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jeugregg committed Oct 19, 2024
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9,059 changes: 4,577 additions & 4,482 deletions 10_Data_Sources_05min.ipynb
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4,193 changes: 4,192 additions & 1 deletion data/df_bnb_05m.csv
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4,193 changes: 4,192 additions & 1 deletion data/df_bnb_2_05m.csv
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4,193 changes: 4,192 additions & 1 deletion data/df_btc_05m.csv
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4,193 changes: 4,192 additions & 1 deletion data/df_btc_2_05m.csv
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590 changes: 418 additions & 172 deletions data/df_dxy.csv
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205 changes: 192 additions & 13 deletions data/df_eco.csv
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Expand Up @@ -17021,16 +17021,195 @@ All Day,United States,United States - Labor Day, , , ,2024-09-02
08:30,United States,U6 Unemployment Rate,7.7%, ,7.9%,2024-10-04
08:30,United States,Unemployment Rate,4.1%,4.2%,4.2%,2024-10-04
09:00,United States,FOMC Member Williams Speaks,-, ,-,2024-10-04
13:00,United States,U.S. Baker Hughes Oil Rig Count,-, ,484,2024-10-04
13:00,United States,U.S. Baker Hughes Total Rig Count,-, ,587,2024-10-04
15:30,United States,CFTC Aluminium speculative net positions,-, ,3.9K,2024-10-04
15:30,United States,CFTC Copper speculative net positions,-, ,33.1K,2024-10-04
15:30,United States,CFTC Corn speculative net positions,-, ,-64.2K,2024-10-04
15:30,United States,CFTC Crude Oil speculative net positions,-, ,158.6K,2024-10-04
15:30,United States,CFTC Gold speculative net positions,-, ,315.4K,2024-10-04
15:30,United States,CFTC Nasdaq 100 speculative net positions,-, ,16.0K,2024-10-04
15:30,United States,CFTC Natural Gas speculative net positions,-, ,-91.5K,2024-10-04
15:30,United States,CFTC S&P 500 speculative net positions,-, ,-35.8K,2024-10-04
15:30,United States,CFTC Silver speculative net positions,-, ,62.2K,2024-10-04
15:30,United States,CFTC Soybeans speculative net positions,-, ,-93.4K,2024-10-04
15:30,United States,CFTC Wheat speculative net positions,-, ,-12.1K,2024-10-04
13:00,United States,U.S. Baker Hughes Oil Rig Count,479,484,484,2024-10-04
13:00,United States,U.S. Baker Hughes Total Rig Count,585, ,587,2024-10-04
15:30,United States,CFTC Aluminium speculative net positions,3.8K, ,3.9K,2024-10-04
15:30,United States,CFTC Copper speculative net positions,43.2K, ,33.1K,2024-10-04
15:30,United States,CFTC Corn speculative net positions,-7.2K, ,-64.2K,2024-10-04
15:30,United States,CFTC Crude Oil speculative net positions,159.6K, ,158.6K,2024-10-04
15:30,United States,CFTC Gold speculative net positions,299.9K, ,315.4K,2024-10-04
15:30,United States,CFTC Nasdaq 100 speculative net positions,16.1K, ,16.0K,2024-10-04
15:30,United States,CFTC Natural Gas speculative net positions,-109.0K, ,-91.5K,2024-10-04
15:30,United States,CFTC S&P 500 speculative net positions,7.5K, ,-35.8K,2024-10-04
15:30,United States,CFTC Silver speculative net positions,56.9K, ,62.2K,2024-10-04
15:30,United States,CFTC Soybeans speculative net positions,-73.7K, ,-93.4K,2024-10-04
15:30,United States,CFTC Wheat speculative net positions,-6.1K, ,-12.1K,2024-10-04
10:00,United States,CB Employment Trends Index,108.48, ,109.54,2024-10-07
11:30,United States,3-Month Bill Auction,4.550%, ,4.500%,2024-10-07
11:30,United States,6-Month Bill Auction,4.305%, ,4.215%,2024-10-07
13:00,United States,FOMC Member Bowman Speaks,-, ,-,2024-10-07
13:50,United States,FOMC Member Kashkari Speaks,-, ,-,2024-10-07
15:00,United States,Consumer Credit,8.93B,11.80B,26.63B,2024-10-07
18:00,United States,FOMC Member Bostic Speaks,-, ,-,2024-10-07
03:00,United States,FOMC Member Kugler Speaks,-, ,-,2024-10-08
06:00,United States,NFIB Small Business Optimism,91.5,92.0,91.2,2024-10-08
08:30,United States,Exports,271.80B, ,266.60B,2024-10-08
08:30,United States,Imports,342.20B, ,345.40B,2024-10-08
08:30,United States,Trade Balance,-70.40B,-70.10B,-78.90B,2024-10-08
08:55,United States,Redbook,5.4%, ,5.3%,2024-10-08
10:10,United States,IBD/TIPP Economic Optimism,46.9,47.2,46.1,2024-10-08
11:30,United States,Atlanta Fed GDPNow,3.2%,2.5%,2.5%,2024-10-08
12:00,United States,EIA Short-Term Energy Outlook,-, ,-,2024-10-08
12:45,United States,FOMC Member Bostic Speaks,-, ,-,2024-10-08
13:00,United States,3-Year Note Auction,3.878%, ,3.440%,2024-10-08
16:00,United States,Fed Collins Speaks,-, ,-,2024-10-08
16:30,United States,API Weekly Crude Oil Stock,10.900M,1.950M,-1.458M,2024-10-08
19:30,United States,Fed Governor Jefferson Speaks,-, ,-,2024-10-08
07:00,United States,MBA 30-Year Mortgage Rate,6.36%, ,6.14%,2024-10-09
07:00,United States,MBA Mortgage Applications,-5.1%, ,-1.3%,2024-10-09
07:00,United States,MBA Purchase Index,149.2, ,149.3,2024-10-09
07:00,United States,Mortgage Market Index,277.5, ,292.3,2024-10-09
07:00,United States,Mortgage Refinance Index,997.3, ,"1,099.5",2024-10-09
08:00,United States,FOMC Member Bostic Speaks,-, ,-,2024-10-09
09:15,United States,Fed Logan Speaks,-, ,-,2024-10-09
10:00,United States,Wholesale Inventories,0.1%,0.2%,0.2%,2024-10-09
10:00,United States,Wholesale Trade Sales,-0.1%, ,1.1%,2024-10-09
10:30,United States,Crude Oil Inventories,5.810M,2.000M,3.889M,2024-10-09
10:30,United States,EIA Refinery Crude Runs ,-0.101M, ,-0.662M,2024-10-09
10:30,United States,Crude Oil Imports,-0.305M, ,0.191M,2024-10-09
10:30,United States,Cushing Crude Oil Inventories,1.247M, ,0.840M,2024-10-09
10:30,United States,Distillate Fuel Production,0.194M, ,-0.104M,2024-10-09
10:30,United States,EIA Weekly Distillates Stocks,-3.124M,-2.300M,-1.284M,2024-10-09
10:30,United States,Gasoline Production,0.627M, ,-0.235M,2024-10-09
10:30,United States,Heating Oil Stockpiles,0.497M, ,-0.277M,2024-10-09
10:30,United States,EIA Weekly Refinery Utilization Rates,-0.9%, ,-3.3%,2024-10-09
10:30,United States,Fed Goolsbee Speaks,-, ,-,2024-10-09
10:30,United States,FOMC Member Barkin Speaks,-, ,-,2024-10-09
10:30,United States,Gasoline Inventories,-6.304M,-1.500M,1.119M,2024-10-09
10:45,United States,Fed Logan Speaks,-, ,-,2024-10-09
11:00,United States,FOMC Member Williams Speaks,-, ,-,2024-10-09
11:00,United States,Thomson Reuters IPSOS PCSI,55.63, ,55.02,2024-10-09
12:00,United States,Atlanta Fed GDPNow,3.2%,3.2%,3.2%,2024-10-09
12:15,United States,FOMC Member Barkin Speaks,-, ,-,2024-10-09
12:30,United States,Fed Governor Jefferson Speaks,-, ,-,2024-10-09
13:00,United States,10-Year Note Auction,4.066%, ,3.648%,2024-10-09
14:00,United States,FOMC Meeting Minutes,-, ,-,2024-10-09
17:00,United States,Fed Collins Speaks,-, ,-,2024-10-09
18:00,United States,FOMC Member Daly Speaks,-, ,-,2024-10-09
08:30,United States,Continuing Jobless Claims,"1,861K","1,830K","1,819K",2024-10-10
08:30,United States,Core CPI,3.3%,3.2%,3.2%,2024-10-10
08:30,United States,Core CPI Index,320.77,320.59,319.77,2024-10-10
08:30,United States,CPI,2.4%,2.3%,2.5%,2024-10-10
08:30,United States,"CPI Index, n.s.a.",315.30,314.86,314.80,2024-10-10
08:30,United States,"CPI Index, s.a",314.69, ,314.12,2024-10-10
08:30,United States,"CPI, n.s.a",0.16%, ,0.08%,2024-10-10
08:30,United States,Initial Jobless Claims,258K,231K,225K,2024-10-10
08:30,United States,Jobless Claims 4-Week Avg.,231.00K, ,224.25K,2024-10-10
08:30,United States,Real Earnings,-0.1%, ,0.6%,2024-10-10
09:15,United States,Fed Governor Cook Speaks,-, ,-,2024-10-10
10:30,United States,FOMC Member Barkin Speaks,-, ,-,2024-10-10
10:30,United States,Natural Gas Storage,82B,73B,55B,2024-10-10
11:00,United States,Cleveland CPI,0.3%, ,0.3%,2024-10-10
11:00,United States,FOMC Member Williams Speaks,-, ,-,2024-10-10
11:30,United States,4-Week Bill Auction,4.750%, ,4.755%,2024-10-10
11:30,United States,8-Week Bill Auction,4.640%, ,4.655%,2024-10-10
13:00,United States,30-Year Bond Auction,4.389%, ,4.015%,2024-10-10
16:30,United States,Fed's Balance Sheet,"7,047B", ,"7,047B",2024-10-10
16:30,United States,Reserve Balances with Federal Reserve Banks,3.197T, ,3.097T,2024-10-10
08:30,United States,PPI ex. Food/Energy/Transport,3.2%, ,3.3%,2024-10-11
08:30,United States,Core PPI,0.2%,0.2%,0.3%,2024-10-11
08:30,United States,PPI,1.8%,1.6%,1.9%,2024-10-11
09:45,United States,Fed Goolsbee Speaks,-, ,-,2024-10-11
10:00,United States,Michigan 1-Year Inflation Expectations,2.9%,2.7%,2.7%,2024-10-11
10:00,United States,Michigan 5-Year Inflation Expectations,3.0%,3.0%,3.1%,2024-10-11
10:00,United States,Michigan Consumer Expectations,72.9,75.0,74.4,2024-10-11
10:00,United States,Michigan Consumer Sentiment,68.9,70.9,70.1,2024-10-11
10:00,United States,Michigan Current Conditions,62.7,64.3,63.3,2024-10-11
10:45,United States,Fed Logan Speaks,-, ,-,2024-10-11
12:00,United States,WASDE Report,-, ,-,2024-10-11
13:00,United States,U.S. Baker Hughes Oil Rig Count,481, ,479,2024-10-11
13:00,United States,U.S. Baker Hughes Total Rig Count,586, ,585,2024-10-11
13:10,United States,FOMC Member Bowman Speaks,-, ,-,2024-10-11
15:30,United States,CFTC Aluminium speculative net positions,2.9K, ,3.8K,2024-10-11
15:30,United States,CFTC Copper speculative net positions,43.1K, ,43.2K,2024-10-11
15:30,United States,CFTC Corn speculative net positions,36.1K, ,-7.2K,2024-10-11
15:30,United States,CFTC Crude Oil speculative net positions,190.6K, ,159.6K,2024-10-11
15:30,United States,CFTC Gold speculative net positions,278.2K, ,299.9K,2024-10-11
15:30,United States,CFTC Nasdaq 100 speculative net positions,13.3K, ,16.1K,2024-10-11
15:30,United States,CFTC Natural Gas speculative net positions,-123.6K, ,-109.0K,2024-10-11
15:30,United States,CFTC S&P 500 speculative net positions,-5.6K, ,7.5K,2024-10-11
15:30,United States,CFTC Silver speculative net positions,54.7K, ,56.9K,2024-10-11
15:30,United States,CFTC Soybeans speculative net positions,-51.2K, ,-73.7K,2024-10-11
15:30,United States,CFTC Wheat speculative net positions,-13.5K, ,-6.1K,2024-10-11
07:00,United States,OPEC Monthly Report,-, ,-,2024-10-14
09:00,United States,FOMC Member Kashkari Speaks,-, ,-,2024-10-14
15:00,United States,Fed Waller Speaks,-, ,-,2024-10-14
17:00,United States,FOMC Member Kashkari Speaks,-, ,-,2024-10-14
05:00,United States,IEA Monthly Report,-, ,-,2024-10-15
08:30,United States,NY Empire State Manufacturing Index,-11.90,3.40,11.50,2024-10-15
08:55,United States,Redbook,5.6%, ,5.4%,2024-10-15
11:00,United States,NY Fed 1-Year Consumer Inflation Expectations,3.0%, ,3.0%,2024-10-15
11:30,United States,3-Month Bill Auction,4.515%, ,4.550%,2024-10-15
11:30,United States,6-Month Bill Auction,4.270%, ,4.305%,2024-10-15
11:30,United States,FOMC Member Daly Speaks,-, ,-,2024-10-15
13:05,United States,FOMC Member Kugler Speaks,-, ,-,2024-10-15
19:00,United States,FOMC Member Bostic Speaks,-, ,-,2024-10-15
07:00,United States,MBA 30-Year Mortgage Rate,6.52%, ,6.36%,2024-10-16
07:00,United States,MBA Mortgage Applications,-17.0%, ,-5.1%,2024-10-16
07:00,United States,MBA Purchase Index,138.4, ,149.2,2024-10-16
07:00,United States,Mortgage Market Index,230.2, ,277.5,2024-10-16
07:00,United States,Mortgage Refinance Index,734.6, ,997.3,2024-10-16
08:30,United States,Export Price Index,-0.7%,-0.4%,-0.9%,2024-10-16
08:30,United States,Import Price Index,-0.1%, ,0.8%,2024-10-16
16:30,United States,API Weekly Crude Oil Stock,-1.580M,3.200M,10.900M,2024-10-16
08:30,United States,Continuing Jobless Claims,"1,867K","1,870K","1,858K",2024-10-17
08:30,United States,Core Retail Sales,0.5%,0.1%,0.2%,2024-10-17
08:30,United States,Initial Jobless Claims,241K,241K,260K,2024-10-17
08:30,United States,Jobless Claims 4-Week Avg.,236.25K, ,231.50K,2024-10-17
08:30,United States,Philadelphia Fed Manufacturing Index,10.3,4.2,1.7,2024-10-17
08:30,United States,Philly Fed Business Conditions,36.7, ,15.8,2024-10-17
08:30,United States,Philly Fed CAPEX Index,23.50, ,25.00,2024-10-17
08:30,United States,Philly Fed Employment,-2.2, ,10.7,2024-10-17
08:30,United States,Philly Fed New Orders,14.2, ,-1.5,2024-10-17
08:30,United States,Philly Fed Prices Paid,29.70, ,34.00,2024-10-17
08:30,United States,Retail Control,0.7%, ,0.3%,2024-10-17
08:30,United States,Retail Sales,1.74%, ,2.16%,2024-10-17
08:30,United States,Retail Sales Ex Gas/Autos,0.7%, ,0.3%,2024-10-17
09:15,United States,Capacity Utilization Rate,77.5%,77.9%,77.8%,2024-10-17
09:15,United States,Industrial Production,-0.3%,-0.1%,0.3%,2024-10-17
09:15,United States,Manufacturing Production,-0.4%,-0.1%,0.5%,2024-10-17
10:00,United States,Business Inventories,0.3%,0.3%,0.3%,2024-10-17
10:00,United States,NAHB Housing Market Index,43,43,41,2024-10-17
10:00,United States,Retail Inventories Ex Auto,0.5%,0.4%,0.4%,2024-10-17
10:30,United States,Natural Gas Storage,76B,80B,82B,2024-10-17
11:00,United States,Crude Oil Inventories,-2.191M,1.800M,5.810M,2024-10-17
11:00,United States,EIA Refinery Crude Runs ,0.165M, ,-0.101M,2024-10-17
11:00,United States,Crude Oil Imports,-1.039M, ,-0.305M,2024-10-17
11:00,United States,Cushing Crude Oil Inventories,0.108M, ,1.247M,2024-10-17
11:00,United States,Distillate Fuel Production,-0.234M, ,0.194M,2024-10-17
11:00,United States,EIA Weekly Distillates Stocks,-3.534M,-2.500M,-3.124M,2024-10-17
11:00,United States,Gasoline Production,-0.941M, ,0.627M,2024-10-17
11:00,United States,Heating Oil Stockpiles,-0.343M, ,0.497M,2024-10-17
11:00,United States,EIA Weekly Refinery Utilization Rates,1.0%, ,-0.9%,2024-10-17
11:00,United States,Fed Goolsbee Speaks,-, ,-,2024-10-17
11:00,United States,Gasoline Inventories,-2.201M,-1.400M,-6.304M,2024-10-17
11:30,United States,4-Week Bill Auction,4.700%, ,4.750%,2024-10-17
11:30,United States,8-Week Bill Auction,4.630%, ,4.640%,2024-10-17
12:00,United States,Atlanta Fed GDPNow,3.4%,3.2%,3.2%,2024-10-17
16:00,United States,"US Foreign Buying, T-bonds",19.20B, ,55.90B,2024-10-17
16:00,United States,Overall Net Capital Flow,79.20B, ,159.10B,2024-10-17
16:00,United States,TIC Net Long-Term Transactions,111.4B, ,137.9B,2024-10-17
16:00,United States,TIC Net Long-Term Transactions including Swaps,111.40B, ,137.90B,2024-10-17
16:30,United States,Fed's Balance Sheet,"7,039B", ,"7,047B",2024-10-17
16:30,United States,Reserve Balances with Federal Reserve Banks,3.229T, ,3.197T,2024-10-17
08:30,United States,Building Permits,1.428M,1.450M,1.470M,2024-10-18
08:30,United States,Housing Starts,1.354M,1.350M,1.361M,2024-10-18
09:30,United States,FOMC Member Bostic Speaks,-, ,-,2024-10-18
10:00,United States,FOMC Member Kashkari Speaks,-, ,-,2024-10-18
10:05,United States,Atlanta Fed GDPNow,3.4%,3.4%,3.4%,2024-10-18
12:10,United States,Fed Waller Speaks,-, ,-,2024-10-18
12:30,United States,FOMC Member Bostic Speaks,-, ,-,2024-10-18
13:00,United States,U.S. Baker Hughes Oil Rig Count,482, ,481,2024-10-18
13:00,United States,U.S. Baker Hughes Total Rig Count,585, ,586,2024-10-18
15:30,United States,CFTC Aluminium speculative net positions,2.9K, ,2.9K,2024-10-18
15:30,United States,CFTC Copper speculative net positions,35.5K, ,43.1K,2024-10-18
15:30,United States,CFTC Corn speculative net positions,-5.2K, ,36.1K,2024-10-18
15:30,United States,CFTC Crude Oil speculative net positions,184.4K, ,190.6K,2024-10-18
15:30,United States,CFTC Gold speculative net positions,286.4K, ,278.2K,2024-10-18
15:30,United States,CFTC Nasdaq 100 speculative net positions,1.4K, ,13.3K,2024-10-18
15:30,United States,CFTC Natural Gas speculative net positions,-139.4K, ,-123.6K,2024-10-18
15:30,United States,CFTC S&P 500 speculative net positions,28.1K, ,-5.6K,2024-10-18
15:30,United States,CFTC Silver speculative net positions,54.0K, ,54.7K,2024-10-18
15:30,United States,CFTC Soybeans speculative net positions,-65.4K, ,-51.2K,2024-10-18
15:30,United States,CFTC Wheat speculative net positions,-13.7K, ,-13.5K,2024-10-18
16:00,United States,Federal Budget Balance,64.0B, ,-380.0B,2024-10-18
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