective_atdateWhen the row became publicly knowable
str_observed_attimestampWhen Snowtrail could first have held it
str_ingested_attimestampWhen this row was processed by Snowtrail

Other signal datasets (e.g. balance momentum, price context, grid stress) follow similar patterns but with columns specific to their domain.

Feature Columns​

Feature schemas vary by product and dataset. Features represent the derived, research-ready inputs that underpin signals and events. Every feature table includes:

ColumnTypeDescription
str_effective_atdateWhen the row became publicly knowable
str_observed_attimestampWhen Snowtrail could first have held it
str_ingested_attimestampWhen this row was processed by Snowtrail

Additional columns are specific to the product and feature dataset. For example, GBSI-US storage features include columns for storage levels, injections, withdrawals, and year-over-year comparisons.

Event Columns​

Event schemas vary by product and dataset. Events represent discrete developments that materially affect market conditions. Every event table includes:

ColumnTypeDescription
str_effective_atdateWhen the row became publicly knowable
str_observed_attimestampWhen Snowtrail could first have held it
str_ingested_attimestampWhen this row was processed by Snowtrail

Additional columns describe the event type, severity, status, and other product-specific attributes. GBSI-US, GBSI-EU, GLMI and WSSI-US events carry event_status (ACTIVE or SUPERSEDED); superseded events also carry superseded_by_source and superseded_at.

Schema Discovery​

Actual column names and types are product and dataset-specific. To explore the schema for a particular dataset:

  • Use the Python SDK to fetch a sample and inspect the resulting DataFrame columns
  • Consult the API Reference for endpoint-specific documentation
  • Contact support@snowtrail.ai for detailed schema documentation