Global macro + markets reference
Browse files- global_macro/README.md +11 -0
- global_macro/catalog.parquet +3 -0
- global_macro/government_bond_yields.parquet +3 -0
- global_macro/indicators.parquet +3 -0
- global_macro/release_history.parquet +3 -0
- markets_reference/README.md +21 -0
- markets_reference/bond_futures.parquet +3 -0
- markets_reference/bond_yields.parquet +3 -0
- markets_reference/company_profiles.parquet +3 -0
- markets_reference/corporate_bonds.parquet +3 -0
- markets_reference/credit_indices.parquet +3 -0
- markets_reference/earnings_calendar.parquet +3 -0
- markets_reference/economic_calendar.parquet +3 -0
- markets_reference/financial_reports/part-0000.parquet +3 -0
- markets_reference/financial_reports/part-0001.parquet +3 -0
- markets_reference/financial_reports/part-0002.parquet +3 -0
- markets_reference/financial_reports/part-0003.parquet +3 -0
- markets_reference/financial_reports/part-0004.parquet +3 -0
- markets_reference/financial_reports/part-0005.parquet +3 -0
- markets_reference/financial_reports/part-0006.parquet +3 -0
- markets_reference/financial_reports/part-0007.parquet +3 -0
- markets_reference/financial_reports/part-0008.parquet +3 -0
- markets_reference/financial_reports/part-0009.parquet +3 -0
- markets_reference/financial_reports/part-0010.parquet +3 -0
- markets_reference/financial_reports/part-0011.parquet +3 -0
- markets_reference/financial_reports/part-0012.parquet +3 -0
- markets_reference/financial_reports/part-0013.parquet +3 -0
- markets_reference/financial_reports/part-0014.parquet +3 -0
- markets_reference/financial_reports/part-0015.parquet +3 -0
- markets_reference/financial_reports/part-0016.parquet +3 -0
- markets_reference/fx_derivatives.parquet +3 -0
- markets_reference/insider_trades.parquet +3 -0
- markets_reference/sovereign_yields.parquet +3 -0
- markets_reference/stock_fundamentals.parquet +3 -0
global_macro/README.md
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# Global macro indicators
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Country-level macro indicators (GDP, inflation, wages, trade, and more), release history with actual/previous/consensus/forecast for scheduled economic releases, and daily government bond yields by country and tenor. Aggregated data. Metadata for every series is in `catalog.parquet` (id, title, units, frequency, category, country, first/last date, description, license, source).
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```python
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import pandas as pd
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cat = pd.read_parquet('hf://datasets/syncster-data/economic-data/global_macro/catalog.parquet')
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ind = pd.read_parquet('hf://datasets/syncster-data/economic-data/global_macro/indicators.parquet') # series_id, date, value
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rel = pd.read_parquet('hf://datasets/syncster-data/economic-data/global_macro/release_history.parquet') # series_id, released_at, actual, previous, consensus, forecast
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ylds = pd.read_parquet('hf://datasets/syncster-data/economic-data/global_macro/government_bond_yields.parquet') # series_id, date, yield_pct
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```
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global_macro/catalog.parquet
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global_macro/government_bond_yields.parquet
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global_macro/indicators.parquet
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global_macro/release_history.parquet
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markets_reference/README.md
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# Markets reference data
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Aggregated data: economic calendar, bond yields, sovereign yields, corporate bonds, credit indices, bond futures, FX derivatives, earnings calendar, insider and congressional trades, company profiles, stock fundamentals, and financial statements (JSON `data` column).
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```python
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import pandas as pd
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economic_calendar = pd.read_parquet('hf://datasets/syncster-data/economic-data/markets_reference/economic_calendar.parquet')
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bond_yields = pd.read_parquet('hf://datasets/syncster-data/economic-data/markets_reference/bond_yields.parquet')
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sovereign_yields = pd.read_parquet('hf://datasets/syncster-data/economic-data/markets_reference/sovereign_yields.parquet')
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corporate_bonds = pd.read_parquet('hf://datasets/syncster-data/economic-data/markets_reference/corporate_bonds.parquet')
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credit_indices = pd.read_parquet('hf://datasets/syncster-data/economic-data/markets_reference/credit_indices.parquet')
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bond_futures = pd.read_parquet('hf://datasets/syncster-data/economic-data/markets_reference/bond_futures.parquet')
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fx_derivatives = pd.read_parquet('hf://datasets/syncster-data/economic-data/markets_reference/fx_derivatives.parquet')
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earnings_calendar = pd.read_parquet('hf://datasets/syncster-data/economic-data/markets_reference/earnings_calendar.parquet')
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insider_trades = pd.read_parquet('hf://datasets/syncster-data/economic-data/markets_reference/insider_trades.parquet')
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company_profiles = pd.read_parquet('hf://datasets/syncster-data/economic-data/markets_reference/company_profiles.parquet')
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stock_fundamentals = pd.read_parquet('hf://datasets/syncster-data/economic-data/markets_reference/stock_fundamentals.parquet')
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fin = pd.read_parquet('hf://datasets/syncster-data/economic-data/markets_reference/financial_reports/') # long table, statements as JSON
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```
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Bond, futures and FX tables are long format: `symbol`, `bucket`, `date`, `field`, `value`.
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markets_reference/bond_futures.parquet
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markets_reference/bond_yields.parquet
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markets_reference/company_profiles.parquet
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markets_reference/corporate_bonds.parquet
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markets_reference/credit_indices.parquet
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markets_reference/earnings_calendar.parquet
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markets_reference/economic_calendar.parquet
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markets_reference/financial_reports/part-0000.parquet
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markets_reference/financial_reports/part-0001.parquet
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markets_reference/financial_reports/part-0002.parquet
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markets_reference/financial_reports/part-0003.parquet
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markets_reference/financial_reports/part-0004.parquet
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markets_reference/financial_reports/part-0005.parquet
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markets_reference/financial_reports/part-0006.parquet
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markets_reference/financial_reports/part-0007.parquet
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markets_reference/financial_reports/part-0008.parquet
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markets_reference/financial_reports/part-0009.parquet
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markets_reference/financial_reports/part-0010.parquet
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markets_reference/financial_reports/part-0011.parquet
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markets_reference/financial_reports/part-0012.parquet
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markets_reference/financial_reports/part-0013.parquet
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markets_reference/financial_reports/part-0014.parquet
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markets_reference/financial_reports/part-0015.parquet
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markets_reference/financial_reports/part-0016.parquet
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markets_reference/fx_derivatives.parquet
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markets_reference/insider_trades.parquet
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markets_reference/sovereign_yields.parquet
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markets_reference/stock_fundamentals.parquet
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