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Strange


Total Posts: 1557
Joined: Jun 2004
 
Posted: 2019-02-18 19:40
Besides Bloomberg, any providers of macro data releases? I.e. time series of key macro data releases with timestamps and consensus estimates?

Eher Ende mit Schrecken als Schrecken ohne Ende

xxzray


Total Posts: 1
Joined: Apr 2008
 
Posted: 2019-02-19 11:08
Macrobond should have the timestamps, unsure about the estimates:

https://www.macrobond.com/

steevo


Total Posts: 9
Joined: Feb 2019
 
Posted: 2019-02-19 16:12
https://www.forexfactory.com/calendar.php

has estimates, actual, and revisions (no timestamps....but has the schedule)
Some items are missing (for example, it has the US 10yr auction...but not the US 30yr bond auction)...but most macro data is there.

Also, for many releases, there is the headline data....but also many sub line items (for example, in the NFP jobs report, many people look to the household survey, which does not show up in the headlines...you have to look into the report details on the bls.gov website to see the details (which all the banking economists do when the report is released, and then they send out commentary talking about the "internals". its would be helpful if these reports were in an easily accessible format so that we could feed them into a machine learning algo...but most often that is not the case.).

Macrobond.com is a much better product, but can be pricey for the retail hobbyist.

Strange


Total Posts: 1557
Joined: Jun 2004
 
Posted: 2019-02-25 00:24
Macrobond looks interesting, though i am still waiting for the sample to check it out. Supposedly, Trading Economics dataset also has all of the key economic numbers, with timestamps and stuff like that included. So far, though, nothing looks any better than Bloomberg for my purposes.

Eher Ende mit Schrecken als Schrecken ohne Ende

mtsm


Total Posts: 236
Joined: Dec 2010
 
Posted: 2019-02-25 02:31
Macrobond may look interesting, but it isn't unless you're some real old school guy. You'll see if you get a demo...

tbretagn


Total Posts: 274
Joined: Oct 2004
 
Posted: 2019-02-25 09:01
What about Haver? Not sure about estimates though.

Et meme si ce n'est pas vrai, il faut croire en l'histoire ancienne

Strange


Total Posts: 1557
Joined: Jun 2004
 
Posted: 2019-02-27 03:32
@tbretagn thanks! I checked them out, unfortunately they don't have consensus estimates but otherwise look good. Gonna get a trial with them.

Eher Ende mit Schrecken als Schrecken ohne Ende
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