Skip to content

Commit

Permalink
update data
Browse files Browse the repository at this point in the history
  • Loading branch information
jeugregg committed Jan 19, 2025
1 parent ff346e4 commit f5a6644
Show file tree
Hide file tree
Showing 13 changed files with 23,226 additions and 5,831 deletions.
9,713 changes: 4,742 additions & 4,971 deletions 10_Data_Sources_05min.ipynb

Large diffs are not rendered by default.

2,878 changes: 2,877 additions & 1 deletion data/df_bnb_05m.csv

Large diffs are not rendered by default.

2,878 changes: 2,877 additions & 1 deletion data/df_bnb_2_05m.csv

Large diffs are not rendered by default.

2,878 changes: 2,877 additions & 1 deletion data/df_btc_05m.csv

Large diffs are not rendered by default.

2,878 changes: 2,877 additions & 1 deletion data/df_btc_2_05m.csv

Large diffs are not rendered by default.

813 changes: 486 additions & 327 deletions data/df_dxy.csv

Large diffs are not rendered by default.

139 changes: 132 additions & 7 deletions data/df_eco.csv
Original file line number Diff line number Diff line change
Expand Up @@ -18291,20 +18291,145 @@ All Day,United States,United States - New Year's Day, , , ,2025-01-02
14:00,United States,FOMC Meeting Minutes,-, ,-,2025-01-09
15:00,United States,Consumer Credit,-7.49B,10.30B,17.32B,2025-01-09
06:00,United States,NFIB Small Business Optimism,-, ,101.7,2025-01-10
07:30,United States,Challenger Job Cuts,-, ,57.727K,2025-01-10
08:30,United States,Continuing Jobless Claims,-, ,"1,844K",2025-01-10
08:30,United States,Initial Jobless Claims,-,210K,211K,2025-01-10
08:30,United States,Jobless Claims 4-Week Avg.,-, ,223.25K,2025-01-10
09:00,United States,FOMC Member Harker Speaks,-, ,-,2025-01-10
10:00,United States,Wholesale Inventories,-,-0.2%,-0.2%,2025-01-10
10:00,United States,Wholesale Trade Sales,-, ,-0.1%,2025-01-10
10:30,United States,Natural Gas Storage,-, ,-116B,2025-01-10
11:30,United States,4-Week Bill Auction,-, ,4.265%,2025-01-10
11:30,United States,8-Week Bill Auction,-, ,4.240%,2025-01-10
12:40,United States,FOMC Member Barkin Speaks,-, ,-,2025-01-10
13:00,United States,Atlanta Fed GDPNow,-,2.7%,2.7%,2025-01-10
13:30,United States,Fed Schmid Speaks,-, ,-,2025-01-10
13:35,United States,FOMC Member Bowman Speaks,-, ,-,2025-01-10
16:30,United States,Fed's Balance Sheet,-, ,"6,852B",2025-01-10
16:30,United States,Reserve Balances with Federal Reserve Banks,-, ,2.892T,2025-01-10
07:30,United States,Challenger Job Cuts,11.4%, ,26.8%,2025-01-10
09:00,United States,FOMC Member Harker Speaks,-, ,-,2025-01-10
11:30,United States,4-Week Bill Auction,4.245%, ,4.265%,2025-01-10
11:30,United States,8-Week Bill Auction,4.240%, ,4.240%,2025-01-10
11:30,United States,Atlanta Fed GDPNow,2.7%,2.7%,2.7%,2025-01-10
12:40,United States,FOMC Member Barkin Speaks,-, ,-,2025-01-10
13:30,United States,Fed Schmid Speaks,-, ,-,2025-01-10
13:35,United States,FOMC Member Bowman Speaks,-, ,-,2025-01-10
All Day,United States,United States - National Day, , , ,2025-01-10
08:30,United States,Average Hourly Earnings (YoY),3.9%,4.0%,4.0%,2025-01-11
08:30,United States,Average Hourly Earnings,0.3%,0.3%,0.4%,2025-01-11
08:30,United States,Average Weekly Hours,34.3,34.3,34.3,2025-01-11
08:30,United States,Government Payrolls,33.0K, ,30.0K,2025-01-11
08:30,United States,Manufacturing Payrolls,-13K,5K,25K,2025-01-11
08:30,United States,Nonfarm Payrolls,256K,164K,212K,2025-01-11
08:30,United States,Participation Rate,62.5%, ,62.5%,2025-01-11
08:30,United States,Private Nonfarm Payrolls,223K,135K,182K,2025-01-11
08:30,United States,U6 Unemployment Rate,7.5%, ,7.7%,2025-01-11
08:30,United States,Unemployment Rate,4.1%,4.2%,4.2%,2025-01-11
10:00,United States,Michigan 1-Year Inflation Expectations,3.3%,2.8%,2.8%,2025-01-11
10:00,United States,Michigan 5-Year Inflation Expectations,3.3%,3.0%,3.0%,2025-01-11
10:00,United States,Michigan Consumer Expectations,70.2, ,73.3,2025-01-11
10:00,United States,Michigan Consumer Sentiment,73.2,74.0,74.0,2025-01-11
10:00,United States,Michigan Current Conditions,77.9, ,75.1,2025-01-11
12:00,United States,WASDE Report,-, ,-,2025-01-11
13:00,United States,U.S. Baker Hughes Oil Rig Count,480, ,482,2025-01-11
13:00,United States,U.S. Baker Hughes Total Rig Count,584, ,588,2025-01-11
16:30,United States,Fed's Balance Sheet,"6,854B", ,"6,852B",2025-01-11
16:30,United States,Reserve Balances with Federal Reserve Banks,3.332T, ,2.892T,2025-01-11
10:00,United States,CB Employment Trends Index,109.70, ,109.45,2025-01-14
11:00,United States,NY Fed 1-Year Consumer Inflation Expectations,3.0%, ,3.0%,2025-01-14
11:30,United States,3-Month Bill Auction,4.225%, ,4.205%,2025-01-14
11:30,United States,6-Month Bill Auction,4.180%, ,4.110%,2025-01-14
15:30,United States,CFTC Aluminium speculative net positions,2.9K, ,2.5K,2025-01-14
15:30,United States,CFTC Copper speculative net positions,4.3K, ,0.8K,2025-01-14
15:30,United States,CFTC Corn speculative net positions,319.8K, ,290.5K,2025-01-14
15:30,United States,CFTC Crude Oil speculative net positions,279.6K, ,254.3K,2025-01-14
15:30,United States,CFTC Gold speculative net positions,254.9K, ,247.3K,2025-01-14
15:30,United States,CFTC Nasdaq 100 speculative net positions,18.8K, ,23.9K,2025-01-14
15:30,United States,CFTC Natural Gas speculative net positions,-104.8K, ,-118.1K,2025-01-14
15:30,United States,CFTC S&P 500 speculative net positions,-62.2K, ,-56.8K,2025-01-14
15:30,United States,CFTC Silver speculative net positions,40.9K, ,37.9K,2025-01-14
15:30,United States,CFTC Soybeans speculative net positions,-50.0K, ,-69.9K,2025-01-14
15:30,United States,CFTC Wheat speculative net positions,-79.5K, ,-76.5K,2025-01-14
06:00,United States,NFIB Small Business Optimism,105.1,101.3,101.7,2025-01-15
08:30,United States,Core PPI,0.0%,0.3%,0.2%,2025-01-15
08:30,United States,PPI,3.3%,3.5%,3.0%,2025-01-15
08:30,United States,PPI ex. Food/Energy/Transport,3.3%, ,3.5%,2025-01-15
08:55,United States,Redbook,4.0%, ,6.8%,2025-01-15
10:00,United States,Fed Schmid Speaks,-, ,-,2025-01-15
10:05,United States,IBD/TIPP Economic Optimism,51.9,55.1,54.0,2025-01-15
12:00,United States,EIA Short-Term Energy Outlook,-, ,-,2025-01-15
14:00,United States,Federal Budget Balance,-87.0B,-80.0B,-367.0B,2025-01-15
15:05,United States,FOMC Member Williams Speaks,-, ,-,2025-01-15
16:30,United States,API Weekly Crude Oil Stock,-2.600M,-3.500M,-4.022M,2025-01-15
04:00,United States,IEA Monthly Report,-, ,-,2025-01-16
07:00,United States,MBA 30-Year Mortgage Rate,7.09%, ,6.99%,2025-01-16
07:00,United States,MBA Mortgage Applications,33.3%, ,-3.7%,2025-01-16
07:00,United States,MBA Purchase Index,162.0, ,127.7,2025-01-16
07:00,United States,Mortgage Market Index,224.4, ,168.4,2025-01-16
07:00,United States,Mortgage Refinance Index,575.6, ,401.1,2025-01-16
08:30,United States,Core CPI,0.2%,0.3%,0.3%,2025-01-16
08:30,United States,Core CPI Index,323.38,323.40,322.66,2025-01-16
08:30,United States,CPI,0.4%,0.4%,0.3%,2025-01-16
08:30,United States,"CPI Index, n.s.a.",315.61,315.62,315.49,2025-01-16
08:30,United States,"CPI Index, s.a",317.69, ,316.44,2025-01-16
08:30,United States,"CPI, n.s.a",0.04%, ,-0.05%,2025-01-16
08:30,United States,NY Empire State Manufacturing Index,-12.60,2.70,2.10,2025-01-16
08:30,United States,Real Earnings,-0.1%, ,0.1%,2025-01-16
09:00,United States,FOMC Member Barkin Speaks,-, ,-,2025-01-16
10:00,United States,FOMC Member Kashkari Speaks,-, ,-,2025-01-16
10:30,United States,Crude Oil Inventories,-1.962M,-3.500M,-0.959M,2025-01-16
10:30,United States,EIA Refinery Crude Runs ,-0.255M, ,0.045M,2025-01-16
10:30,United States,Crude Oil Imports,-1.304M, ,0.278M,2025-01-16
10:30,United States,Cushing Crude Oil Inventories,0.765M, ,-2.502M,2025-01-16
10:30,United States,Distillate Fuel Production,-0.021M, ,-0.167M,2025-01-16
10:30,United States,EIA Weekly Distillates Stocks,3.077M,-1.000M,6.071M,2025-01-16
10:30,United States,Gasoline Production,0.397M, ,-0.081M,2025-01-16
10:30,United States,Heating Oil Stockpiles,0.646M, ,-0.632M,2025-01-16
10:30,United States,EIA Weekly Refinery Utilization Rates,-1.6%, ,0.6%,2025-01-16
10:30,United States,Gasoline Inventories,5.852M,2.670M,6.330M,2025-01-16
11:00,United States,Cleveland CPI,0.3%, ,0.2%,2025-01-16
11:00,United States,FOMC Member Williams Speaks,-, ,-,2025-01-16
12:00,United States,Fed Goolsbee Speaks,-, ,-,2025-01-16
14:00,United States,Beige Book,-, ,-,2025-01-16
08:30,United States,Continuing Jobless Claims,"1,859K","1,870K","1,877K",2025-01-17
08:30,United States,Core Retail Sales,0.4%,0.5%,0.2%,2025-01-17
08:30,United States,Export Price Index,0.3%,0.2%,0.0%,2025-01-17
08:30,United States,Import Price Index,2.2%,2.1%,1.4%,2025-01-17
08:30,United States,Initial Jobless Claims,217K,210K,203K,2025-01-17
08:30,United States,Jobless Claims 4-Week Avg.,212.75K, ,213.50K,2025-01-17
08:30,United States,Philadelphia Fed Manufacturing Index,44.3,-5.0,-10.9,2025-01-17
08:30,United States,Philly Fed Business Conditions,46.3, ,33.8,2025-01-17
08:30,United States,Philly Fed CAPEX Index,39.00, ,22.20,2025-01-17
08:30,United States,Philly Fed Employment,11.9, ,4.8,2025-01-17
08:30,United States,Philly Fed New Orders,42.9, ,-3.6,2025-01-17
08:30,United States,Philly Fed Prices Paid,31.90, ,26.60,2025-01-17
08:30,United States,Retail Control,0.7%,0.4%,0.4%,2025-01-17
08:30,United States,Retail Sales,3.92%, ,4.12%,2025-01-17
08:30,United States,Retail Sales Ex Gas/Autos,0.3%,0.4%,0.2%,2025-01-17
10:00,United States,Business Inventories,0.1%,0.1%,0.0%,2025-01-17
10:00,United States,NAHB Housing Market Index,47,45,46,2025-01-17
10:00,United States,Retail Inventories Ex Auto,0.5%,0.6%,0.3%,2025-01-17
10:30,United States,Natural Gas Storage,-258B,-260B,-40B,2025-01-17
11:00,United States,FOMC Member Williams Speaks,-, ,-,2025-01-17
11:30,United States,4-Week Bill Auction,4.240%, ,4.245%,2025-01-17
11:30,United States,8-Week Bill Auction,4.235%, ,4.240%,2025-01-17
13:00,United States,Atlanta Fed GDPNow,3.0%,2.7%,2.7%,2025-01-17
16:30,United States,Fed's Balance Sheet,"6,834B", ,"6,854B",2025-01-17
16:30,United States,Reserve Balances with Federal Reserve Banks,3.359T, ,3.332T,2025-01-17
08:30,United States,Building Permits,-0.7%, ,5.2%,2025-01-18
08:30,United States,Housing Starts,1.499M,1.330M,1.294M,2025-01-18
09:15,United States,Capacity Utilization Rate,77.6%,77.0%,77.0%,2025-01-18
09:15,United States,Industrial Production,0.9%,0.3%,0.2%,2025-01-18
09:15,United States,Manufacturing Production,0.6%,0.2%,0.4%,2025-01-18
12:15,United States,Atlanta Fed GDPNow,3.0%,3.0%,3.0%,2025-01-18
13:00,United States,U.S. Baker Hughes Oil Rig Count,478, ,480,2025-01-18
13:00,United States,U.S. Baker Hughes Total Rig Count,580, ,584,2025-01-18
15:30,United States,CFTC Aluminium speculative net positions,3.4K, ,2.9K,2025-01-18
15:30,United States,CFTC Copper speculative net positions,11.8K, ,4.3K,2025-01-18
15:30,United States,CFTC Corn speculative net positions,348.1K, ,319.8K,2025-01-18
15:30,United States,CFTC Crude Oil speculative net positions,306.3K, ,279.6K,2025-01-18
15:30,United States,CFTC Gold speculative net positions,279.4K, ,254.9K,2025-01-18
15:30,United States,CFTC Nasdaq 100 speculative net positions,10.5K, ,18.8K,2025-01-18
15:30,United States,CFTC Natural Gas speculative net positions,-71.6K, ,-104.8K,2025-01-18
15:30,United States,CFTC S&P 500 speculative net positions,-30.5K, ,-62.2K,2025-01-18
15:30,United States,CFTC Silver speculative net positions,46.1K, ,40.9K,2025-01-18
15:30,United States,CFTC Soybeans speculative net positions,14.5K, ,-50.0K,2025-01-18
15:30,United States,CFTC Wheat speculative net positions,-82.2K, ,-79.5K,2025-01-18
16:00,United States,"US Foreign Buying, T-bonds",-15.80B, ,92.00B,2025-01-18
16:00,United States,Overall Net Capital Flow,159.90B, ,201.80B,2025-01-18
16:00,United States,TIC Net Long-Term Transactions,79.0B,159.9B,159.1B,2025-01-18
16:00,United States,TIC Net Long-Term Transactions including Swaps,79.00B, ,159.10B,2025-01-18
Loading

0 comments on commit f5a6644

Please sign in to comment.