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)