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Publish latest Resonance dataset

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  1. DATA_CATALOG.md +326 -0
  2. DATA_DICTIONARY.md +380 -0
  3. README.md +71 -0
  4. USAGE_GUIDE.md +97 -0
  5. data/train.parquet +3 -0
  6. manifest.json +11 -0
DATA_CATALOG.md ADDED
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+ # Data catalog
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+
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+ Auto-generated from `config/symbols.json`. Do not edit manually.
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+
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+ ## Contract
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+
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+ Every symbol includes:
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+
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+ - `name`
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+ - `source`
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+ - `ticker`
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+ - `category`
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+ - `data_type` (`ohlcv`, `single_value`, `aggregated`)
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+ - `frequency`
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+ - `start_date`
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+ - `description`
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+
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+ ## Notes
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+
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+ - `materialized` checks for CSV, Parquet, and meta files in `data/`.
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+ - `requires_env` marks symbols that depend on optional API keys.
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+ - Headings use sentence case by convention.
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+
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+ ## Source coverage
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+
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+ | source | symbols |
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+ | --- | ---: |
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+ | alternative_me | 1 |
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+ | binance | 9 |
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+ | bitfinex | 8 |
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+ | blockchain_com | 5 |
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+ | btc_etf | 21 |
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+ | bybit | 5 |
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+ | coinalyze | 3 |
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+ | coingecko | 3 |
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+ | coinmetrics | 16 |
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+ | dbnomics | 12 |
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+ | defilama | 19 |
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+ | derived | 1 |
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+ | fred | 123 |
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+ | okx | 4 |
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+ | yfinance | 49 |
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+
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+ ## Full symbol dictionary
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+
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+ | name | source | ticker | category | data_type | frequency | start_date | materialized | requires_env | endpoint | unit | quality_notes | description |
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+ | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
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+ | FEAR_GREED | alternative_me | `fng` | crypto_sentiment | single_value | daily | 2018-01-01 | yes | - | https://api.alternative.me/fng/ | level | standard validation profile applies | Crypto fear and greed index |
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+ | BN_BTC_FUNDING | binance | `BTCUSDT/fundingRate` | crypto_derivatives | aggregated | 8h | 2019-01-01 | no | - | https://fapi.binance.com/ | rate | some endpoints are rolling-window; history accumulates over runs | Binance BTC funding |
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+ | BN_BTC_LS_RATIO | binance | `BTCUSDT/globalLongShortAccountRatio` | crypto_derivatives | single_value | daily | 2019-01-01 | no | - | https://fapi.binance.com/ | ratio | some endpoints are rolling-window; history accumulates over runs | Binance BTC long-short ratio |
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+ | BN_BTC_OI | binance | `BTCUSDT/openInterestHist` | crypto_derivatives | single_value | daily | 2019-01-01 | no | - | https://fapi.binance.com/ | level | some endpoints are rolling-window; history accumulates over runs | Binance BTC open interest |
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+ | BN_BTC_TAKER | binance | `BTCUSDT/takerlongshortRatio` | crypto_derivatives | single_value | daily | 2019-01-01 | no | - | https://fapi.binance.com/ | level | some endpoints are rolling-window; history accumulates over runs | Binance BTC taker ratio |
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+ | BN_ETH_FUNDING | binance | `ETHUSDT/fundingRate` | crypto_derivatives | aggregated | 8h | 2019-01-01 | no | - | https://fapi.binance.com/ | rate | some endpoints are rolling-window; history accumulates over runs | Binance ETH funding |
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+ | BN_ETH_LS_RATIO | binance | `ETHUSDT/globalLongShortAccountRatio` | crypto_derivatives | single_value | daily | 2019-01-01 | no | - | https://fapi.binance.com/ | ratio | some endpoints are rolling-window; history accumulates over runs | Binance ETH long-short ratio |
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+ | BN_ETH_OI | binance | `ETHUSDT/openInterestHist` | crypto_derivatives | single_value | daily | 2019-01-01 | no | - | https://fapi.binance.com/ | level | some endpoints are rolling-window; history accumulates over runs | Binance ETH open interest |
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+ | BN_ETH_TAKER | binance | `ETHUSDT/takerlongshortRatio` | crypto_derivatives | single_value | daily | 2019-01-01 | no | - | https://fapi.binance.com/ | level | some endpoints are rolling-window; history accumulates over runs | Binance ETH taker ratio |
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+ | BN_SOL_FUNDING | binance | `SOLUSDT/fundingRate` | crypto_derivatives | aggregated | 8h | 2021-01-01 | no | - | https://fapi.binance.com/ | rate | some endpoints are rolling-window; history accumulates over runs | Binance SOL funding |
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+ | BFX_BTC_LONGS | bitfinex | `stats1/pos.size:1m:tBTCUSD:long` | crypto_derivatives | aggregated | daily | 2016-11-01 | yes | - | https://api-pub.bitfinex.com/v2/ | level | rate-limited; historical fill builds incrementally | Bitfinex BTC longs |
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+ | BFX_BTC_PERP_FUNDING | bitfinex | `status/deriv/tBTCF0:USTF0/funding` | crypto_derivatives | aggregated | hourly | 2019-08-01 | yes | - | https://api-pub.bitfinex.com/v2/ | rate | rate-limited; historical fill builds incrementally | Bitfinex BTC perp funding |
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+ | BFX_BTC_PERP_OI | bitfinex | `status/deriv/tBTCF0:USTF0/oi` | crypto_derivatives | aggregated | hourly | 2019-08-01 | no | - | https://api-pub.bitfinex.com/v2/ | level | rate-limited; historical fill builds incrementally | Bitfinex BTC perp OI |
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+ | BFX_BTC_SHORTS | bitfinex | `stats1/pos.size:1m:tBTCUSD:short` | crypto_derivatives | aggregated | daily | 2016-11-01 | yes | - | https://api-pub.bitfinex.com/v2/ | level | rate-limited; historical fill builds incrementally | Bitfinex BTC shorts |
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+ | BFX_ETH_LONGS | bitfinex | `stats1/pos.size:1m:tETHUSD:long` | crypto_derivatives | aggregated | daily | 2017-01-01 | yes | - | https://api-pub.bitfinex.com/v2/ | level | rate-limited; historical fill builds incrementally | Bitfinex ETH longs |
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+ | BFX_ETH_PERP_FUNDING | bitfinex | `status/deriv/tETHF0:USTF0/funding` | crypto_derivatives | aggregated | hourly | 2020-01-01 | yes | - | https://api-pub.bitfinex.com/v2/ | rate | rate-limited; historical fill builds incrementally | Bitfinex ETH perp funding |
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+ | BFX_ETH_SHORTS | bitfinex | `stats1/pos.size:1m:tETHUSD:short` | crypto_derivatives | aggregated | daily | 2017-01-01 | yes | - | https://api-pub.bitfinex.com/v2/ | level | rate-limited; historical fill builds incrementally | Bitfinex ETH shorts |
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+ | BFX_USD_FUNDING | bitfinex | `funding/stats/fUSD` | crypto_derivatives | aggregated | hourly | 2016-01-01 | no | - | https://api-pub.bitfinex.com/v2/ | rate | rate-limited; historical fill builds incrementally | Bitfinex USD funding |
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+ | BTC_BLOCK_SIZE | blockchain_com | `charts/blocks-size` | crypto_onchain | single_value | daily | 2009-01-01 | yes | - | https://api.blockchain.info/charts/blocks-size | level | standard validation profile applies | BTC block size |
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+ | BTC_DIFFICULTY | blockchain_com | `charts/difficulty` | crypto_onchain | single_value | daily | 2009-01-01 | yes | - | https://api.blockchain.info/charts/difficulty | level | standard validation profile applies | BTC mining difficulty |
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+ | BTC_MEMPOOL_COUNT | blockchain_com | `charts/mempool-count` | crypto_onchain | single_value | daily | 2014-01-01 | yes | - | https://api.blockchain.info/charts/mempool-count | level | standard validation profile applies | BTC mempool tx count |
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+ | BTC_MEMPOOL_SIZE | blockchain_com | `charts/mempool-size` | crypto_onchain | single_value | daily | 2014-01-01 | yes | - | https://api.blockchain.info/charts/mempool-size | level | standard validation profile applies | BTC mempool size |
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+ | BTC_UTXO_COUNT | blockchain_com | `charts/utxo-count` | crypto_onchain | single_value | daily | 2009-01-01 | yes | - | https://api.blockchain.info/charts/utxo-count | level | standard validation profile applies | BTC UTXO count |
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+ | ETF_ARKB_BTC_CHANGE | btc_etf | `flow/ARKB/btc_change` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | native | snapshot series; history accrues daily | ARKB daily BTC holdings change |
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+ | ETF_BITB_BTC_CHANGE | btc_etf | `flow/BITB/btc_change` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | native | snapshot series; history accrues daily | BITB daily BTC holdings change |
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+ | ETF_FBTC_BTC_CHANGE | btc_etf | `flow/FBTC/btc_change` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | native | snapshot series; history accrues daily | FBTC daily BTC holdings change |
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+ | ETF_GBTC_BTC_CHANGE | btc_etf | `flow/GBTC/btc_change` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | native | snapshot series; history accrues daily | GBTC daily BTC holdings change |
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+ | ETF_IBIT_BTC_CHANGE | btc_etf | `flow/IBIT/btc_change` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | native | snapshot series; history accrues daily | IBIT daily BTC holdings change |
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+ | ETF_IBIT_BTC_HOLDINGS | btc_etf | `flow/IBIT/btc_holdings` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | native | snapshot series; history accrues daily | IBIT BTC holdings |
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+ | ETF_TOTAL_BTC_CHANGE | btc_etf | `flow/TOTAL/btc_change` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | native | snapshot series; history accrues daily | Total BTC ETF daily holdings change |
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+ | ETF_TOTAL_BTC_HOLDINGS | btc_etf | `flow/TOTAL/btc_holdings` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | native | snapshot series; history accrues daily | Total BTC ETF holdings |
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+ | IBIT_OPT_AVG_IV | btc_etf | `options/IBIT/avg_iv` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | level | snapshot series; history accrues daily | IBIT options average implied volatility |
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+ | IBIT_OPT_CALL_OI | btc_etf | `options/IBIT/call_oi` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | level | snapshot series; history accrues daily | IBIT options call open interest |
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+ | IBIT_OPT_CALL_VOLUME | btc_etf | `options/IBIT/call_volume` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | level | snapshot series; history accrues daily | IBIT options call volume |
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+ | IBIT_OPT_FAR_AVG_IV | btc_etf | `optionshist/IBIT/far_avg_iv` | crypto_etf | single_value | daily | 2024-01-01 | no | - | https://www.btcetfdata.com/v1/current.json + yfinance options | level | snapshot series; history accrues daily | IBIT far-expiry options average IV |
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+ | IBIT_OPT_FAR_SKEW | btc_etf | `optionshist/IBIT/far_skew_95_105` | crypto_etf | single_value | daily | 2024-01-01 | no | - | https://www.btcetfdata.com/v1/current.json + yfinance options | ratio | snapshot series; history accrues daily | IBIT far-expiry IV skew (95% put vs 105% call) |
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+ | IBIT_OPT_MID_AVG_IV | btc_etf | `optionshist/IBIT/mid_avg_iv` | crypto_etf | single_value | daily | 2024-01-01 | no | - | https://www.btcetfdata.com/v1/current.json + yfinance options | level | snapshot series; history accrues daily | IBIT mid-expiry options average IV |
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+ | IBIT_OPT_MID_SKEW | btc_etf | `optionshist/IBIT/mid_skew_95_105` | crypto_etf | single_value | daily | 2024-01-01 | no | - | https://www.btcetfdata.com/v1/current.json + yfinance options | ratio | snapshot series; history accrues daily | IBIT mid-expiry IV skew (95% put vs 105% call) |
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+ | IBIT_OPT_NEAR_AVG_IV | btc_etf | `optionshist/IBIT/near_avg_iv` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | level | snapshot series; history accrues daily | IBIT near-expiry options average IV |
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+ | IBIT_OPT_NEAR_SKEW | btc_etf | `optionshist/IBIT/near_skew_95_105` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | ratio | snapshot series; history accrues daily | IBIT near-expiry IV skew (95% put vs 105% call) |
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+ | IBIT_OPT_PC_OI_RATIO | btc_etf | `options/IBIT/pc_oi_ratio` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | ratio | snapshot series; history accrues daily | IBIT options put-call open interest ratio |
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+ | IBIT_OPT_PC_VOLUME_RATIO | btc_etf | `options/IBIT/pc_volume_ratio` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | ratio | snapshot series; history accrues daily | IBIT options put-call volume ratio |
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+ | IBIT_OPT_PUT_OI | btc_etf | `options/IBIT/put_oi` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | level | snapshot series; history accrues daily | IBIT options put open interest |
91
+ | IBIT_OPT_PUT_VOLUME | btc_etf | `options/IBIT/put_volume` | crypto_etf | single_value | daily | 2024-01-01 | yes | - | https://www.btcetfdata.com/v1/current.json + yfinance options | level | snapshot series; history accrues daily | IBIT options put volume |
92
+ | BB_BTC_FUNDING | bybit | `BTCUSDT/fundingRate` | crypto_derivatives | aggregated | 8h | 2020-01-01 | no | - | https://api.bybit.com/v5/market/ | rate | standard validation profile applies | Bybit BTC funding |
93
+ | BB_BTC_OI | bybit | `BTCUSDT/openInterest` | crypto_derivatives | single_value | daily | 2020-01-01 | no | - | https://api.bybit.com/v5/market/ | level | standard validation profile applies | Bybit BTC open interest |
94
+ | BB_ETH_FUNDING | bybit | `ETHUSDT/fundingRate` | crypto_derivatives | aggregated | 8h | 2020-01-01 | no | - | https://api.bybit.com/v5/market/ | rate | standard validation profile applies | Bybit ETH funding |
95
+ | BB_ETH_OI | bybit | `ETHUSDT/openInterest` | crypto_derivatives | single_value | daily | 2020-01-01 | no | - | https://api.bybit.com/v5/market/ | level | standard validation profile applies | Bybit ETH open interest |
96
+ | BB_SOL_OI | bybit | `SOLUSDT/openInterest` | crypto_derivatives | single_value | daily | 2021-01-01 | no | - | https://api.bybit.com/v5/market/ | level | standard validation profile applies | Bybit SOL open interest |
97
+ | CG_BTC_LIQ_LONG_USD | coinalyze | `liquidation/btc/long_usd` | crypto_derivatives | single_value | daily | 2020-01-01 | no | COINALYZE_API_KEY | https://api.coinalyze.net/v1/ | usd | optional free source; requires COINALYZE_API_KEY and has 40 calls/min limits | Coinalyze BTC long liquidation USD (aggregated) |
98
+ | CG_BTC_LIQ_SHORT_USD | coinalyze | `liquidation/btc/short_usd` | crypto_derivatives | single_value | daily | 2020-01-01 | no | COINALYZE_API_KEY | https://api.coinalyze.net/v1/ | usd | optional free source; requires COINALYZE_API_KEY and has 40 calls/min limits | Coinalyze BTC short liquidation USD (aggregated) |
99
+ | CG_BTC_LIQ_TOTAL_USD | coinalyze | `liquidation/btc/total_usd` | crypto_derivatives | single_value | daily | 2020-01-01 | no | COINALYZE_API_KEY | https://api.coinalyze.net/v1/ | usd | optional free source; requires COINALYZE_API_KEY and has 40 calls/min limits | Coinalyze BTC total liquidation USD (aggregated) |
100
+ | BTC_DOMINANCE | coingecko | `global/btc_dominance` | crypto_defi | single_value | daily | 2013-01-01 | no | - | https://api.coingecko.com/api/v3/ | level | standard validation profile applies | BTC dominance |
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+ | ETH_BTC_RATIO | coingecko | `ratio/eth_btc` | crypto_price | single_value | daily | 2015-01-01 | no | - | https://api.coingecko.com/api/v3/ | ratio | standard validation profile applies | ETH/BTC ratio |
102
+ | TOTAL_CRYPTO_MCAP | coingecko | `global/total_market_cap` | crypto_defi | single_value | daily | 2013-01-01 | no | - | https://api.coingecko.com/api/v3/ | usd | standard validation profile applies | Total crypto market cap |
103
+ | BTC_ACTIVE_ADDR | coinmetrics | `btc/AdrActCnt` | crypto_onchain | single_value | daily | 2009-01-01 | yes | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | level | community-tier: some metrics unavailable (403/400) | BTC active addresses |
104
+ | BTC_ADDR_BAL_COUNT | coinmetrics | `btc/AdrBalCnt` | crypto_onchain | single_value | daily | 2009-01-01 | no | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | level | community-tier: some metrics unavailable (403/400) | BTC address balance count |
105
+ | BTC_EXCHANGE_IN | coinmetrics | `btc/FlowInExUSD` | crypto_onchain | single_value | daily | 2012-01-01 | yes | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | level | community-tier: some metrics unavailable (403/400) | BTC exchange inflow |
106
+ | BTC_EXCHANGE_OUT | coinmetrics | `btc/FlowOutExUSD` | crypto_onchain | single_value | daily | 2012-01-01 | yes | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | level | community-tier: some metrics unavailable (403/400) | BTC exchange outflow |
107
+ | BTC_HASH_RATE | coinmetrics | `btc/HashRate` | crypto_onchain | single_value | daily | 2009-01-01 | yes | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | level | community-tier: some metrics unavailable (403/400) | BTC hash rate |
108
+ | BTC_MCAP | coinmetrics | `btc/CapMrktCurUSD` | crypto_onchain | single_value | daily | 2009-01-01 | no | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | usd | community-tier: some metrics unavailable (403/400) | BTC market cap USD |
109
+ | BTC_MVRV | coinmetrics | `btc/CapMVRVCur` | crypto_onchain | single_value | daily | 2010-01-01 | yes | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | ratio | community-tier: some metrics unavailable (403/400) | BTC MVRV |
110
+ | BTC_PRICE_USD_CM | coinmetrics | `btc/PriceUSD` | crypto_onchain | single_value | daily | 2009-01-01 | no | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | usd | community-tier: some metrics unavailable (403/400) | BTC price USD (CoinMetrics) |
111
+ | BTC_SUPPLY | coinmetrics | `btc/SplyCur` | crypto_onchain | single_value | daily | 2009-01-01 | yes | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | native | community-tier: some metrics unavailable (403/400) | BTC circulating supply |
112
+ | BTC_TX_COUNT | coinmetrics | `btc/TxCnt` | crypto_onchain | single_value | daily | 2009-01-01 | yes | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | level | community-tier: some metrics unavailable (403/400) | BTC tx count |
113
+ | ETH_ACTIVE_ADDR | coinmetrics | `eth/AdrActCnt` | crypto_onchain | single_value | daily | 2015-01-01 | yes | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | level | community-tier: some metrics unavailable (403/400) | ETH active addresses |
114
+ | ETH_ADDR_BAL_COUNT | coinmetrics | `eth/AdrBalCnt` | crypto_onchain | single_value | daily | 2015-01-01 | no | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | level | community-tier: some metrics unavailable (403/400) | ETH address balance count |
115
+ | ETH_MCAP | coinmetrics | `eth/CapMrktCurUSD` | crypto_onchain | single_value | daily | 2015-01-01 | yes | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | usd | community-tier: some metrics unavailable (403/400) | ETH market cap USD |
116
+ | ETH_PRICE_USD_CM | coinmetrics | `eth/PriceUSD` | crypto_onchain | single_value | daily | 2015-01-01 | no | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | usd | community-tier: some metrics unavailable (403/400) | ETH price USD (CoinMetrics) |
117
+ | ETH_SUPPLY | coinmetrics | `eth/SplyCur` | crypto_onchain | single_value | daily | 2015-01-01 | yes | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | native | community-tier: some metrics unavailable (403/400) | ETH supply |
118
+ | ETH_TX_COUNT | coinmetrics | `eth/TxCnt` | crypto_onchain | single_value | daily | 2015-01-01 | yes | - | https://community-api.coinmetrics.io/v4/timeseries/asset-metrics | level | community-tier: some metrics unavailable (403/400) | ETH tx count |
119
+ | BIS_EUR_CREDIT | dbnomics | `BIS/WS_GLI/Q.EUR.3C.N.A.I.B.EUR` | macro_money | single_value | quarterly | 2000-01-01 | yes | - | https://api.db.nomics.world/v22/series/BIS/WS_GLI/Q.EUR.3C.N.A.I.B.EUR | billions or level | standard validation profile applies | BIS EUR global liquidity credit |
120
+ | BIS_USD_CREDIT | dbnomics | `BIS/WS_GLI/Q.USD.3C.N.A.I.B.USD` | macro_money | single_value | quarterly | 2000-01-01 | yes | - | https://api.db.nomics.world/v22/series/BIS/WS_GLI/Q.USD.3C.N.A.I.B.USD | billions or level | standard validation profile applies | BIS USD global liquidity credit |
121
+ | CHINA_CPI | dbnomics | `IMF/CPI/M.CN.PCPI_IX` | macro_activity | single_value | monthly | 1990-01-01 | yes | - | https://api.db.nomics.world/v22/series/IMF/CPI/M.CN.PCPI_IX | index or level | standard validation profile applies | China CPI |
122
+ | ECB_M3 | dbnomics | `ECB/BSI/A.DE.N.L.LE0.A.1.Z5.0000.Z01.E` | macro_money | single_value | annual | 1980-01-01 | yes | - | https://api.db.nomics.world/v22/series/ECB/BSI/A.DE.N.L.LE0.A.1.Z5.0000.Z01.E | billions or level | standard validation profile applies | ECB BSI monetary aggregate proxy |
123
+ | MFG_PMI | dbnomics | `ISM/pmi/pm` | macro_activity | single_value | monthly | 1948-01-01 | yes | - | https://api.db.nomics.world/v22/series/ISM/pmi/pm | index or level | standard validation profile applies | ISM manufacturing PMI |
124
+ | OECD_BCI_USA | dbnomics | `OECD/MEI_CLI/BSCICP03.USA.M` | macro_activity | single_value | monthly | 1960-01-01 | yes | - | https://api.db.nomics.world/v22/series/OECD/MEI_CLI/BSCICP03.USA.M | index or level | standard validation profile applies | US BCI |
125
+ | OECD_CCI_CHINA | dbnomics | `OECD/MEI_CLI/CSCICP03.CHN.M` | macro_activity | single_value | monthly | 1990-01-01 | yes | - | https://api.db.nomics.world/v22/series/OECD/MEI_CLI/CSCICP03.CHN.M | index or level | standard validation profile applies | China CCI |
126
+ | OECD_CCI_USA | dbnomics | `OECD/MEI_CLI/CSCICP03.USA.M` | macro_activity | single_value | monthly | 1960-01-01 | yes | - | https://api.db.nomics.world/v22/series/OECD/MEI_CLI/CSCICP03.USA.M | index or level | standard validation profile applies | US CCI |
127
+ | OECD_CLI_CHINA | dbnomics | `OECD/MEI_CLI/LOLITOAA.CHN.M` | macro_activity | single_value | monthly | 1990-01-01 | yes | - | https://api.db.nomics.world/v22/series/OECD/MEI_CLI/LOLITOAA.CHN.M | index or level | standard validation profile applies | China CLI |
128
+ | OECD_CLI_EUROZONE | dbnomics | `OECD/MEI_CLI/LOLITOAA.DEU.M` | macro_activity | single_value | monthly | 1962-01-01 | yes | - | https://api.db.nomics.world/v22/series/OECD/MEI_CLI/LOLITOAA.DEU.M | index or level | standard validation profile applies | Eurozone proxy CLI (Germany) |
129
+ | OECD_CLI_USA | dbnomics | `OECD/MEI_CLI/LOLITOAA.USA.M` | macro_activity | single_value | monthly | 1960-01-01 | yes | - | https://api.db.nomics.world/v22/series/OECD/MEI_CLI/LOLITOAA.USA.M | index or level | standard validation profile applies | US CLI |
130
+ | SVC_PMI | dbnomics | `ISM/nm-pmi/pm` | macro_activity | single_value | monthly | 1997-01-01 | yes | - | https://api.db.nomics.world/v22/series/ISM/nm-pmi/pm | index or level | standard validation profile applies | ISM services PMI |
131
+ | ARB_TVL | defilama | `tvl/Arbitrum` | crypto_defi | single_value | daily | 2021-01-01 | yes | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | Arbitrum TVL |
132
+ | AVAX_TVL | defilama | `tvl/Avalanche` | crypto_defi | single_value | daily | 2020-01-01 | yes | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | Avalanche TVL |
133
+ | BASE_TVL | defilama | `tvl/Base` | crypto_defi | single_value | daily | 2023-01-01 | yes | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | Base TVL |
134
+ | BSC_TVL | defilama | `tvl/BSC` | crypto_defi | single_value | daily | 2020-01-01 | yes | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | BSC TVL |
135
+ | DEFI_TVL_TOTAL | defilama | `tvl/all` | crypto_defi | single_value | daily | 2020-01-01 | yes | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | Total DeFi TVL |
136
+ | DEX_VOLUME_ETH | defilama | `dex/volume_eth_hist` | crypto_defi | single_value | daily | 2020-01-01 | yes | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | level | mix of historical and snapshot endpoints | Ethereum DEX volume history |
137
+ | DEX_VOLUME_SOL | defilama | `dex/volume_sol_hist` | crypto_defi | single_value | daily | 2021-01-01 | no | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | level | mix of historical and snapshot endpoints | Solana DEX volume history |
138
+ | DEX_VOLUME_TOTAL | defilama | `dex/volume_total` | crypto_defi | single_value | daily | 2020-01-01 | no | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | level | mix of historical and snapshot endpoints | Total DEX volume |
139
+ | DEX_VOLUME_TOTAL_HIST | defilama | `dex/volume_total_hist` | crypto_defi | single_value | daily | 2020-01-01 | no | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | level | mix of historical and snapshot endpoints | Total DEX volume history |
140
+ | ETH_TVL | defilama | `tvl/Ethereum` | crypto_defi | single_value | daily | 2020-01-01 | yes | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | Ethereum TVL |
141
+ | POLYGON_TVL | defilama | `tvl/Polygon` | crypto_defi | single_value | daily | 2021-01-01 | yes | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | Polygon TVL |
142
+ | PROTOCOL_FEES | defilama | `fees/protocol_total` | crypto_defi | single_value | daily | 2021-01-01 | no | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | Total protocol fees |
143
+ | PROTOCOL_FEES_ETH | defilama | `fees/protocol_eth_hist` | crypto_defi | single_value | daily | 2021-01-01 | no | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | Ethereum protocol fees history |
144
+ | PROTOCOL_FEES_HIST | defilama | `fees/protocol_total_hist` | crypto_defi | single_value | daily | 2021-01-01 | no | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | Total protocol fees history |
145
+ | PROTOCOL_FEES_SOL | defilama | `fees/protocol_sol_hist` | crypto_defi | single_value | daily | 2021-01-01 | yes | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | Solana protocol fees history |
146
+ | SOL_TVL | defilama | `tvl/Solana` | crypto_defi | single_value | daily | 2021-01-01 | yes | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | Solana TVL |
147
+ | STABLECOIN_TOTAL | defilama | `stablecoin/total` | crypto_defi | single_value | daily | 2019-01-01 | no | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | level | mix of historical and snapshot endpoints | Total stablecoin market cap |
148
+ | USDC_MCAP | defilama | `stablecoin/usdc` | crypto_defi | single_value | daily | 2018-01-01 | no | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | USDC supply (snapshot) |
149
+ | USDT_MCAP | defilama | `stablecoin/usdt` | crypto_defi | single_value | daily | 2015-01-01 | no | - | https://api.llama.fi/ and https://stablecoins.llama.fi/ | usd | mix of historical and snapshot endpoints | Tether supply (snapshot) |
150
+ | CG_BTC_ETF_NETFLOW_USD | derived | `etf/netflow_usd` | crypto_etf | single_value | daily | 2024-01-01 | no | - | internal derived from existing local data series | usd | derived internally from already collected base series | Derived BTC ETF net flow USD (ETF_TOTAL_BTC_CHANGE * BTC close) |
151
+ | AAA_SPREAD | fred | `AAA10Y` | macro_rates | single_value | daily | 1983-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | AAA spread |
152
+ | AVG_HOURLY_EARNINGS_PRIVATE | fred | `CES0500000003` | macro_activity | single_value | monthly | 2006-03-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Average hourly earnings of private employees |
153
+ | AVG_HOURS_MANUFACTURING | fred | `AWHMAN` | macro_activity | single_value | monthly | 1939-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Average weekly hours manufacturing |
154
+ | BAA_SPREAD | fred | `BAA10Y` | macro_rates | single_value | daily | 1986-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | BAA spread |
155
+ | BANK_CREDIT | fred | `TOTBKCR` | macro_money | single_value | weekly | 1973-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | Total bank credit |
156
+ | BANK_LENDING | fred | `DRTSCILM` | macro_activity | single_value | quarterly | 1990-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Senior loan officer survey |
157
+ | BOJ_ASSETS | fred | `JPNASSETS` | macro_money | single_value | monthly | 1998-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | BOJ assets |
158
+ | BREAKEVEN_10Y | fred | `T10YIE` | macro_rates | single_value | daily | 2003-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 10Y breakeven inflation |
159
+ | BREAKEVEN_5Y | fred | `T5YIE` | macro_rates | single_value | daily | 2003-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 5Y breakeven inflation |
160
+ | BUILDING_PERMITS | fred | `PERMIT` | macro_activity | single_value | monthly | 1960-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Building permits |
161
+ | BUSINESS_INVENTORIES | fred | `BUSINV` | macro_activity | single_value | monthly | 1992-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Total business inventories |
162
+ | CAPACITY_UTIL | fred | `MCUMFN` | macro_activity | single_value | monthly | 1967-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Capacity utilization |
163
+ | CAPACITY_UTILIZATION_TOTAL | fred | `TCU` | macro_activity | single_value | monthly | 1967-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Total industry capacity utilization |
164
+ | CASE_SHILLER_HOME_PRICE | fred | `CSUSHPINSA` | macro_activity | single_value | monthly | 1987-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | usd | standard validation profile applies | S&P CoreLogic Case-Shiller US home price index |
165
+ | CIVILIAN_EMPLOYMENT | fred | `CE16OV` | macro_activity | single_value | monthly | 1948-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Civilian employment level |
166
+ | CIVILIAN_LABOR_FORCE | fred | `CLF16OV` | macro_activity | single_value | monthly | 1948-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Civilian labor force level |
167
+ | CIVILIAN_POPULATION | fred | `CNP16OV` | macro_activity | single_value | monthly | 1948-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Civilian noninstitutional population |
168
+ | COMMERCIAL_LOANS | fred | `BUSLOANS` | macro_money | single_value | monthly | 1947-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | Commercial loans |
169
+ | CONSUMER_CREDIT | fred | `TOTALSL` | macro_money | single_value | monthly | 1943-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | US total consumer credit owned and securitized |
170
+ | CONSUMER_SENT | fred | `UMCSENT` | macro_activity | single_value | monthly | 1952-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Michigan sentiment |
171
+ | CONTINUING_CLAIMS | fred | `CCSA` | macro_activity | single_value | weekly | 1967-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Continuing claims |
172
+ | CORE_CPI | fred | `CPILFESL` | macro_activity | single_value | monthly | 1957-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Core CPI |
173
+ | CORE_PCE | fred | `PCEPILFE` | macro_activity | single_value | monthly | 1959-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Core PCE |
174
+ | CORP_AAA_YIELD | fred | `AAA` | macro_rates | single_value | monthly | 1919-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | Moody's seasoned AAA corporate bond yield |
175
+ | CORP_BAA_YIELD | fred | `BAA` | macro_rates | single_value | monthly | 1919-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | Moody's seasoned BAA corporate bond yield |
176
+ | CPI | fred | `CPIAUCSL` | macro_activity | single_value | monthly | 1947-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US CPI |
177
+ | CPI_ENERGY | fred | `CPIENGSL` | macro_activity | single_value | monthly | 1957-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US CPI energy |
178
+ | CPI_FOOD | fred | `CPIFABSL` | macro_activity | single_value | monthly | 1947-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US CPI food and beverages |
179
+ | CPI_OWNERS_EQUIV_RENT | fred | `CUSR0000SEHC` | macro_activity | single_value | monthly | 1983-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US CPI owners equivalent rent |
180
+ | CPI_RENT | fred | `CUSR0000SEHA` | macro_activity | single_value | monthly | 1983-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US CPI rent of primary residence |
181
+ | DFF | fred | `DFF` | macro_rates | single_value | daily | 1954-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | Effective federal funds daily |
182
+ | DISPOSABLE_PERSONAL_INCOME | fred | `DSPI` | macro_activity | single_value | monthly | 1959-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US disposable personal income |
183
+ | DURABLE_GOODS | fred | `DGORDER` | macro_activity | single_value | monthly | 1992-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Durable goods orders |
184
+ | ECB_ASSETS | fred | `ECBASSETSW` | macro_money | single_value | weekly | 1999-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | ECB assets |
185
+ | EFFR | fred | `EFFR` | macro_rates | single_value | daily | 2000-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | Effective Fed Funds |
186
+ | EMPLOYMENT_RATIO | fred | `EMRATIO` | macro_activity | single_value | monthly | 1948-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | ratio | standard validation profile applies | Employment-population ratio |
187
+ | EXCESS_RESERVES | fred | `IORB` | macro_rates | single_value | daily | 2021-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | Interest on reserve balances |
188
+ | EXPORTS_GOODS_SERVICES | fred | `EXPGS` | macro_activity | single_value | quarterly | 1947-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US exports of goods and services |
189
+ | FEDERAL_DEBT | fred | `GFDEBTN` | macro_fiscal | single_value | quarterly | 1966-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | billions, percent, or level | standard validation profile applies | US federal debt |
190
+ | FEDERAL_DEBT_TO_GDP | fred | `GFDEGDQ188S` | macro_fiscal | single_value | quarterly | 1966-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | billions, percent, or level | standard validation profile applies | US federal debt to GDP |
191
+ | FEDERAL_EXPENDITURES | fred | `FGEXPND` | macro_fiscal | single_value | quarterly | 1947-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | billions, percent, or level | standard validation profile applies | US federal government current expenditures |
192
+ | FEDERAL_RECEIPTS | fred | `FGRECPT` | macro_fiscal | single_value | quarterly | 1947-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | billions, percent, or level | standard validation profile applies | US federal government current receipts |
193
+ | FEDERAL_SURPLUS_DEFICIT | fred | `MTSDS133FMS` | macro_fiscal | single_value | monthly | 1980-10-01 | no | - | https://api.stlouisfed.org/fred/series/observations | billions, percent, or level | standard validation profile applies | US federal budget surplus or deficit |
194
+ | FED_FUNDS | fred | `FEDFUNDS` | macro_rates | single_value | monthly | 1954-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | Federal Funds Rate |
195
+ | FIN_STRESS | fred | `STLFSI2` | macro_rates | single_value | weekly | 1993-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | St. Louis financial stress |
196
+ | GDP | fred | `GDP` | macro_activity | single_value | quarterly | 1947-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Nominal GDP |
197
+ | HOURLY_COMPENSATION | fred | `COMPNFB` | macro_activity | single_value | quarterly | 1947-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Nonfarm business sector hourly compensation |
198
+ | HOUSING_STARTS | fred | `HOUST` | macro_activity | single_value | monthly | 1959-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Housing starts |
199
+ | HY_SPREAD | fred | `BAMLH0A0HYM2` | macro_rates | single_value | daily | 1996-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | High yield spread |
200
+ | IMPORTS_GOODS_SERVICES | fred | `IMPGS` | macro_activity | single_value | quarterly | 1947-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US imports of goods and services |
201
+ | INDUSTRIAL_PROD | fred | `INDPRO` | macro_activity | single_value | monthly | 1919-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Industrial production |
202
+ | INITIAL_CLAIMS | fred | `ICSA` | macro_activity | single_value | weekly | 1967-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Initial claims |
203
+ | JOB_OPENINGS | fred | `JTSJOL` | macro_activity | single_value | monthly | 2000-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | JOLTS openings |
204
+ | LABOR_PARTICIPATION | fred | `CIVPART` | macro_activity | single_value | monthly | 1948-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Labor force participation |
205
+ | LEI | fred | `USALOLITONOSTSAM` | macro_activity | single_value | monthly | 1960-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | OECD leading indicator |
206
+ | M1 | fred | `M1SL` | macro_money | single_value | monthly | 1959-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | M1 money stock |
207
+ | M1_VELOCITY | fred | `M1V` | macro_money | single_value | quarterly | 1959-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | Velocity of M1 money stock |
208
+ | M2 | fred | `M2SL` | macro_money | single_value | monthly | 1959-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | US M2 Money Supply |
209
+ | M2_VELOCITY | fred | `M2V` | macro_money | single_value | quarterly | 1959-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | Velocity of M2 |
210
+ | MANUFACTURING_PAYROLLS | fred | `MANEMP` | macro_activity | single_value | monthly | 1939-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Manufacturing payroll employment |
211
+ | MEDIAN_CPI | fred | `MEDCPIM158SFRBCLE` | macro_activity | single_value | monthly | 1983-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Median CPI |
212
+ | MONETARY_BASE | fred | `BOGMBASE` | macro_money | single_value | monthly | 1917-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | Monetary base |
213
+ | MORTGAGE_30Y | fred | `MORTGAGE30US` | macro_rates | single_value | weekly | 1971-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 30Y mortgage rate |
214
+ | NET_EXPORTS_GOODS_SERVICES | fred | `NETEXP` | macro_activity | single_value | quarterly | 1947-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US net exports of goods and services |
215
+ | NEW_HOME_SALES | fred | `HSN1F` | macro_activity | single_value | monthly | 1963-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | New one-family houses sold |
216
+ | NFCI | fred | `NFCI` | macro_rates | single_value | weekly | 1971-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | National Financial Conditions Index |
217
+ | NONFARM_PAYROLLS | fred | `PAYEMS` | macro_activity | single_value | monthly | 1939-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Nonfarm payrolls |
218
+ | NONFARM_PRODUCTIVITY | fred | `OPHNFB` | macro_activity | single_value | quarterly | 1947-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Nonfarm business sector labor productivity |
219
+ | NONREVOLVING_CREDIT | fred | `NONREVSL` | macro_money | single_value | monthly | 1943-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | US nonrevolving consumer credit |
220
+ | PBOC_ASSETS | fred | `QCNASSETS` | macro_money | single_value | quarterly | 1999-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | PBOC assets |
221
+ | PCE | fred | `PCEPI` | macro_activity | single_value | monthly | 1959-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | PCE price index |
222
+ | PCE_DURABLE_GOODS | fred | `PCEDG` | macro_activity | single_value | monthly | 1959-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US PCE durable goods |
223
+ | PCE_NONDURABLE_GOODS | fred | `PCEND` | macro_activity | single_value | monthly | 1959-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US PCE nondurable goods |
224
+ | PCE_SERVICES | fred | `PCESV` | macro_activity | single_value | monthly | 1959-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US PCE services |
225
+ | PERSONAL_CONSUMPTION_EXPENDITURES | fred | `PCE` | macro_activity | single_value | monthly | 1959-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US personal consumption expenditures |
226
+ | PERSONAL_INCOME | fred | `PI` | macro_activity | single_value | monthly | 1959-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US personal income |
227
+ | PERSONAL_SAVING_RATE | fred | `PSAVERT` | macro_activity | single_value | monthly | 1959-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US personal saving rate |
228
+ | PPI | fred | `PPIACO` | macro_activity | single_value | monthly | 1913-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Producer price index |
229
+ | PRIME_RATE | fred | `DPRIME` | macro_rates | single_value | daily | 1949-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | Bank prime loan rate |
230
+ | REAL_DISPOSABLE_PERSONAL_INCOME | fred | `DSPIC96` | macro_activity | single_value | monthly | 1959-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US real disposable personal income |
231
+ | REAL_GDP | fred | `GDPC1` | macro_activity | single_value | quarterly | 1947-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Real GDP |
232
+ | REAL_M2 | fred | `M2REAL` | macro_money | single_value | monthly | 1959-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | Real M2 money stock |
233
+ | REAL_PCE | fred | `PCEC96` | macro_activity | single_value | monthly | 2002-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US real personal consumption expenditures |
234
+ | REAL_PERSONAL_INCOME | fred | `RPI` | macro_activity | single_value | monthly | 1959-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US real personal income |
235
+ | REAL_RATE_10Y | fred | `DFII10` | macro_rates | single_value | daily | 2003-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 10Y TIPS real yield |
236
+ | REAL_RATE_5Y | fred | `DFII5` | macro_rates | single_value | daily | 2003-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 5Y TIPS real yield |
237
+ | RESERVE_BALANCES | fred | `RESBALNS` | macro_money | single_value | weekly | 1984-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | Reserve balances with Federal Reserve Banks |
238
+ | RETAIL_SALES | fred | `RSXFS` | macro_activity | single_value | monthly | 1992-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Retail sales ex food |
239
+ | REVOLVING_CREDIT | fred | `REVOLSL` | macro_money | single_value | monthly | 1968-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | US revolving consumer credit |
240
+ | RRP | fred | `RRPONTSYD` | macro_money | single_value | daily | 2013-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | Reverse Repo |
241
+ | SAHM_RULE | fred | `SAHMREALTIME` | macro_activity | single_value | monthly | 1959-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Sahm recession rule |
242
+ | SERVICE_PAYROLLS | fred | `SRVPRD` | macro_activity | single_value | monthly | 1939-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Service-providing payroll employment |
243
+ | SINGLE_FAMILY_HOUSING_STARTS | fred | `HOUST1F` | macro_activity | single_value | monthly | 1959-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Single-family housing starts |
244
+ | SOFR | fred | `SOFR` | macro_rates | single_value | daily | 2018-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | SOFR |
245
+ | STICKY_CPI | fred | `STICKCPIM157SFRBATL` | macro_activity | single_value | monthly | 1967-12-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Sticky-price CPI |
246
+ | T10Y2Y | fred | `T10Y2Y` | macro_rates | single_value | daily | 1976-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 10Y-2Y spread |
247
+ | T10Y3M | fred | `T10Y3M` | macro_rates | single_value | daily | 1982-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 10Y-3M spread |
248
+ | T5YIFR | fred | `T5YIFR` | macro_rates | single_value | daily | 2003-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 5y5y forward inflation |
249
+ | TBILL_3M | fred | `DTB3` | macro_rates | single_value | daily | 1954-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 3M Treasury bill rate |
250
+ | TBILL_4W | fred | `DTB4WK` | macro_rates | single_value | daily | 2001-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 4W Treasury bill |
251
+ | TBILL_6M | fred | `DTB6` | macro_rates | single_value | daily | 1958-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 6M Treasury bill rate |
252
+ | TGA | fred | `WTREGEN` | macro_money | single_value | daily | 2005-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | Treasury General Account |
253
+ | TOTAL_RESERVES | fred | `TOTRESNS` | macro_money | single_value | monthly | 1959-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | Total reserves of depository institutions |
254
+ | TRADE_BALANCE | fred | `BOPGSTB` | macro_activity | single_value | monthly | 1992-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US trade balance goods and services |
255
+ | U6_UNEMPLOYMENT | fred | `U6RATE` | macro_activity | single_value | monthly | 1994-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | U6 unemployment rate |
256
+ | UNEMPLOYED_PERSONS | fred | `UNEMPLOY` | macro_activity | single_value | monthly | 1948-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Unemployed persons level |
257
+ | UNEMPLOYMENT | fred | `UNRATE` | macro_activity | single_value | monthly | 1948-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Unemployment |
258
+ | UNIT_LABOR_COSTS | fred | `ULCNFB` | macro_activity | single_value | quarterly | 1947-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | Nonfarm business sector unit labor costs |
259
+ | US01M | fred | `DGS1MO` | macro_rates | single_value | daily | 2001-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 1M Treasury yield |
260
+ | US01Y | fred | `DGS1` | macro_rates | single_value | daily | 1962-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 1Y Treasury |
261
+ | US02Y | fred | `DGS2` | macro_rates | single_value | daily | 1976-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 2Y Treasury |
262
+ | US03M | fred | `DGS3MO` | macro_rates | single_value | daily | 1982-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 3M Treasury yield |
263
+ | US03Y | fred | `DGS3` | macro_rates | single_value | daily | 1962-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 3Y Treasury yield |
264
+ | US05Y | fred | `DGS5` | macro_rates | single_value | daily | 1962-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 5Y Treasury |
265
+ | US06M | fred | `DGS6MO` | macro_rates | single_value | daily | 1982-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 6M Treasury yield |
266
+ | US07Y | fred | `DGS7` | macro_rates | single_value | daily | 1969-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 7Y Treasury yield |
267
+ | US10Y_FRED | fred | `DGS10` | macro_rates | single_value | daily | 1962-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 10Y Treasury yield from FRED |
268
+ | US20Y | fred | `DGS20` | macro_rates | single_value | daily | 1993-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 20Y Treasury yield |
269
+ | US30Y | fred | `DGS30` | macro_rates | single_value | daily | 1977-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | percent or level | standard validation profile applies | 30Y Treasury |
270
+ | US_HOUSE_PRICE_INDEX | fred | `USSTHPI` | macro_activity | single_value | quarterly | 1975-01-01 | no | - | https://api.stlouisfed.org/fred/series/observations | usd | standard validation profile applies | US all-transactions house price index |
271
+ | US_RECESSION | fred | `USREC` | macro_activity | single_value | monthly | 1854-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index or level | standard validation profile applies | US recession indicator |
272
+ | VIXCLS | fred | `VIXCLS` | macro_rates | single_value | daily | 1990-01-01 | yes | - | https://api.stlouisfed.org/fred/series/observations | index | standard validation profile applies | VIX close from FRED |
273
+ | WALCL | fred | `WALCL` | macro_money | single_value | weekly | 2002-12-18 | yes | - | https://api.stlouisfed.org/fred/series/observations | billions or level | standard validation profile applies | Fed Total Assets |
274
+ | OKX_BTC_FUNDING | okx | `BTC-USDT-SWAP/fundingRate` | crypto_derivatives | aggregated | 8h | 2021-01-01 | no | - | https://www.okx.com/api/v5/public/ | rate | standard validation profile applies | OKX BTC funding |
275
+ | OKX_BTC_OI | okx | `BTC-USDT-SWAP/openInterest` | crypto_derivatives | single_value | daily | 2021-01-01 | no | - | https://www.okx.com/api/v5/public/ | level | standard validation profile applies | OKX BTC open interest |
276
+ | OKX_ETH_FUNDING | okx | `ETH-USDT-SWAP/fundingRate` | crypto_derivatives | aggregated | 8h | 2021-01-01 | no | - | https://www.okx.com/api/v5/public/ | rate | standard validation profile applies | OKX ETH funding |
277
+ | OKX_ETH_OI | okx | `ETH-USDT-SWAP/openInterest` | crypto_derivatives | single_value | daily | 2021-01-01 | no | - | https://www.okx.com/api/v5/public/ | level | standard validation profile applies | OKX ETH open interest |
278
+ | AAVE | yfinance | `AAVE-USD` | crypto_price | ohlcv | daily | 2020-01-01 | yes | - | https://finance.yahoo.com/quote/AAVE-USD | usd | standard validation profile applies | Aave USD |
279
+ | ADA | yfinance | `ADA-USD` | crypto_price | ohlcv | daily | 2017-01-01 | yes | - | https://finance.yahoo.com/quote/ADA-USD | usd | standard validation profile applies | Cardano USD |
280
+ | ARB | yfinance | `ARB-USD` | crypto_price | ohlcv | daily | 2023-01-01 | yes | - | https://finance.yahoo.com/quote/ARB-USD | usd | standard validation profile applies | Arbitrum USD |
281
+ | ATOM | yfinance | `ATOM-USD` | crypto_price | ohlcv | daily | 2019-01-01 | yes | - | https://finance.yahoo.com/quote/ATOM-USD | usd | standard validation profile applies | Cosmos USD |
282
+ | AVAX | yfinance | `AVAX-USD` | crypto_price | ohlcv | daily | 2020-01-01 | yes | - | https://finance.yahoo.com/quote/AVAX-USD | usd | standard validation profile applies | Avalanche USD |
283
+ | BCH | yfinance | `BCH-USD` | crypto_price | ohlcv | daily | 2017-01-01 | yes | - | https://finance.yahoo.com/quote/BCH-USD | usd | standard validation profile applies | Bitcoin Cash USD |
284
+ | BNB | yfinance | `BNB-USD` | crypto_price | ohlcv | daily | 2017-01-01 | yes | - | https://finance.yahoo.com/quote/BNB-USD | usd | standard validation profile applies | BNB USD |
285
+ | BTC | yfinance | `BTC-USD` | crypto_price | ohlcv | daily | 2014-09-17 | yes | - | https://finance.yahoo.com/quote/BTC-USD | usd | standard validation profile applies | Bitcoin USD |
286
+ | BTC_CME_FUT | yfinance | `BTC=F` | crypto_derivatives | ohlcv | daily | 2017-12-01 | yes | - | https://finance.yahoo.com/quote/BTC=F | level | standard validation profile applies | CME Bitcoin futures proxy |
287
+ | COPPER | yfinance | `HG=F` | macro_activity | ohlcv | daily | 2000-01-01 | yes | - | https://finance.yahoo.com/quote/HG=F | index or level | standard validation profile applies | Copper Futures |
288
+ | DAX | yfinance | `^GDAXI` | macro_market | ohlcv | daily | 1987-12-30 | no | - | https://finance.yahoo.com/quote/^GDAXI | index | standard validation profile applies | DAX index |
289
+ | DOGE | yfinance | `DOGE-USD` | crypto_price | ohlcv | daily | 2017-01-01 | yes | - | https://finance.yahoo.com/quote/DOGE-USD | usd | standard validation profile applies | Dogecoin USD |
290
+ | DOT | yfinance | `DOT-USD` | crypto_price | ohlcv | daily | 2020-01-01 | yes | - | https://finance.yahoo.com/quote/DOT-USD | usd | standard validation profile applies | Polkadot USD |
291
+ | DOW_JONES | yfinance | `^DJI` | macro_market | ohlcv | daily | 1992-01-01 | no | - | https://finance.yahoo.com/quote/^DJI | index | standard validation profile applies | Dow Jones Industrial Average |
292
+ | DXY | yfinance | `DX-Y.NYB` | macro_rates | ohlcv | daily | 1990-01-01 | yes | - | https://finance.yahoo.com/quote/DX-Y.NYB | percent or level | standard validation profile applies | US Dollar Index |
293
+ | ETC | yfinance | `ETC-USD` | crypto_price | ohlcv | daily | 2017-01-01 | yes | - | https://finance.yahoo.com/quote/ETC-USD | usd | standard validation profile applies | Ethereum Classic USD |
294
+ | ETH | yfinance | `ETH-USD` | crypto_price | ohlcv | daily | 2017-01-01 | yes | - | https://finance.yahoo.com/quote/ETH-USD | usd | standard validation profile applies | Ethereum USD |
295
+ | EURUSD | yfinance | `EURUSD=X` | macro_rates | ohlcv | daily | 1999-01-01 | yes | - | https://finance.yahoo.com/quote/EURUSD=X | percent or level | standard validation profile applies | EURUSD FX Rate |
296
+ | FIL | yfinance | `FIL-USD` | crypto_price | ohlcv | daily | 2020-01-01 | yes | - | https://finance.yahoo.com/quote/FIL-USD | usd | standard validation profile applies | Filecoin USD |
297
+ | FTSE_100 | yfinance | `^FTSE` | macro_market | ohlcv | daily | 1984-01-03 | no | - | https://finance.yahoo.com/quote/^FTSE | index | standard validation profile applies | FTSE 100 index |
298
+ | GBPUSD | yfinance | `GBPUSD=X` | macro_rates | ohlcv | daily | 1996-01-01 | yes | - | https://finance.yahoo.com/quote/GBPUSD=X | percent or level | standard validation profile applies | GBPUSD FX Rate |
299
+ | GOLD | yfinance | `GC=F` | macro_activity | ohlcv | daily | 2000-01-01 | yes | - | https://finance.yahoo.com/quote/GC=F | index or level | standard validation profile applies | Gold Futures |
300
+ | HANG_SENG | yfinance | `^HSI` | macro_market | ohlcv | daily | 1986-12-31 | no | - | https://finance.yahoo.com/quote/^HSI | index | standard validation profile applies | Hang Seng index |
301
+ | INJ | yfinance | `INJ-USD` | crypto_price | ohlcv | daily | 2020-01-01 | yes | - | https://finance.yahoo.com/quote/INJ-USD | usd | standard validation profile applies | Injective USD |
302
+ | LINK | yfinance | `LINK-USD` | crypto_price | ohlcv | daily | 2019-01-01 | yes | - | https://finance.yahoo.com/quote/LINK-USD | usd | standard validation profile applies | Chainlink USD |
303
+ | LTC | yfinance | `LTC-USD` | crypto_price | ohlcv | daily | 2014-01-01 | yes | - | https://finance.yahoo.com/quote/LTC-USD | usd | standard validation profile applies | Litecoin USD |
304
+ | MATIC | yfinance | `MATIC-USD` | crypto_price | ohlcv | daily | 2019-01-01 | yes | - | https://finance.yahoo.com/quote/MATIC-USD | usd | standard validation profile applies | Polygon USD |
305
+ | NASDAQ_COMPOSITE | yfinance | `^IXIC` | macro_market | ohlcv | daily | 1971-02-05 | no | - | https://finance.yahoo.com/quote/^IXIC | index | standard validation profile applies | Nasdaq Composite index |
306
+ | NATURAL_GAS | yfinance | `NG=F` | macro_activity | ohlcv | daily | 2000-01-01 | yes | - | https://finance.yahoo.com/quote/NG=F | index or level | standard validation profile applies | Natural Gas Futures |
307
+ | NEAR | yfinance | `NEAR-USD` | crypto_price | ohlcv | daily | 2020-01-01 | yes | - | https://finance.yahoo.com/quote/NEAR-USD | usd | standard validation profile applies | NEAR USD |
308
+ | NIKKEI_225 | yfinance | `^N225` | macro_market | ohlcv | daily | 1965-01-05 | no | - | https://finance.yahoo.com/quote/^N225 | index | standard validation profile applies | Nikkei 225 index |
309
+ | NYSE_COMPOSITE | yfinance | `^NYA` | macro_market | ohlcv | daily | 1965-12-31 | no | - | https://finance.yahoo.com/quote/^NYA | index | standard validation profile applies | NYSE Composite index |
310
+ | OIL | yfinance | `CL=F` | macro_activity | ohlcv | daily | 2000-01-01 | yes | - | https://finance.yahoo.com/quote/CL=F | index or level | standard validation profile applies | WTI Crude Oil Futures |
311
+ | OP | yfinance | `OP-USD` | crypto_price | ohlcv | daily | 2022-01-01 | yes | - | https://finance.yahoo.com/quote/OP-USD | usd | standard validation profile applies | Optimism USD |
312
+ | RUSSELL2000 | yfinance | `^RUT` | macro_market | ohlcv | daily | 1987-09-10 | no | - | https://finance.yahoo.com/quote/^RUT | index | standard validation profile applies | Russell 2000 index |
313
+ | SILVER | yfinance | `SI=F` | macro_activity | ohlcv | daily | 2000-01-01 | yes | - | https://finance.yahoo.com/quote/SI=F | index or level | standard validation profile applies | Silver Futures |
314
+ | SOL | yfinance | `SOL-USD` | crypto_price | ohlcv | daily | 2020-01-01 | yes | - | https://finance.yahoo.com/quote/SOL-USD | usd | standard validation profile applies | Solana USD |
315
+ | SP500 | yfinance | `^GSPC` | macro_market | ohlcv | daily | 1950-01-03 | no | - | https://finance.yahoo.com/quote/^GSPC | index | standard validation profile applies | S&P 500 index |
316
+ | SUI | yfinance | `SUI-USD` | crypto_price | ohlcv | daily | 2023-01-01 | yes | - | https://finance.yahoo.com/quote/SUI-USD | usd | standard validation profile applies | Sui USD |
317
+ | TLT | yfinance | `TLT` | macro_rates | ohlcv | daily | 2002-01-01 | yes | - | https://finance.yahoo.com/quote/TLT | percent or level | standard validation profile applies | 20+ Year Treasury Bond ETF |
318
+ | TON | yfinance | `TON11419-USD` | crypto_price | ohlcv | daily | 2021-01-01 | yes | - | https://finance.yahoo.com/quote/TON11419-USD | usd | standard validation profile applies | Toncoin USD |
319
+ | TRX | yfinance | `TRX-USD` | crypto_price | ohlcv | daily | 2018-01-01 | yes | - | https://finance.yahoo.com/quote/TRX-USD | usd | standard validation profile applies | Tron USD |
320
+ | UNI | yfinance | `UNI-USD` | crypto_price | ohlcv | daily | 2020-01-01 | yes | - | https://finance.yahoo.com/quote/UNI-USD | usd | standard validation profile applies | Uniswap USD |
321
+ | US10Y | yfinance | `^TNX` | macro_rates | ohlcv | daily | 1990-01-01 | yes | - | https://finance.yahoo.com/quote/^TNX | percent or level | standard validation profile applies | US 10-Year Treasury Yield |
322
+ | USDJPY | yfinance | `JPY=X` | macro_rates | ohlcv | daily | 1996-01-01 | yes | - | https://finance.yahoo.com/quote/JPY=X | percent or level | standard validation profile applies | USDJPY FX Rate |
323
+ | VIX | yfinance | `^VIX` | macro_rates | ohlcv | daily | 1990-01-01 | yes | - | https://finance.yahoo.com/quote/^VIX | index | standard validation profile applies | CBOE Volatility Index |
324
+ | VIX3M | yfinance | `^VIX3M` | macro_rates | ohlcv | daily | 2007-01-01 | yes | - | https://finance.yahoo.com/quote/^VIX3M | index | standard validation profile applies | 3-Month Volatility Index |
325
+ | XLM | yfinance | `XLM-USD` | crypto_price | ohlcv | daily | 2017-01-01 | yes | - | https://finance.yahoo.com/quote/XLM-USD | usd | standard validation profile applies | Stellar USD |
326
+ | XRP | yfinance | `XRP-USD` | crypto_price | ohlcv | daily | 2017-01-01 | yes | - | https://finance.yahoo.com/quote/XRP-USD | usd | standard validation profile applies | XRP USD |
DATA_DICTIONARY.md ADDED
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1
+ # Data dictionary
2
+
3
+ Researcher-facing plain-language reference for every series.
4
+ Auto-generated from `config/symbols.json`. Do not edit manually.
5
+
6
+ ## How to use this document
7
+
8
+ - Use this file to understand what each series means and where it belongs.
9
+ - Use `DATA_CATALOG.md` for endpoint-level operational details and quality notes.
10
+ - Use `USAGE_GUIDE.md` for loading, merging, and validation patterns.
11
+
12
+ ## Category index
13
+
14
+ - `crypto_defi`: DeFi ecosystem activity, liquidity, fees, TVL, and stablecoin state.
15
+ - `crypto_derivatives`: Funding, open interest, liquidation, and positioning signals from derivatives venues.
16
+ - `crypto_etf`: US spot BTC ETF holdings/flow and IBIT options state metrics.
17
+ - `crypto_onchain`: Blockchain activity and valuation state metrics from on-chain providers.
18
+ - `crypto_price`: Spot and futures price-level series for crypto assets and macro market anchors.
19
+ - `crypto_sentiment`: Market sentiment proxy indicators.
20
+ - `macro_activity`: Growth, labor, inflation, and real-economy indicators.
21
+ - `macro_fiscal`: Government debt, receipts, expenditures, and fiscal balance indicators.
22
+ - `macro_market`: Broad equity and market index anchors for macro cross-asset context.
23
+ - `macro_money`: Liquidity and money stock proxies across central banks and banking system.
24
+ - `macro_rates`: Rates, yields, spreads, FX, and volatility conditions.
25
+
26
+ ## crypto_defi
27
+
28
+ DeFi ecosystem activity, liquidity, fees, TVL, and stablecoin state.
29
+
30
+ | name | description | source | frequency | data_type | unit | requires_env | file pattern |
31
+ | --- | --- | --- | --- | --- | --- | --- | --- |
32
+ | ARB_TVL | Arbitrum TVL | defilama | daily | single_value | usd | - | `data/ARB_TVL_daily.(csv|parquet|meta.json)` |
33
+ | AVAX_TVL | Avalanche TVL | defilama | daily | single_value | usd | - | `data/AVAX_TVL_daily.(csv|parquet|meta.json)` |
34
+ | BASE_TVL | Base TVL | defilama | daily | single_value | usd | - | `data/BASE_TVL_daily.(csv|parquet|meta.json)` |
35
+ | BSC_TVL | BSC TVL | defilama | daily | single_value | usd | - | `data/BSC_TVL_daily.(csv|parquet|meta.json)` |
36
+ | BTC_DOMINANCE | BTC dominance | coingecko | daily | single_value | level | - | `data/BTC_DOMINANCE_daily.(csv|parquet|meta.json)` |
37
+ | DEFI_TVL_TOTAL | Total DeFi TVL | defilama | daily | single_value | usd | - | `data/DEFI_TVL_TOTAL_daily.(csv|parquet|meta.json)` |
38
+ | DEX_VOLUME_ETH | Ethereum DEX volume history | defilama | daily | single_value | level | - | `data/DEX_VOLUME_ETH_daily.(csv|parquet|meta.json)` |
39
+ | DEX_VOLUME_SOL | Solana DEX volume history | defilama | daily | single_value | level | - | `data/DEX_VOLUME_SOL_daily.(csv|parquet|meta.json)` |
40
+ | DEX_VOLUME_TOTAL | Total DEX volume | defilama | daily | single_value | level | - | `data/DEX_VOLUME_TOTAL_daily.(csv|parquet|meta.json)` |
41
+ | DEX_VOLUME_TOTAL_HIST | Total DEX volume history | defilama | daily | single_value | level | - | `data/DEX_VOLUME_TOTAL_HIST_daily.(csv|parquet|meta.json)` |
42
+ | ETH_TVL | Ethereum TVL | defilama | daily | single_value | usd | - | `data/ETH_TVL_daily.(csv|parquet|meta.json)` |
43
+ | POLYGON_TVL | Polygon TVL | defilama | daily | single_value | usd | - | `data/POLYGON_TVL_daily.(csv|parquet|meta.json)` |
44
+ | PROTOCOL_FEES | Total protocol fees | defilama | daily | single_value | usd | - | `data/PROTOCOL_FEES_daily.(csv|parquet|meta.json)` |
45
+ | PROTOCOL_FEES_ETH | Ethereum protocol fees history | defilama | daily | single_value | usd | - | `data/PROTOCOL_FEES_ETH_daily.(csv|parquet|meta.json)` |
46
+ | PROTOCOL_FEES_HIST | Total protocol fees history | defilama | daily | single_value | usd | - | `data/PROTOCOL_FEES_HIST_daily.(csv|parquet|meta.json)` |
47
+ | PROTOCOL_FEES_SOL | Solana protocol fees history | defilama | daily | single_value | usd | - | `data/PROTOCOL_FEES_SOL_daily.(csv|parquet|meta.json)` |
48
+ | SOL_TVL | Solana TVL | defilama | daily | single_value | usd | - | `data/SOL_TVL_daily.(csv|parquet|meta.json)` |
49
+ | STABLECOIN_TOTAL | Total stablecoin market cap | defilama | daily | single_value | level | - | `data/STABLECOIN_TOTAL_daily.(csv|parquet|meta.json)` |
50
+ | TOTAL_CRYPTO_MCAP | Total crypto market cap | coingecko | daily | single_value | usd | - | `data/TOTAL_CRYPTO_MCAP_daily.(csv|parquet|meta.json)` |
51
+ | USDC_MCAP | USDC supply (snapshot) | defilama | daily | single_value | usd | - | `data/USDC_MCAP_daily.(csv|parquet|meta.json)` |
52
+ | USDT_MCAP | Tether supply (snapshot) | defilama | daily | single_value | usd | - | `data/USDT_MCAP_daily.(csv|parquet|meta.json)` |
53
+
54
+ ## crypto_derivatives
55
+
56
+ Funding, open interest, liquidation, and positioning signals from derivatives venues.
57
+
58
+ | name | description | source | frequency | data_type | unit | requires_env | file pattern |
59
+ | --- | --- | --- | --- | --- | --- | --- | --- |
60
+ | BB_BTC_FUNDING | Bybit BTC funding | bybit | 8h | aggregated | rate | - | `data/BB_BTC_FUNDING_daily.(csv|parquet|meta.json)` |
61
+ | BB_BTC_OI | Bybit BTC open interest | bybit | daily | single_value | level | - | `data/BB_BTC_OI_daily.(csv|parquet|meta.json)` |
62
+ | BB_ETH_FUNDING | Bybit ETH funding | bybit | 8h | aggregated | rate | - | `data/BB_ETH_FUNDING_daily.(csv|parquet|meta.json)` |
63
+ | BB_ETH_OI | Bybit ETH open interest | bybit | daily | single_value | level | - | `data/BB_ETH_OI_daily.(csv|parquet|meta.json)` |
64
+ | BB_SOL_OI | Bybit SOL open interest | bybit | daily | single_value | level | - | `data/BB_SOL_OI_daily.(csv|parquet|meta.json)` |
65
+ | BFX_BTC_LONGS | Bitfinex BTC longs | bitfinex | daily | aggregated | level | - | `data/BFX_BTC_LONGS_daily.(csv|parquet|meta.json)` |
66
+ | BFX_BTC_PERP_FUNDING | Bitfinex BTC perp funding | bitfinex | hourly | aggregated | rate | - | `data/BFX_BTC_PERP_FUNDING_daily.(csv|parquet|meta.json)` |
67
+ | BFX_BTC_PERP_OI | Bitfinex BTC perp OI | bitfinex | hourly | aggregated | level | - | `data/BFX_BTC_PERP_OI_daily.(csv|parquet|meta.json)` |
68
+ | BFX_BTC_SHORTS | Bitfinex BTC shorts | bitfinex | daily | aggregated | level | - | `data/BFX_BTC_SHORTS_daily.(csv|parquet|meta.json)` |
69
+ | BFX_ETH_LONGS | Bitfinex ETH longs | bitfinex | daily | aggregated | level | - | `data/BFX_ETH_LONGS_daily.(csv|parquet|meta.json)` |
70
+ | BFX_ETH_PERP_FUNDING | Bitfinex ETH perp funding | bitfinex | hourly | aggregated | rate | - | `data/BFX_ETH_PERP_FUNDING_daily.(csv|parquet|meta.json)` |
71
+ | BFX_ETH_SHORTS | Bitfinex ETH shorts | bitfinex | daily | aggregated | level | - | `data/BFX_ETH_SHORTS_daily.(csv|parquet|meta.json)` |
72
+ | BFX_USD_FUNDING | Bitfinex USD funding | bitfinex | hourly | aggregated | rate | - | `data/BFX_USD_FUNDING_daily.(csv|parquet|meta.json)` |
73
+ | BN_BTC_FUNDING | Binance BTC funding | binance | 8h | aggregated | rate | - | `data/BN_BTC_FUNDING_daily.(csv|parquet|meta.json)` |
74
+ | BN_BTC_LS_RATIO | Binance BTC long-short ratio | binance | daily | single_value | ratio | - | `data/BN_BTC_LS_RATIO_daily.(csv|parquet|meta.json)` |
75
+ | BN_BTC_OI | Binance BTC open interest | binance | daily | single_value | level | - | `data/BN_BTC_OI_daily.(csv|parquet|meta.json)` |
76
+ | BN_BTC_TAKER | Binance BTC taker ratio | binance | daily | single_value | level | - | `data/BN_BTC_TAKER_daily.(csv|parquet|meta.json)` |
77
+ | BN_ETH_FUNDING | Binance ETH funding | binance | 8h | aggregated | rate | - | `data/BN_ETH_FUNDING_daily.(csv|parquet|meta.json)` |
78
+ | BN_ETH_LS_RATIO | Binance ETH long-short ratio | binance | daily | single_value | ratio | - | `data/BN_ETH_LS_RATIO_daily.(csv|parquet|meta.json)` |
79
+ | BN_ETH_OI | Binance ETH open interest | binance | daily | single_value | level | - | `data/BN_ETH_OI_daily.(csv|parquet|meta.json)` |
80
+ | BN_ETH_TAKER | Binance ETH taker ratio | binance | daily | single_value | level | - | `data/BN_ETH_TAKER_daily.(csv|parquet|meta.json)` |
81
+ | BN_SOL_FUNDING | Binance SOL funding | binance | 8h | aggregated | rate | - | `data/BN_SOL_FUNDING_daily.(csv|parquet|meta.json)` |
82
+ | BTC_CME_FUT | CME Bitcoin futures proxy | yfinance | daily | ohlcv | level | - | `data/BTC_CME_FUT_daily.(csv|parquet|meta.json)` |
83
+ | CG_BTC_LIQ_LONG_USD | Coinalyze BTC long liquidation USD (aggregated) | coinalyze | daily | single_value | usd | COINALYZE_API_KEY | `data/CG_BTC_LIQ_LONG_USD_daily.(csv|parquet|meta.json)` |
84
+ | CG_BTC_LIQ_SHORT_USD | Coinalyze BTC short liquidation USD (aggregated) | coinalyze | daily | single_value | usd | COINALYZE_API_KEY | `data/CG_BTC_LIQ_SHORT_USD_daily.(csv|parquet|meta.json)` |
85
+ | CG_BTC_LIQ_TOTAL_USD | Coinalyze BTC total liquidation USD (aggregated) | coinalyze | daily | single_value | usd | COINALYZE_API_KEY | `data/CG_BTC_LIQ_TOTAL_USD_daily.(csv|parquet|meta.json)` |
86
+ | OKX_BTC_FUNDING | OKX BTC funding | okx | 8h | aggregated | rate | - | `data/OKX_BTC_FUNDING_daily.(csv|parquet|meta.json)` |
87
+ | OKX_BTC_OI | OKX BTC open interest | okx | daily | single_value | level | - | `data/OKX_BTC_OI_daily.(csv|parquet|meta.json)` |
88
+ | OKX_ETH_FUNDING | OKX ETH funding | okx | 8h | aggregated | rate | - | `data/OKX_ETH_FUNDING_daily.(csv|parquet|meta.json)` |
89
+ | OKX_ETH_OI | OKX ETH open interest | okx | daily | single_value | level | - | `data/OKX_ETH_OI_daily.(csv|parquet|meta.json)` |
90
+
91
+ ## crypto_etf
92
+
93
+ US spot BTC ETF holdings/flow and IBIT options state metrics.
94
+
95
+ | name | description | source | frequency | data_type | unit | requires_env | file pattern |
96
+ | --- | --- | --- | --- | --- | --- | --- | --- |
97
+ | CG_BTC_ETF_NETFLOW_USD | Derived BTC ETF net flow USD (ETF_TOTAL_BTC_CHANGE * BTC close) | derived | daily | single_value | usd | - | `data/CG_BTC_ETF_NETFLOW_USD_daily.(csv|parquet|meta.json)` |
98
+ | ETF_ARKB_BTC_CHANGE | ARKB daily BTC holdings change | btc_etf | daily | single_value | native | - | `data/ETF_ARKB_BTC_CHANGE_daily.(csv|parquet|meta.json)` |
99
+ | ETF_BITB_BTC_CHANGE | BITB daily BTC holdings change | btc_etf | daily | single_value | native | - | `data/ETF_BITB_BTC_CHANGE_daily.(csv|parquet|meta.json)` |
100
+ | ETF_FBTC_BTC_CHANGE | FBTC daily BTC holdings change | btc_etf | daily | single_value | native | - | `data/ETF_FBTC_BTC_CHANGE_daily.(csv|parquet|meta.json)` |
101
+ | ETF_GBTC_BTC_CHANGE | GBTC daily BTC holdings change | btc_etf | daily | single_value | native | - | `data/ETF_GBTC_BTC_CHANGE_daily.(csv|parquet|meta.json)` |
102
+ | ETF_IBIT_BTC_CHANGE | IBIT daily BTC holdings change | btc_etf | daily | single_value | native | - | `data/ETF_IBIT_BTC_CHANGE_daily.(csv|parquet|meta.json)` |
103
+ | ETF_IBIT_BTC_HOLDINGS | IBIT BTC holdings | btc_etf | daily | single_value | native | - | `data/ETF_IBIT_BTC_HOLDINGS_daily.(csv|parquet|meta.json)` |
104
+ | ETF_TOTAL_BTC_CHANGE | Total BTC ETF daily holdings change | btc_etf | daily | single_value | native | - | `data/ETF_TOTAL_BTC_CHANGE_daily.(csv|parquet|meta.json)` |
105
+ | ETF_TOTAL_BTC_HOLDINGS | Total BTC ETF holdings | btc_etf | daily | single_value | native | - | `data/ETF_TOTAL_BTC_HOLDINGS_daily.(csv|parquet|meta.json)` |
106
+ | IBIT_OPT_AVG_IV | IBIT options average implied volatility | btc_etf | daily | single_value | level | - | `data/IBIT_OPT_AVG_IV_daily.(csv|parquet|meta.json)` |
107
+ | IBIT_OPT_CALL_OI | IBIT options call open interest | btc_etf | daily | single_value | level | - | `data/IBIT_OPT_CALL_OI_daily.(csv|parquet|meta.json)` |
108
+ | IBIT_OPT_CALL_VOLUME | IBIT options call volume | btc_etf | daily | single_value | level | - | `data/IBIT_OPT_CALL_VOLUME_daily.(csv|parquet|meta.json)` |
109
+ | IBIT_OPT_FAR_AVG_IV | IBIT far-expiry options average IV | btc_etf | daily | single_value | level | - | `data/IBIT_OPT_FAR_AVG_IV_daily.(csv|parquet|meta.json)` |
110
+ | IBIT_OPT_FAR_SKEW | IBIT far-expiry IV skew (95% put vs 105% call) | btc_etf | daily | single_value | ratio | - | `data/IBIT_OPT_FAR_SKEW_daily.(csv|parquet|meta.json)` |
111
+ | IBIT_OPT_MID_AVG_IV | IBIT mid-expiry options average IV | btc_etf | daily | single_value | level | - | `data/IBIT_OPT_MID_AVG_IV_daily.(csv|parquet|meta.json)` |
112
+ | IBIT_OPT_MID_SKEW | IBIT mid-expiry IV skew (95% put vs 105% call) | btc_etf | daily | single_value | ratio | - | `data/IBIT_OPT_MID_SKEW_daily.(csv|parquet|meta.json)` |
113
+ | IBIT_OPT_NEAR_AVG_IV | IBIT near-expiry options average IV | btc_etf | daily | single_value | level | - | `data/IBIT_OPT_NEAR_AVG_IV_daily.(csv|parquet|meta.json)` |
114
+ | IBIT_OPT_NEAR_SKEW | IBIT near-expiry IV skew (95% put vs 105% call) | btc_etf | daily | single_value | ratio | - | `data/IBIT_OPT_NEAR_SKEW_daily.(csv|parquet|meta.json)` |
115
+ | IBIT_OPT_PC_OI_RATIO | IBIT options put-call open interest ratio | btc_etf | daily | single_value | ratio | - | `data/IBIT_OPT_PC_OI_RATIO_daily.(csv|parquet|meta.json)` |
116
+ | IBIT_OPT_PC_VOLUME_RATIO | IBIT options put-call volume ratio | btc_etf | daily | single_value | ratio | - | `data/IBIT_OPT_PC_VOLUME_RATIO_daily.(csv|parquet|meta.json)` |
117
+ | IBIT_OPT_PUT_OI | IBIT options put open interest | btc_etf | daily | single_value | level | - | `data/IBIT_OPT_PUT_OI_daily.(csv|parquet|meta.json)` |
118
+ | IBIT_OPT_PUT_VOLUME | IBIT options put volume | btc_etf | daily | single_value | level | - | `data/IBIT_OPT_PUT_VOLUME_daily.(csv|parquet|meta.json)` |
119
+
120
+ ## crypto_onchain
121
+
122
+ Blockchain activity and valuation state metrics from on-chain providers.
123
+
124
+ | name | description | source | frequency | data_type | unit | requires_env | file pattern |
125
+ | --- | --- | --- | --- | --- | --- | --- | --- |
126
+ | BTC_ACTIVE_ADDR | BTC active addresses | coinmetrics | daily | single_value | level | - | `data/BTC_ACTIVE_ADDR_daily.(csv|parquet|meta.json)` |
127
+ | BTC_ADDR_BAL_COUNT | BTC address balance count | coinmetrics | daily | single_value | level | - | `data/BTC_ADDR_BAL_COUNT_daily.(csv|parquet|meta.json)` |
128
+ | BTC_BLOCK_SIZE | BTC block size | blockchain_com | daily | single_value | level | - | `data/BTC_BLOCK_SIZE_daily.(csv|parquet|meta.json)` |
129
+ | BTC_DIFFICULTY | BTC mining difficulty | blockchain_com | daily | single_value | level | - | `data/BTC_DIFFICULTY_daily.(csv|parquet|meta.json)` |
130
+ | BTC_EXCHANGE_IN | BTC exchange inflow | coinmetrics | daily | single_value | level | - | `data/BTC_EXCHANGE_IN_daily.(csv|parquet|meta.json)` |
131
+ | BTC_EXCHANGE_OUT | BTC exchange outflow | coinmetrics | daily | single_value | level | - | `data/BTC_EXCHANGE_OUT_daily.(csv|parquet|meta.json)` |
132
+ | BTC_HASH_RATE | BTC hash rate | coinmetrics | daily | single_value | level | - | `data/BTC_HASH_RATE_daily.(csv|parquet|meta.json)` |
133
+ | BTC_MCAP | BTC market cap USD | coinmetrics | daily | single_value | usd | - | `data/BTC_MCAP_daily.(csv|parquet|meta.json)` |
134
+ | BTC_MEMPOOL_COUNT | BTC mempool tx count | blockchain_com | daily | single_value | level | - | `data/BTC_MEMPOOL_COUNT_daily.(csv|parquet|meta.json)` |
135
+ | BTC_MEMPOOL_SIZE | BTC mempool size | blockchain_com | daily | single_value | level | - | `data/BTC_MEMPOOL_SIZE_daily.(csv|parquet|meta.json)` |
136
+ | BTC_MVRV | BTC MVRV | coinmetrics | daily | single_value | ratio | - | `data/BTC_MVRV_daily.(csv|parquet|meta.json)` |
137
+ | BTC_PRICE_USD_CM | BTC price USD (CoinMetrics) | coinmetrics | daily | single_value | usd | - | `data/BTC_PRICE_USD_CM_daily.(csv|parquet|meta.json)` |
138
+ | BTC_SUPPLY | BTC circulating supply | coinmetrics | daily | single_value | native | - | `data/BTC_SUPPLY_daily.(csv|parquet|meta.json)` |
139
+ | BTC_TX_COUNT | BTC tx count | coinmetrics | daily | single_value | level | - | `data/BTC_TX_COUNT_daily.(csv|parquet|meta.json)` |
140
+ | BTC_UTXO_COUNT | BTC UTXO count | blockchain_com | daily | single_value | level | - | `data/BTC_UTXO_COUNT_daily.(csv|parquet|meta.json)` |
141
+ | ETH_ACTIVE_ADDR | ETH active addresses | coinmetrics | daily | single_value | level | - | `data/ETH_ACTIVE_ADDR_daily.(csv|parquet|meta.json)` |
142
+ | ETH_ADDR_BAL_COUNT | ETH address balance count | coinmetrics | daily | single_value | level | - | `data/ETH_ADDR_BAL_COUNT_daily.(csv|parquet|meta.json)` |
143
+ | ETH_MCAP | ETH market cap USD | coinmetrics | daily | single_value | usd | - | `data/ETH_MCAP_daily.(csv|parquet|meta.json)` |
144
+ | ETH_PRICE_USD_CM | ETH price USD (CoinMetrics) | coinmetrics | daily | single_value | usd | - | `data/ETH_PRICE_USD_CM_daily.(csv|parquet|meta.json)` |
145
+ | ETH_SUPPLY | ETH supply | coinmetrics | daily | single_value | native | - | `data/ETH_SUPPLY_daily.(csv|parquet|meta.json)` |
146
+ | ETH_TX_COUNT | ETH tx count | coinmetrics | daily | single_value | level | - | `data/ETH_TX_COUNT_daily.(csv|parquet|meta.json)` |
147
+
148
+ ## crypto_price
149
+
150
+ Spot and futures price-level series for crypto assets and macro market anchors.
151
+
152
+ | name | description | source | frequency | data_type | unit | requires_env | file pattern |
153
+ | --- | --- | --- | --- | --- | --- | --- | --- |
154
+ | AAVE | Aave USD | yfinance | daily | ohlcv | usd | - | `data/AAVE_daily.(csv|parquet|meta.json)` |
155
+ | ADA | Cardano USD | yfinance | daily | ohlcv | usd | - | `data/ADA_daily.(csv|parquet|meta.json)` |
156
+ | ARB | Arbitrum USD | yfinance | daily | ohlcv | usd | - | `data/ARB_daily.(csv|parquet|meta.json)` |
157
+ | ATOM | Cosmos USD | yfinance | daily | ohlcv | usd | - | `data/ATOM_daily.(csv|parquet|meta.json)` |
158
+ | AVAX | Avalanche USD | yfinance | daily | ohlcv | usd | - | `data/AVAX_daily.(csv|parquet|meta.json)` |
159
+ | BCH | Bitcoin Cash USD | yfinance | daily | ohlcv | usd | - | `data/BCH_daily.(csv|parquet|meta.json)` |
160
+ | BNB | BNB USD | yfinance | daily | ohlcv | usd | - | `data/BNB_daily.(csv|parquet|meta.json)` |
161
+ | BTC | Bitcoin USD | yfinance | daily | ohlcv | usd | - | `data/BTC_daily.(csv|parquet|meta.json)` |
162
+ | DOGE | Dogecoin USD | yfinance | daily | ohlcv | usd | - | `data/DOGE_daily.(csv|parquet|meta.json)` |
163
+ | DOT | Polkadot USD | yfinance | daily | ohlcv | usd | - | `data/DOT_daily.(csv|parquet|meta.json)` |
164
+ | ETC | Ethereum Classic USD | yfinance | daily | ohlcv | usd | - | `data/ETC_daily.(csv|parquet|meta.json)` |
165
+ | ETH | Ethereum USD | yfinance | daily | ohlcv | usd | - | `data/ETH_daily.(csv|parquet|meta.json)` |
166
+ | ETH_BTC_RATIO | ETH/BTC ratio | coingecko | daily | single_value | ratio | - | `data/ETH_BTC_RATIO_daily.(csv|parquet|meta.json)` |
167
+ | FIL | Filecoin USD | yfinance | daily | ohlcv | usd | - | `data/FIL_daily.(csv|parquet|meta.json)` |
168
+ | INJ | Injective USD | yfinance | daily | ohlcv | usd | - | `data/INJ_daily.(csv|parquet|meta.json)` |
169
+ | LINK | Chainlink USD | yfinance | daily | ohlcv | usd | - | `data/LINK_daily.(csv|parquet|meta.json)` |
170
+ | LTC | Litecoin USD | yfinance | daily | ohlcv | usd | - | `data/LTC_daily.(csv|parquet|meta.json)` |
171
+ | MATIC | Polygon USD | yfinance | daily | ohlcv | usd | - | `data/MATIC_daily.(csv|parquet|meta.json)` |
172
+ | NEAR | NEAR USD | yfinance | daily | ohlcv | usd | - | `data/NEAR_daily.(csv|parquet|meta.json)` |
173
+ | OP | Optimism USD | yfinance | daily | ohlcv | usd | - | `data/OP_daily.(csv|parquet|meta.json)` |
174
+ | SOL | Solana USD | yfinance | daily | ohlcv | usd | - | `data/SOL_daily.(csv|parquet|meta.json)` |
175
+ | SUI | Sui USD | yfinance | daily | ohlcv | usd | - | `data/SUI_daily.(csv|parquet|meta.json)` |
176
+ | TON | Toncoin USD | yfinance | daily | ohlcv | usd | - | `data/TON_daily.(csv|parquet|meta.json)` |
177
+ | TRX | Tron USD | yfinance | daily | ohlcv | usd | - | `data/TRX_daily.(csv|parquet|meta.json)` |
178
+ | UNI | Uniswap USD | yfinance | daily | ohlcv | usd | - | `data/UNI_daily.(csv|parquet|meta.json)` |
179
+ | XLM | Stellar USD | yfinance | daily | ohlcv | usd | - | `data/XLM_daily.(csv|parquet|meta.json)` |
180
+ | XRP | XRP USD | yfinance | daily | ohlcv | usd | - | `data/XRP_daily.(csv|parquet|meta.json)` |
181
+
182
+ ## crypto_sentiment
183
+
184
+ Market sentiment proxy indicators.
185
+
186
+ | name | description | source | frequency | data_type | unit | requires_env | file pattern |
187
+ | --- | --- | --- | --- | --- | --- | --- | --- |
188
+ | FEAR_GREED | Crypto fear and greed index | alternative_me | daily | single_value | level | - | `data/FEAR_GREED_daily.(csv|parquet|meta.json)` |
189
+
190
+ ## macro_activity
191
+
192
+ Growth, labor, inflation, and real-economy indicators.
193
+
194
+ | name | description | source | frequency | data_type | unit | requires_env | file pattern |
195
+ | --- | --- | --- | --- | --- | --- | --- | --- |
196
+ | AVG_HOURLY_EARNINGS_PRIVATE | Average hourly earnings of private employees | fred | monthly | single_value | index or level | - | `data/AVG_HOURLY_EARNINGS_PRIVATE_daily.(csv|parquet|meta.json)` |
197
+ | AVG_HOURS_MANUFACTURING | Average weekly hours manufacturing | fred | monthly | single_value | index or level | - | `data/AVG_HOURS_MANUFACTURING_daily.(csv|parquet|meta.json)` |
198
+ | BANK_LENDING | Senior loan officer survey | fred | quarterly | single_value | index or level | - | `data/BANK_LENDING_daily.(csv|parquet|meta.json)` |
199
+ | BUILDING_PERMITS | Building permits | fred | monthly | single_value | index or level | - | `data/BUILDING_PERMITS_daily.(csv|parquet|meta.json)` |
200
+ | BUSINESS_INVENTORIES | Total business inventories | fred | monthly | single_value | index or level | - | `data/BUSINESS_INVENTORIES_daily.(csv|parquet|meta.json)` |
201
+ | CAPACITY_UTIL | Capacity utilization | fred | monthly | single_value | index or level | - | `data/CAPACITY_UTIL_daily.(csv|parquet|meta.json)` |
202
+ | CAPACITY_UTILIZATION_TOTAL | Total industry capacity utilization | fred | monthly | single_value | index or level | - | `data/CAPACITY_UTILIZATION_TOTAL_daily.(csv|parquet|meta.json)` |
203
+ | CASE_SHILLER_HOME_PRICE | S&P CoreLogic Case-Shiller US home price index | fred | monthly | single_value | usd | - | `data/CASE_SHILLER_HOME_PRICE_daily.(csv|parquet|meta.json)` |
204
+ | CHINA_CPI | China CPI | dbnomics | monthly | single_value | index or level | - | `data/CHINA_CPI_daily.(csv|parquet|meta.json)` |
205
+ | CIVILIAN_EMPLOYMENT | Civilian employment level | fred | monthly | single_value | index or level | - | `data/CIVILIAN_EMPLOYMENT_daily.(csv|parquet|meta.json)` |
206
+ | CIVILIAN_LABOR_FORCE | Civilian labor force level | fred | monthly | single_value | index or level | - | `data/CIVILIAN_LABOR_FORCE_daily.(csv|parquet|meta.json)` |
207
+ | CIVILIAN_POPULATION | Civilian noninstitutional population | fred | monthly | single_value | index or level | - | `data/CIVILIAN_POPULATION_daily.(csv|parquet|meta.json)` |
208
+ | CONSUMER_SENT | Michigan sentiment | fred | monthly | single_value | index or level | - | `data/CONSUMER_SENT_daily.(csv|parquet|meta.json)` |
209
+ | CONTINUING_CLAIMS | Continuing claims | fred | weekly | single_value | index or level | - | `data/CONTINUING_CLAIMS_daily.(csv|parquet|meta.json)` |
210
+ | COPPER | Copper Futures | yfinance | daily | ohlcv | index or level | - | `data/COPPER_daily.(csv|parquet|meta.json)` |
211
+ | CORE_CPI | Core CPI | fred | monthly | single_value | index or level | - | `data/CORE_CPI_daily.(csv|parquet|meta.json)` |
212
+ | CORE_PCE | Core PCE | fred | monthly | single_value | index or level | - | `data/CORE_PCE_daily.(csv|parquet|meta.json)` |
213
+ | CPI | US CPI | fred | monthly | single_value | index or level | - | `data/CPI_daily.(csv|parquet|meta.json)` |
214
+ | CPI_ENERGY | US CPI energy | fred | monthly | single_value | index or level | - | `data/CPI_ENERGY_daily.(csv|parquet|meta.json)` |
215
+ | CPI_FOOD | US CPI food and beverages | fred | monthly | single_value | index or level | - | `data/CPI_FOOD_daily.(csv|parquet|meta.json)` |
216
+ | CPI_OWNERS_EQUIV_RENT | US CPI owners equivalent rent | fred | monthly | single_value | index or level | - | `data/CPI_OWNERS_EQUIV_RENT_daily.(csv|parquet|meta.json)` |
217
+ | CPI_RENT | US CPI rent of primary residence | fred | monthly | single_value | index or level | - | `data/CPI_RENT_daily.(csv|parquet|meta.json)` |
218
+ | DISPOSABLE_PERSONAL_INCOME | US disposable personal income | fred | monthly | single_value | index or level | - | `data/DISPOSABLE_PERSONAL_INCOME_daily.(csv|parquet|meta.json)` |
219
+ | DURABLE_GOODS | Durable goods orders | fred | monthly | single_value | index or level | - | `data/DURABLE_GOODS_daily.(csv|parquet|meta.json)` |
220
+ | EMPLOYMENT_RATIO | Employment-population ratio | fred | monthly | single_value | ratio | - | `data/EMPLOYMENT_RATIO_daily.(csv|parquet|meta.json)` |
221
+ | EXPORTS_GOODS_SERVICES | US exports of goods and services | fred | quarterly | single_value | index or level | - | `data/EXPORTS_GOODS_SERVICES_daily.(csv|parquet|meta.json)` |
222
+ | GDP | Nominal GDP | fred | quarterly | single_value | index or level | - | `data/GDP_daily.(csv|parquet|meta.json)` |
223
+ | GOLD | Gold Futures | yfinance | daily | ohlcv | index or level | - | `data/GOLD_daily.(csv|parquet|meta.json)` |
224
+ | HOURLY_COMPENSATION | Nonfarm business sector hourly compensation | fred | quarterly | single_value | index or level | - | `data/HOURLY_COMPENSATION_daily.(csv|parquet|meta.json)` |
225
+ | HOUSING_STARTS | Housing starts | fred | monthly | single_value | index or level | - | `data/HOUSING_STARTS_daily.(csv|parquet|meta.json)` |
226
+ | IMPORTS_GOODS_SERVICES | US imports of goods and services | fred | quarterly | single_value | index or level | - | `data/IMPORTS_GOODS_SERVICES_daily.(csv|parquet|meta.json)` |
227
+ | INDUSTRIAL_PROD | Industrial production | fred | monthly | single_value | index or level | - | `data/INDUSTRIAL_PROD_daily.(csv|parquet|meta.json)` |
228
+ | INITIAL_CLAIMS | Initial claims | fred | weekly | single_value | index or level | - | `data/INITIAL_CLAIMS_daily.(csv|parquet|meta.json)` |
229
+ | JOB_OPENINGS | JOLTS openings | fred | monthly | single_value | index or level | - | `data/JOB_OPENINGS_daily.(csv|parquet|meta.json)` |
230
+ | LABOR_PARTICIPATION | Labor force participation | fred | monthly | single_value | index or level | - | `data/LABOR_PARTICIPATION_daily.(csv|parquet|meta.json)` |
231
+ | LEI | OECD leading indicator | fred | monthly | single_value | index or level | - | `data/LEI_daily.(csv|parquet|meta.json)` |
232
+ | MANUFACTURING_PAYROLLS | Manufacturing payroll employment | fred | monthly | single_value | index or level | - | `data/MANUFACTURING_PAYROLLS_daily.(csv|parquet|meta.json)` |
233
+ | MEDIAN_CPI | Median CPI | fred | monthly | single_value | index or level | - | `data/MEDIAN_CPI_daily.(csv|parquet|meta.json)` |
234
+ | MFG_PMI | ISM manufacturing PMI | dbnomics | monthly | single_value | index or level | - | `data/MFG_PMI_daily.(csv|parquet|meta.json)` |
235
+ | NATURAL_GAS | Natural Gas Futures | yfinance | daily | ohlcv | index or level | - | `data/NATURAL_GAS_daily.(csv|parquet|meta.json)` |
236
+ | NET_EXPORTS_GOODS_SERVICES | US net exports of goods and services | fred | quarterly | single_value | index or level | - | `data/NET_EXPORTS_GOODS_SERVICES_daily.(csv|parquet|meta.json)` |
237
+ | NEW_HOME_SALES | New one-family houses sold | fred | monthly | single_value | index or level | - | `data/NEW_HOME_SALES_daily.(csv|parquet|meta.json)` |
238
+ | NONFARM_PAYROLLS | Nonfarm payrolls | fred | monthly | single_value | index or level | - | `data/NONFARM_PAYROLLS_daily.(csv|parquet|meta.json)` |
239
+ | NONFARM_PRODUCTIVITY | Nonfarm business sector labor productivity | fred | quarterly | single_value | index or level | - | `data/NONFARM_PRODUCTIVITY_daily.(csv|parquet|meta.json)` |
240
+ | OECD_BCI_USA | US BCI | dbnomics | monthly | single_value | index or level | - | `data/OECD_BCI_USA_daily.(csv|parquet|meta.json)` |
241
+ | OECD_CCI_CHINA | China CCI | dbnomics | monthly | single_value | index or level | - | `data/OECD_CCI_CHINA_daily.(csv|parquet|meta.json)` |
242
+ | OECD_CCI_USA | US CCI | dbnomics | monthly | single_value | index or level | - | `data/OECD_CCI_USA_daily.(csv|parquet|meta.json)` |
243
+ | OECD_CLI_CHINA | China CLI | dbnomics | monthly | single_value | index or level | - | `data/OECD_CLI_CHINA_daily.(csv|parquet|meta.json)` |
244
+ | OECD_CLI_EUROZONE | Eurozone proxy CLI (Germany) | dbnomics | monthly | single_value | index or level | - | `data/OECD_CLI_EUROZONE_daily.(csv|parquet|meta.json)` |
245
+ | OECD_CLI_USA | US CLI | dbnomics | monthly | single_value | index or level | - | `data/OECD_CLI_USA_daily.(csv|parquet|meta.json)` |
246
+ | OIL | WTI Crude Oil Futures | yfinance | daily | ohlcv | index or level | - | `data/OIL_daily.(csv|parquet|meta.json)` |
247
+ | PCE | PCE price index | fred | monthly | single_value | index or level | - | `data/PCE_daily.(csv|parquet|meta.json)` |
248
+ | PCE_DURABLE_GOODS | US PCE durable goods | fred | monthly | single_value | index or level | - | `data/PCE_DURABLE_GOODS_daily.(csv|parquet|meta.json)` |
249
+ | PCE_NONDURABLE_GOODS | US PCE nondurable goods | fred | monthly | single_value | index or level | - | `data/PCE_NONDURABLE_GOODS_daily.(csv|parquet|meta.json)` |
250
+ | PCE_SERVICES | US PCE services | fred | monthly | single_value | index or level | - | `data/PCE_SERVICES_daily.(csv|parquet|meta.json)` |
251
+ | PERSONAL_CONSUMPTION_EXPENDITURES | US personal consumption expenditures | fred | monthly | single_value | index or level | - | `data/PERSONAL_CONSUMPTION_EXPENDITURES_daily.(csv|parquet|meta.json)` |
252
+ | PERSONAL_INCOME | US personal income | fred | monthly | single_value | index or level | - | `data/PERSONAL_INCOME_daily.(csv|parquet|meta.json)` |
253
+ | PERSONAL_SAVING_RATE | US personal saving rate | fred | monthly | single_value | index or level | - | `data/PERSONAL_SAVING_RATE_daily.(csv|parquet|meta.json)` |
254
+ | PPI | Producer price index | fred | monthly | single_value | index or level | - | `data/PPI_daily.(csv|parquet|meta.json)` |
255
+ | REAL_DISPOSABLE_PERSONAL_INCOME | US real disposable personal income | fred | monthly | single_value | index or level | - | `data/REAL_DISPOSABLE_PERSONAL_INCOME_daily.(csv|parquet|meta.json)` |
256
+ | REAL_GDP | Real GDP | fred | quarterly | single_value | index or level | - | `data/REAL_GDP_daily.(csv|parquet|meta.json)` |
257
+ | REAL_PCE | US real personal consumption expenditures | fred | monthly | single_value | index or level | - | `data/REAL_PCE_daily.(csv|parquet|meta.json)` |
258
+ | REAL_PERSONAL_INCOME | US real personal income | fred | monthly | single_value | index or level | - | `data/REAL_PERSONAL_INCOME_daily.(csv|parquet|meta.json)` |
259
+ | RETAIL_SALES | Retail sales ex food | fred | monthly | single_value | index or level | - | `data/RETAIL_SALES_daily.(csv|parquet|meta.json)` |
260
+ | SAHM_RULE | Sahm recession rule | fred | monthly | single_value | index or level | - | `data/SAHM_RULE_daily.(csv|parquet|meta.json)` |
261
+ | SERVICE_PAYROLLS | Service-providing payroll employment | fred | monthly | single_value | index or level | - | `data/SERVICE_PAYROLLS_daily.(csv|parquet|meta.json)` |
262
+ | SILVER | Silver Futures | yfinance | daily | ohlcv | index or level | - | `data/SILVER_daily.(csv|parquet|meta.json)` |
263
+ | SINGLE_FAMILY_HOUSING_STARTS | Single-family housing starts | fred | monthly | single_value | index or level | - | `data/SINGLE_FAMILY_HOUSING_STARTS_daily.(csv|parquet|meta.json)` |
264
+ | STICKY_CPI | Sticky-price CPI | fred | monthly | single_value | index or level | - | `data/STICKY_CPI_daily.(csv|parquet|meta.json)` |
265
+ | SVC_PMI | ISM services PMI | dbnomics | monthly | single_value | index or level | - | `data/SVC_PMI_daily.(csv|parquet|meta.json)` |
266
+ | TRADE_BALANCE | US trade balance goods and services | fred | monthly | single_value | index or level | - | `data/TRADE_BALANCE_daily.(csv|parquet|meta.json)` |
267
+ | U6_UNEMPLOYMENT | U6 unemployment rate | fred | monthly | single_value | index or level | - | `data/U6_UNEMPLOYMENT_daily.(csv|parquet|meta.json)` |
268
+ | UNEMPLOYED_PERSONS | Unemployed persons level | fred | monthly | single_value | index or level | - | `data/UNEMPLOYED_PERSONS_daily.(csv|parquet|meta.json)` |
269
+ | UNEMPLOYMENT | Unemployment | fred | monthly | single_value | index or level | - | `data/UNEMPLOYMENT_daily.(csv|parquet|meta.json)` |
270
+ | UNIT_LABOR_COSTS | Nonfarm business sector unit labor costs | fred | quarterly | single_value | index or level | - | `data/UNIT_LABOR_COSTS_daily.(csv|parquet|meta.json)` |
271
+ | US_HOUSE_PRICE_INDEX | US all-transactions house price index | fred | quarterly | single_value | usd | - | `data/US_HOUSE_PRICE_INDEX_daily.(csv|parquet|meta.json)` |
272
+ | US_RECESSION | US recession indicator | fred | monthly | single_value | index or level | - | `data/US_RECESSION_daily.(csv|parquet|meta.json)` |
273
+
274
+ ## macro_fiscal
275
+
276
+ Government debt, receipts, expenditures, and fiscal balance indicators.
277
+
278
+ | name | description | source | frequency | data_type | unit | requires_env | file pattern |
279
+ | --- | --- | --- | --- | --- | --- | --- | --- |
280
+ | FEDERAL_DEBT | US federal debt | fred | quarterly | single_value | billions, percent, or level | - | `data/FEDERAL_DEBT_daily.(csv|parquet|meta.json)` |
281
+ | FEDERAL_DEBT_TO_GDP | US federal debt to GDP | fred | quarterly | single_value | billions, percent, or level | - | `data/FEDERAL_DEBT_TO_GDP_daily.(csv|parquet|meta.json)` |
282
+ | FEDERAL_EXPENDITURES | US federal government current expenditures | fred | quarterly | single_value | billions, percent, or level | - | `data/FEDERAL_EXPENDITURES_daily.(csv|parquet|meta.json)` |
283
+ | FEDERAL_RECEIPTS | US federal government current receipts | fred | quarterly | single_value | billions, percent, or level | - | `data/FEDERAL_RECEIPTS_daily.(csv|parquet|meta.json)` |
284
+ | FEDERAL_SURPLUS_DEFICIT | US federal budget surplus or deficit | fred | monthly | single_value | billions, percent, or level | - | `data/FEDERAL_SURPLUS_DEFICIT_daily.(csv|parquet|meta.json)` |
285
+
286
+ ## macro_market
287
+
288
+ Broad equity and market index anchors for macro cross-asset context.
289
+
290
+ | name | description | source | frequency | data_type | unit | requires_env | file pattern |
291
+ | --- | --- | --- | --- | --- | --- | --- | --- |
292
+ | DAX | DAX index | yfinance | daily | ohlcv | index | - | `data/DAX_daily.(csv|parquet|meta.json)` |
293
+ | DOW_JONES | Dow Jones Industrial Average | yfinance | daily | ohlcv | index | - | `data/DOW_JONES_daily.(csv|parquet|meta.json)` |
294
+ | FTSE_100 | FTSE 100 index | yfinance | daily | ohlcv | index | - | `data/FTSE_100_daily.(csv|parquet|meta.json)` |
295
+ | HANG_SENG | Hang Seng index | yfinance | daily | ohlcv | index | - | `data/HANG_SENG_daily.(csv|parquet|meta.json)` |
296
+ | NASDAQ_COMPOSITE | Nasdaq Composite index | yfinance | daily | ohlcv | index | - | `data/NASDAQ_COMPOSITE_daily.(csv|parquet|meta.json)` |
297
+ | NIKKEI_225 | Nikkei 225 index | yfinance | daily | ohlcv | index | - | `data/NIKKEI_225_daily.(csv|parquet|meta.json)` |
298
+ | NYSE_COMPOSITE | NYSE Composite index | yfinance | daily | ohlcv | index | - | `data/NYSE_COMPOSITE_daily.(csv|parquet|meta.json)` |
299
+ | RUSSELL2000 | Russell 2000 index | yfinance | daily | ohlcv | index | - | `data/RUSSELL2000_daily.(csv|parquet|meta.json)` |
300
+ | SP500 | S&P 500 index | yfinance | daily | ohlcv | index | - | `data/SP500_daily.(csv|parquet|meta.json)` |
301
+
302
+ ## macro_money
303
+
304
+ Liquidity and money stock proxies across central banks and banking system.
305
+
306
+ | name | description | source | frequency | data_type | unit | requires_env | file pattern |
307
+ | --- | --- | --- | --- | --- | --- | --- | --- |
308
+ | BANK_CREDIT | Total bank credit | fred | weekly | single_value | billions or level | - | `data/BANK_CREDIT_daily.(csv|parquet|meta.json)` |
309
+ | BIS_EUR_CREDIT | BIS EUR global liquidity credit | dbnomics | quarterly | single_value | billions or level | - | `data/BIS_EUR_CREDIT_daily.(csv|parquet|meta.json)` |
310
+ | BIS_USD_CREDIT | BIS USD global liquidity credit | dbnomics | quarterly | single_value | billions or level | - | `data/BIS_USD_CREDIT_daily.(csv|parquet|meta.json)` |
311
+ | BOJ_ASSETS | BOJ assets | fred | monthly | single_value | billions or level | - | `data/BOJ_ASSETS_daily.(csv|parquet|meta.json)` |
312
+ | COMMERCIAL_LOANS | Commercial loans | fred | monthly | single_value | billions or level | - | `data/COMMERCIAL_LOANS_daily.(csv|parquet|meta.json)` |
313
+ | CONSUMER_CREDIT | US total consumer credit owned and securitized | fred | monthly | single_value | billions or level | - | `data/CONSUMER_CREDIT_daily.(csv|parquet|meta.json)` |
314
+ | ECB_ASSETS | ECB assets | fred | weekly | single_value | billions or level | - | `data/ECB_ASSETS_daily.(csv|parquet|meta.json)` |
315
+ | ECB_M3 | ECB BSI monetary aggregate proxy | dbnomics | annual | single_value | billions or level | - | `data/ECB_M3_daily.(csv|parquet|meta.json)` |
316
+ | M1 | M1 money stock | fred | monthly | single_value | billions or level | - | `data/M1_daily.(csv|parquet|meta.json)` |
317
+ | M1_VELOCITY | Velocity of M1 money stock | fred | quarterly | single_value | billions or level | - | `data/M1_VELOCITY_daily.(csv|parquet|meta.json)` |
318
+ | M2 | US M2 Money Supply | fred | monthly | single_value | billions or level | - | `data/M2_daily.(csv|parquet|meta.json)` |
319
+ | M2_VELOCITY | Velocity of M2 | fred | quarterly | single_value | billions or level | - | `data/M2_VELOCITY_daily.(csv|parquet|meta.json)` |
320
+ | MONETARY_BASE | Monetary base | fred | monthly | single_value | billions or level | - | `data/MONETARY_BASE_daily.(csv|parquet|meta.json)` |
321
+ | NONREVOLVING_CREDIT | US nonrevolving consumer credit | fred | monthly | single_value | billions or level | - | `data/NONREVOLVING_CREDIT_daily.(csv|parquet|meta.json)` |
322
+ | PBOC_ASSETS | PBOC assets | fred | quarterly | single_value | billions or level | - | `data/PBOC_ASSETS_daily.(csv|parquet|meta.json)` |
323
+ | REAL_M2 | Real M2 money stock | fred | monthly | single_value | billions or level | - | `data/REAL_M2_daily.(csv|parquet|meta.json)` |
324
+ | RESERVE_BALANCES | Reserve balances with Federal Reserve Banks | fred | weekly | single_value | billions or level | - | `data/RESERVE_BALANCES_daily.(csv|parquet|meta.json)` |
325
+ | REVOLVING_CREDIT | US revolving consumer credit | fred | monthly | single_value | billions or level | - | `data/REVOLVING_CREDIT_daily.(csv|parquet|meta.json)` |
326
+ | RRP | Reverse Repo | fred | daily | single_value | billions or level | - | `data/RRP_daily.(csv|parquet|meta.json)` |
327
+ | TGA | Treasury General Account | fred | daily | single_value | billions or level | - | `data/TGA_daily.(csv|parquet|meta.json)` |
328
+ | TOTAL_RESERVES | Total reserves of depository institutions | fred | monthly | single_value | billions or level | - | `data/TOTAL_RESERVES_daily.(csv|parquet|meta.json)` |
329
+ | WALCL | Fed Total Assets | fred | weekly | single_value | billions or level | - | `data/WALCL_daily.(csv|parquet|meta.json)` |
330
+
331
+ ## macro_rates
332
+
333
+ Rates, yields, spreads, FX, and volatility conditions.
334
+
335
+ | name | description | source | frequency | data_type | unit | requires_env | file pattern |
336
+ | --- | --- | --- | --- | --- | --- | --- | --- |
337
+ | AAA_SPREAD | AAA spread | fred | daily | single_value | percent or level | - | `data/AAA_SPREAD_daily.(csv|parquet|meta.json)` |
338
+ | BAA_SPREAD | BAA spread | fred | daily | single_value | percent or level | - | `data/BAA_SPREAD_daily.(csv|parquet|meta.json)` |
339
+ | BREAKEVEN_10Y | 10Y breakeven inflation | fred | daily | single_value | percent or level | - | `data/BREAKEVEN_10Y_daily.(csv|parquet|meta.json)` |
340
+ | BREAKEVEN_5Y | 5Y breakeven inflation | fred | daily | single_value | percent or level | - | `data/BREAKEVEN_5Y_daily.(csv|parquet|meta.json)` |
341
+ | CORP_AAA_YIELD | Moody's seasoned AAA corporate bond yield | fred | monthly | single_value | percent or level | - | `data/CORP_AAA_YIELD_daily.(csv|parquet|meta.json)` |
342
+ | CORP_BAA_YIELD | Moody's seasoned BAA corporate bond yield | fred | monthly | single_value | percent or level | - | `data/CORP_BAA_YIELD_daily.(csv|parquet|meta.json)` |
343
+ | DFF | Effective federal funds daily | fred | daily | single_value | percent or level | - | `data/DFF_daily.(csv|parquet|meta.json)` |
344
+ | DXY | US Dollar Index | yfinance | daily | ohlcv | percent or level | - | `data/DXY_daily.(csv|parquet|meta.json)` |
345
+ | EFFR | Effective Fed Funds | fred | daily | single_value | percent or level | - | `data/EFFR_daily.(csv|parquet|meta.json)` |
346
+ | EURUSD | EURUSD FX Rate | yfinance | daily | ohlcv | percent or level | - | `data/EURUSD_daily.(csv|parquet|meta.json)` |
347
+ | EXCESS_RESERVES | Interest on reserve balances | fred | daily | single_value | percent or level | - | `data/EXCESS_RESERVES_daily.(csv|parquet|meta.json)` |
348
+ | FED_FUNDS | Federal Funds Rate | fred | monthly | single_value | percent or level | - | `data/FED_FUNDS_daily.(csv|parquet|meta.json)` |
349
+ | FIN_STRESS | St. Louis financial stress | fred | weekly | single_value | percent or level | - | `data/FIN_STRESS_daily.(csv|parquet|meta.json)` |
350
+ | GBPUSD | GBPUSD FX Rate | yfinance | daily | ohlcv | percent or level | - | `data/GBPUSD_daily.(csv|parquet|meta.json)` |
351
+ | HY_SPREAD | High yield spread | fred | daily | single_value | percent or level | - | `data/HY_SPREAD_daily.(csv|parquet|meta.json)` |
352
+ | MORTGAGE_30Y | 30Y mortgage rate | fred | weekly | single_value | percent or level | - | `data/MORTGAGE_30Y_daily.(csv|parquet|meta.json)` |
353
+ | NFCI | National Financial Conditions Index | fred | weekly | single_value | percent or level | - | `data/NFCI_daily.(csv|parquet|meta.json)` |
354
+ | PRIME_RATE | Bank prime loan rate | fred | daily | single_value | percent or level | - | `data/PRIME_RATE_daily.(csv|parquet|meta.json)` |
355
+ | REAL_RATE_10Y | 10Y TIPS real yield | fred | daily | single_value | percent or level | - | `data/REAL_RATE_10Y_daily.(csv|parquet|meta.json)` |
356
+ | REAL_RATE_5Y | 5Y TIPS real yield | fred | daily | single_value | percent or level | - | `data/REAL_RATE_5Y_daily.(csv|parquet|meta.json)` |
357
+ | SOFR | SOFR | fred | daily | single_value | percent or level | - | `data/SOFR_daily.(csv|parquet|meta.json)` |
358
+ | T10Y2Y | 10Y-2Y spread | fred | daily | single_value | percent or level | - | `data/T10Y2Y_daily.(csv|parquet|meta.json)` |
359
+ | T10Y3M | 10Y-3M spread | fred | daily | single_value | percent or level | - | `data/T10Y3M_daily.(csv|parquet|meta.json)` |
360
+ | T5YIFR | 5y5y forward inflation | fred | daily | single_value | percent or level | - | `data/T5YIFR_daily.(csv|parquet|meta.json)` |
361
+ | TBILL_3M | 3M Treasury bill rate | fred | daily | single_value | percent or level | - | `data/TBILL_3M_daily.(csv|parquet|meta.json)` |
362
+ | TBILL_4W | 4W Treasury bill | fred | daily | single_value | percent or level | - | `data/TBILL_4W_daily.(csv|parquet|meta.json)` |
363
+ | TBILL_6M | 6M Treasury bill rate | fred | daily | single_value | percent or level | - | `data/TBILL_6M_daily.(csv|parquet|meta.json)` |
364
+ | TLT | 20+ Year Treasury Bond ETF | yfinance | daily | ohlcv | percent or level | - | `data/TLT_daily.(csv|parquet|meta.json)` |
365
+ | US01M | 1M Treasury yield | fred | daily | single_value | percent or level | - | `data/US01M_daily.(csv|parquet|meta.json)` |
366
+ | US01Y | 1Y Treasury | fred | daily | single_value | percent or level | - | `data/US01Y_daily.(csv|parquet|meta.json)` |
367
+ | US02Y | 2Y Treasury | fred | daily | single_value | percent or level | - | `data/US02Y_daily.(csv|parquet|meta.json)` |
368
+ | US03M | 3M Treasury yield | fred | daily | single_value | percent or level | - | `data/US03M_daily.(csv|parquet|meta.json)` |
369
+ | US03Y | 3Y Treasury yield | fred | daily | single_value | percent or level | - | `data/US03Y_daily.(csv|parquet|meta.json)` |
370
+ | US05Y | 5Y Treasury | fred | daily | single_value | percent or level | - | `data/US05Y_daily.(csv|parquet|meta.json)` |
371
+ | US06M | 6M Treasury yield | fred | daily | single_value | percent or level | - | `data/US06M_daily.(csv|parquet|meta.json)` |
372
+ | US07Y | 7Y Treasury yield | fred | daily | single_value | percent or level | - | `data/US07Y_daily.(csv|parquet|meta.json)` |
373
+ | US10Y | US 10-Year Treasury Yield | yfinance | daily | ohlcv | percent or level | - | `data/US10Y_daily.(csv|parquet|meta.json)` |
374
+ | US10Y_FRED | 10Y Treasury yield from FRED | fred | daily | single_value | percent or level | - | `data/US10Y_FRED_daily.(csv|parquet|meta.json)` |
375
+ | US20Y | 20Y Treasury yield | fred | daily | single_value | percent or level | - | `data/US20Y_daily.(csv|parquet|meta.json)` |
376
+ | US30Y | 30Y Treasury | fred | daily | single_value | percent or level | - | `data/US30Y_daily.(csv|parquet|meta.json)` |
377
+ | USDJPY | USDJPY FX Rate | yfinance | daily | ohlcv | percent or level | - | `data/USDJPY_daily.(csv|parquet|meta.json)` |
378
+ | VIX | CBOE Volatility Index | yfinance | daily | ohlcv | index | - | `data/VIX_daily.(csv|parquet|meta.json)` |
379
+ | VIX3M | 3-Month Volatility Index | yfinance | daily | ohlcv | index | - | `data/VIX3M_daily.(csv|parquet|meta.json)` |
380
+ | VIXCLS | VIX close from FRED | fred | daily | single_value | index | - | `data/VIXCLS_daily.(csv|parquet|meta.json)` |
README.md ADDED
@@ -0,0 +1,71 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ---
2
+ license: other
3
+ tags:
4
+ - macroeconomics
5
+ - finance
6
+ - time-series
7
+ - parquet
8
+ - market-data
9
+ pretty_name: Resonance Macro and Market Data
10
+ ---
11
+
12
+ # Resonance Macro and Market Data
13
+
14
+ Daily-normalized macro, economic, market, crypto, on-chain, DeFi, derivatives, and ETF time series for research and model training.
15
+
16
+ This Hugging Face dataset package is generated from the Resonance data collector. The primary table is long-format Parquet:
17
+
18
+ ```text
19
+ data/train.parquet
20
+ ```
21
+
22
+ ## Columns
23
+
24
+ - `symbol`: canonical series name from `config/symbols.json`
25
+ - `date`: normalized observation date
26
+ - `open`, `high`, `low`, `close`, `volume`: canonical OHLCV-compatible values
27
+ - `source`, `ticker`, `category`, `data_type`, `frequency`, `description`: series metadata
28
+
29
+ For single-value macro/economic series, `open = high = low = close` and `volume = 0`.
30
+
31
+ ## Quick Start
32
+
33
+ ```python
34
+ from datasets import load_dataset
35
+
36
+ ds = load_dataset("JrVillabona/resonance-data", split="train")
37
+ btc = ds.filter(lambda row: row["symbol"] == "BTC")
38
+ ```
39
+
40
+ ```python
41
+ import pandas as pd
42
+
43
+ url = "hf://datasets/JrVillabona/resonance-data/data/train.parquet"
44
+ df = pd.read_parquet(url)
45
+ ```
46
+
47
+ ## Package Manifest
48
+
49
+ ```json
50
+ {
51
+ "generated_at_utc": "2026-05-29T15:44:49+00:00",
52
+ "package_type": "huggingface_long_parquet",
53
+ "symbols_configured": 283,
54
+ "symbols_materialized": 249,
55
+ "rows": 718914,
56
+ "start_date": "1854-12-01",
57
+ "end_date": "2026-05-29",
58
+ "parquet_file": "data/train.parquet",
59
+ "skipped_unconfigured_files": []
60
+ }
61
+ ```
62
+
63
+ ## Documentation
64
+
65
+ - `DATA_DICTIONARY.md`: researcher-friendly series descriptions by category.
66
+ - `DATA_CATALOG.md`: source, endpoint, unit, materialization status, and quality notes.
67
+ - `USAGE_GUIDE.md`: loading and alignment guidance.
68
+
69
+ ## Important Notes
70
+
71
+ This dataset aggregates third-party public data sources. Check each upstream source's terms before commercial redistribution or regulated use.
USAGE_GUIDE.md ADDED
@@ -0,0 +1,97 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ # Usage guide
2
+
3
+ ## Understand what each series means
4
+
5
+ - Read `DATA_DICTIONARY.md` for plain-language definitions grouped by category.
6
+ - Read `DATA_CATALOG.md` for endpoint, unit, quality notes, and materialization status.
7
+ - Download from the `dataset-latest` GitHub Release for the complete generated dataset. A Git clone contains collector code, configuration, and docs, not the generated dataset.
8
+
9
+ ## Download the parquet training archive (recommended)
10
+
11
+ This archive is the recommended way for model training.
12
+ It includes only parquet series plus documentation files.
13
+
14
+ ```bash
15
+ curl -L -o resonance-data-train-parquet.zip \
16
+ https://github.com/JrVillabona/resonance-data/releases/download/dataset-latest/resonance-data-train-parquet.zip
17
+ unzip -o resonance-data-train-parquet.zip
18
+ ```
19
+
20
+ Optional integrity verification:
21
+
22
+ ```bash
23
+ curl -L -o resonance-data-train-parquet.zip.sha256 \
24
+ https://github.com/JrVillabona/resonance-data/releases/download/dataset-latest/resonance-data-train-parquet.zip.sha256
25
+ shasum -a 256 -c resonance-data-train-parquet.zip.sha256
26
+ ```
27
+
28
+ Optional manifest inspection:
29
+
30
+ ```bash
31
+ curl -L -o resonance-data-train-parquet.manifest.json \
32
+ https://github.com/JrVillabona/resonance-data/releases/download/dataset-latest/resonance-data-train-parquet.manifest.json
33
+ cat resonance-data-train-parquet.manifest.json
34
+ ```
35
+
36
+ ## Download the full archive (csv + parquet + meta)
37
+
38
+ Use this only if you need raw csv files or metadata sidecars.
39
+
40
+ ```bash
41
+ curl -L -o resonance-data-latest.zip \
42
+ https://github.com/JrVillabona/resonance-data/releases/download/dataset-latest/resonance-data-latest.zip
43
+ unzip -o resonance-data-latest.zip
44
+ ```
45
+
46
+ The full archive also publishes `resonance-data-latest.manifest.json` and `resonance-data-latest.zip.sha256`.
47
+
48
+ ## Load from Hugging Face
49
+
50
+ When the optional Hugging Face publishing workflow is configured, researchers can load the full long-format Parquet table directly:
51
+
52
+ ```python
53
+ from datasets import load_dataset
54
+
55
+ ds = load_dataset("JrVillabona/resonance-data", split="train")
56
+ ```
57
+
58
+ Or with Pandas/Polars through the Hub filesystem:
59
+
60
+ ```python
61
+ import pandas as pd
62
+
63
+ df = pd.read_parquet("hf://datasets/JrVillabona/resonance-data/data/train.parquet")
64
+ ```
65
+
66
+ ## Load one series
67
+
68
+ ```python
69
+ import pandas as pd
70
+
71
+ df = pd.read_parquet("data/BTC_daily.parquet")
72
+ ```
73
+
74
+ ## Verify CSV and Parquet parity
75
+
76
+ ```python
77
+ import pandas as pd
78
+
79
+ csv_df = pd.read_csv("data/BTC_daily.csv", parse_dates=["date"])
80
+ pq_df = pd.read_parquet("data/BTC_daily.parquet")
81
+ assert len(csv_df) == len(pq_df)
82
+ assert csv_df["date"].min() == pq_df["date"].min()
83
+ assert csv_df["date"].max() == pq_df["date"].max()
84
+ ```
85
+
86
+ ## Align mixed frequencies
87
+
88
+ - Daily: crypto prices, yields, commodities
89
+ - Weekly: selected FRED series
90
+ - Monthly: CPI, M2, labor metrics
91
+
92
+ Recommended merge strategy:
93
+
94
+ 1. Build a daily index from min/max dates.
95
+ 2. Left-join all series.
96
+ 3. Forward-fill lower-frequency series after release date.
97
+ 4. Keep publication lags in feature engineering logic.
data/train.parquet ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
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+ oid sha256:7b741b39d4592348296775b026cf1077bf0df02e823047445b17ca459c0a0216
3
+ size 15054331
manifest.json ADDED
@@ -0,0 +1,11 @@
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "generated_at_utc": "2026-05-29T15:44:49+00:00",
3
+ "package_type": "huggingface_long_parquet",
4
+ "symbols_configured": 283,
5
+ "symbols_materialized": 249,
6
+ "rows": 718914,
7
+ "start_date": "1854-12-01",
8
+ "end_date": "2026-05-29",
9
+ "parquet_file": "data/train.parquet",
10
+ "skipped_unconfigured_files": []
11
+ }