
We have added the first 54 macroeconomic indicators to our data. A complete list with all codes is here.
You can incorporate the following macroeconomic indicators into your trading systems:
ADP Employment Change |
Average Hourly Earnings |
Average Weekly Hours |
Balance of Trade |
Business Confidence |
Business Inventories |
Capacity Utilization |
Capital Flows |
Challenger Job Cuts |
Chicago Fed National Activity Index |
Chicago Pmi |
Consumer Credit |
Consumer Price Index CPI |
Core Consumer Prices |
Core Inflation Rate |
Dallas Fed Manufacturing Index |
Durable Goods Orders |
Durable Goods Orders Ex Transportation |
Export Prices |
Exports |
Factory Orders Ex Transportation |
Foreign Bond Investment |
Government Budget Value |
Government Payrolls |
Housing Index |
Import Prices |
Imports |
Industrial Production |
Industrial Production Mom |
Inflation Rate |
Inflation Rate Mom |
Job Offers |
Labor Force Participation Rate |
Leading Economic Index |
Manufacturing Payrolls |
Manufacturing Production |
Nahb Housing Market Index |
Net Long Term Tic Flows |
NFIB Business Optimism Index |
Non Farm Payrolls |
Non Manufacturing PMI |
Nonfarm Payrolls Private |
NY Empire State Manufacturing Index |
Pending Home Sales |
Philadelphia Fed Manufacturing Index |
Producer Prices |
Producer Prices Change |
Retail Sales MoM |
Retail Sales YoY |
Retail Sales Ex Autos |
Richmond Fed Manufacturing Index |
Total Vehicle Sales |
Unemployment Rate |
Wholesale Inventories |
You can access the new market data like any other input data -- list the identifier with your other arguments.
Matlab
function [p, settings] = myTradingSystem(DATE, OPEN, HIGH, LOW, CLOSE, VOL, USA_ADP, USA_EARN, USA_HRS, USA_BOT, USA_BC, USA_BI, USA_CU, USA_CF, USA_CHJC, USA_CFNAI, USA_CP, USA_CCR, USA_CPI, USA_CCPI, USA_CINF, USA_DFMI, USA_DUR, USA_DURET, USA_EXPX, USA_EXVOL, USA_FRET, USA_FBI, USA_GBVL, USA_GPAY, USA_HI, USA_IMPX, USA_IMVOL, USA_IP, USA_IPMOM, USA_CPIC, USA_CPICM, USA_JBO, USA_LFPR, USA_LEI, USA_MPAY, USA_MP, USA_NAHB, USA_NLTTF, USA_NFIB, USA_NFP, USA_NMPMI, USA_NPP, USA_EMPST, USA_PHS, USA_PFED, USA_PP, USA_PPIC, USA_RSM, USA_RSY, USA_RSEA, USA_RFMI, USA_TVS, USA_UNR, USA_WINV, exposure, equity, settings)
Python
def myTradingSystem(DATE, OPEN, HIGH, LOW, CLOSE, VOL, USA_ADP, USA_EARN, USA_HRS, USA_BOT, USA_BC, USA_BI, USA_CU, USA_CF, USA_CHJC, USA_CFNAI, USA_CP, USA_CCR, USA_CPI, USA_CCPI, USA_CINF, USA_DFMI, USA_DUR, USA_DURET, USA_EXPX, USA_EXVOL, USA_FRET, USA_FBI, USA_GBVL, USA_GPAY, USA_HI, USA_IMPX, USA_IMVOL, USA_IP, USA_IPMOM, USA_CPIC, USA_CPICM, USA_JBO, USA_LFPR, USA_LEI, USA_MPAY, USA_MP, USA_NAHB, USA_NLTTF, USA_NFIB, USA_NFP, USA_NMPMI, USA_NPP, USA_EMPST, USA_PHS, USA_PFED, USA_PP, USA_PPIC, USA_RSM, USA_RSY, USA_RSEA, USA_RFMI, USA_TVS, USA_UNR, USA_WINV, exposure, equity, settings)