macro

Summary

The data set includes various economic indicators related to the U.S. stock market, such as the 30-year Treasury yield, Producer Price Index, and Real Gross Domestic Product (GDP) Growth Rate. It also features metrics like the Consumer Price Index, unemployment rate estimates, and housing market statistics, providing a comprehensive overview of the current economic landscape.

Example code

from finter.data import ContentFactory
cf = ContentFactory("us_stock", 20200101, 20200201)
df = cf.get_df("live-dgs30")

Metadata

valid from	delivery schedule	time zone	data frequency
	00 10 * * *		1d

Item List

• live-a261rx1q020sbea: U.S. Real Gross Domestic Product (GDP) Growth Rate

• live-aaa10y: Spread between Moody's Aaa corporate bonds and 10-year government bond yields

• live-awhaeman: Real-time average hourly wage estimate

• live-bamlh0a0hym2: ICE BofA US High Yield Index option-adjusted spread

• live-bamlhyh0a0hym2triv: ICE BofA US High Yield Index total return

• live-boptexp: Export amount

• live-boptimp: Revenue

• live-businv: Total corporate inventory

• live-cdsp: Retail Inventory/Sales Ratio

• live-cfnai: Chicago Federal Reserve National Activity Index

• live-chnlolitoaastsam: Real-time estimate of China's leading economic index

• live-comrepusq159n: Real-time Commercial Real Estate Price Index Estimate

• live-cpiaucsl: Real-time Consumer Price Index (CPI) estimate

• live-cpilfesl: Consumer Price Index (excluding food and energy)

• live-csushpinsa: Real-time S&P/Case-Shiller U.S. National Home Price Index estimate

• live-daaa: Moody's Aaa rated corporate bond yield

• live-dbaa: Moody's Baa rated corporate bond yield

• live-dcoilwtico: WTI crude oil price

• live-dfii10: 10-year Treasury Inflation-Protected Securities (TIPS) yield

• live-dgorder: New Orders in Manufacturing

• live-dgs1: 1-year government bond yield

• live-dgs10: U.S. 10-Year Treasury Yield

• live-dgs1mo: 1-month Treasury yield

• live-dgs2: 2-year Treasury yield

• live-dgs20: 20-year Treasury yield

• live-dgs3: 3-year government bond yield

• live-dgs30: 30-year Treasury yield

• live-dgs3mo: 3-month U.S. Treasury yield

• live-dgs5: 5-year government bond yield

• live-dgs6mo: 6-month U.S. Treasury yield

• live-dgs7: 7-year government bond yield

• live-dspic96: Real Disposable Personal Income

• live-dtb3: 3-month Treasury yield

• live-dtwexbgs: Real Effective Exchange Rate Index of the US Dollar

• live-fedfunds: Real-time Federal Funds Rate Estimate

• live-gacdfsa066msfrbphi: Philadelphia Federal Reserve Bank GDP Forecast

• live-gacdisa066msfrbny: New York Federal Reserve Bank GDP Forecast

• live-gdp: Real-time Gross Domestic Product (GDP) estimates

• live-gdpc1: Real-time estimate of the real Gross Domestic Product (GDP)

• live-houst: Number of housing starts

• live-hsn1f: New Home Sales

• live-icsa: Initial unemployment insurance claims

• live-indpro: Real-time Industrial Production Index Estimate

• live-iq: No description

• live-ir: No description

• live-jtsjol: Number of job openings

• live-m1sl: Real-time M1 money supply estimate

• live-m2real: Real-time estimate of the actual M2 money supply

• live-m2sl: Real-time M2 money supply estimate

• live-mdsp: Manufacturing Inventory/Sales Ratio

• live-mich: University of Michigan Consumer Confidence Index

• live-mortgage30us: 30-year fixed mortgage rate

• live-oecdlolitoaastsam: Real-time OECD Composite Leading Indicator Estimate

• live-payems: Number of Non-Farm Employees

• live-pcec96: Real Personal Consumption Expenditures

• live-pcepi: Personal Consumption Expenditures Price Index

• live-pcepilfe: Personal Consumption Expenditures Price Index (excluding food and energy)

• live-pcoppusdm: 미국 달러로 표시된 구리 가격의 일일 데이터

• live-permit: Estimated number of new housing construction permits in real-time

• live-ppiaco: Real-time Producer Price Index (PPI) estimate

• live-ppifis: Producer Price Index

• live-recprousm156n: Real-time estimate of recession probabilities

• live-rpi: Real Personal Income

• live-rsafs: Retail sales

• live-sp500: S&P 500 Index

• live-stlfsi2: St. Louis Federal Reserve Financial Stress Index

• live-t10y2y: 10-year to 2-year Treasury yield spread

• live-t10yie: 10-Year Treasury Inflation-Protected Securities (TIPS) Yield

• live-t5yie: 5-Year Treasury Inflation-Protected Securities (TIPS) Yield

• live-tcu: Equipment Utilization Rate

• live-tedrate: TED Spread

• live-ttlcons: Total construction expenditure

• live-ulcnfb: Non-farm sector unit labor costs

• live-umcsent: University of Michigan Consumer Sentiment Index

• live-unrate: Real-time unemployment rate estimate

• live-usalolitoaastsam: Real-time estimate of the US Leading Economic Index

• live-usepuindxd: U.S. Economic Policy Uncertainty Index

• live-usrec: Real-time estimates of U.S. recession indicators

• live-vixcls: CBOE Volatility Index (VIX)

• live-wdtgal: Survey of Loan Officer Opinions: Loan Criteria

• live-whlslrimsa: Wholesale inventory

• live-wlodll: Survey of Loan Officer Opinions: Loan Demand

• live-wshotsl: Housing sales inventory