Strange
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| Total Posts: 1677 |
| Joined: Jun 2004 |
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| Besides Bloomberg, any providers of macro data releases? I.e. time series of key macro data releases with timestamps and consensus estimates? |
'Progress just means
bad things happen faster.’
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xxzray
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| Total Posts: 1 |
| Joined: Apr 2008 |
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Macrobond should have the timestamps, unsure about the estimates:
https://www.macrobond.com/
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steevo
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| Total Posts: 9 |
| Joined: Feb 2019 |
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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. |
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Strange
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| Total Posts: 1677 |
| Joined: Jun 2004 |
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| 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. |
'Progress just means
bad things happen faster.’
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mtsm
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| Total Posts: 255 |
| Joined: Dec 2010 |
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| Macrobond may look interesting, but it isn't unless you're some real old school guy. You'll see if you get a demo... |
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tbretagn
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| Total Posts: 297 |
| Joined: Oct 2004 |
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What about Haver? Not sure about estimates though.
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Et meme si ce n'est pas vrai, il faut croire en l'histoire ancienne |
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Strange
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| Total Posts: 1677 |
| Joined: Jun 2004 |
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| @tbretagn thanks! I checked them out, unfortunately they don't have consensus estimates but otherwise look good. Gonna get a trial with them. |
'Progress just means
bad things happen faster.’
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overcake
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| Total Posts: 2 |
| Joined: Dec 2020 |
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@Strange do you mind sharing your experience before I go down the rabbit hole?
I'm looking for the same data you were after.
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ahgt_123
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| Total Posts: 24 |
| Joined: May 2020 |
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| You can scrap CPI,NFP,HPI,fed policy etc numbers directly from investing.com. They contain consensus estimates along with timestamps with long historical feed. The base provider is reuters so as accurate as it can be. |
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overcake
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| Total Posts: 2 |
| Joined: Dec 2020 |
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@ahgt_123 thanks, mate. I've been playing with McKenzie & Gamba for all popular (and many not so popular) macro indicators around the globe. I also couldn't find region statistics for some countries through investpy, but it's good to know this tool exist.
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