Financial & Economic Essentials

Economic indicators including inflation, unemployment, and interest rates; Nasdaq stock prices & volumes; Banking sector data

Overview

This product includes macroeconomic indicators, trading volumes and stock prices of US equities and ETFs executed on the Nasdaq, and banking sector data to give users a view of the current state of the economy & financial industry. A single, unified schema joins together datasets from various sources.

Example topics covered:

  • Macroeconomic variables such as GDP, unemployment, housing starts, inflation, monthly state-level retail sales

  • Financial variables such as interest rates, default rates

  • Trading volumes, open/close and high/low prices of all US equities and ETFs executed on the Nasdaq. Inclusive of pre-market and after hours activity

  • Foreign exchange currency pairs

  • Banking sector data such as deposits, insurance, complaints by financial institution

If you rely on public data for production use cases, learn more about Cybersynโ€™s enterprise tier. The enterprise offering includes technical support, external derivative usage, point-in-time history, backwards compatibility, and premium public datasets, such as daily SEC filings.

Data Sources, Attributes, Sample Queries

A detailed description of the data is available by source. Source pages include key attributes (e.g. geographic coverage, time granularity, history, entity level), release frequency, notes & methodologies, and sample queries.

All Cybersyn products follow the EAV (entity, attributes, value) model with a unified schema. Entities are tangible objects (e.g. geography, company) that Cybersyn provides data on. All timeseries' dates and values that refer to the entity are included in a timeseries table. Descriptors of the timeseries are included in an attributes table. Data is joinable across all Cybersyn products that have a GEO_ID. Refer to Cybersyn Concepts for more details.

As with all Public Domain datasets, Cybersyn aims to release data on Snowflake Marketplace as soon as the underlying source releases new data. We check periodically for changes to the underlying source and, upon detecting a change, propagate the data to Snowflake Marketplace immediately. See our release process for more details.

Data Dictionary

๐Ÿ“–pageData Dictionary

Releases & Changelog

2/21/24 - Added daily Nasdaq stock prices & trading volumes; added economic and development indicators from the OECD

Launched daily trading volumes, open/close and high/low prices of all US equities and ETFs executed on the Nasdaq. Cybersyn releases volume and pricing data, inclusive of pre-market and after hours activity, from the previous trading day at 6:00am ET. Data is sourced from Databento, a market data provider that connects directly with Nasdaq.

The data is available in the following table:

STOCK_PRICE_TIMESERIES

Added global economic and development indicators by country from the OECD. Added the OECD's Social Expenditure Database which tracks key indicators of social policy spending across countries. The

The data is available in the following tables:

OECD_ATTRIBUTES OECD_TIMESERIES

2/15/24 - Added Survey of Consumer Expectations and Household Debt & Credit reports from the New York Fed

Added quarterly household debt & credit data and monthly consumer expectations for inflation, household finances, and the labor market.

The data is available in the following tables: NEWYORKFED_CONSUMER_ATTRIBUTES NEWYORKFED_CONSUMER_TIMESERIES

12/20/23: Added international economic indicators from the International Monetary Fund (IMF)

Added the below IMF indicators:

  • Primary Commodity Price System - prices of commodities by country

  • Balance of Payments - countriesโ€™ economic transactions with the rest of the world e.g. trade balances, capital flows, and official reserves

  • Fiscal Monitor - detailed government finances e.g. revenues, expenditures, transactions in financial assets/liabilities

  • International Financial Statistics - macroeconomic and financial indicators e.g. exchange rates, international liquidity, interest rates, population

  • Coordinated Portfolio Investment Survey - cross-border holdings of equity and debt securities

  • Africa Regional Economic Outlook - economic indicators for Africa

  • Asia and Pacific Regional Economic Outlook - economic indicators for the Asia and Pacific region

The data is available in the following tables:

  • INTERNATIONAL_MONETARY_FUND_ATTRIBUTES: Human-readable variable names describing the financial statistic being measured

  • INTERNATIONAL_MONETARY_FUND_TIMESERIES: Historical values for the tracked financial variables

12/19/23: Added Eurozone residential property prices & valuations, CPI indices from the European Central Bank

Added annual, quarterly, and monthly residential property prices and valuations by residential property type (e.g. houses, flats) across countries in the European Union (EU). Includes details on the source of the data, seasonal adjustment of the variable, and measurement type (e.g. average, maximum or minimum valuation, estimates of the over/undervaluation).

Added annual, quarterly, and monthly consumer prices indices by EU countries for a wide range of consumer goods (e.g. clothing, baby food, books, cigarettes).

Data is available in the following tables:

  • EUROPEAN_CENTRAL_BANK_TIMESERIES: Historical records for the tracked real estate and financial variables by European country or country group.

  • EUROPEAN_CENTRAL_BANK_ATTRIBUTES: Human-readable variable names and details describing residential property and CPI statistics.

12/5/23 - Added interest rates posted by major charted banks in Canada for selected products; Added secured overnight financing rates (SOFR) and US Treasury bill rates

Added interest rates for selected products posted by the six major chartered banks in Canada to the FINANCIAL_FRED_ATTRIBUTES, FINANCIAL_FRED_TIMESERIES, and FINANCIAL_FRED_VARIABLE_SERIES_ID_CROSSWALK tables. The typical rate is calculated based on the statistical mode of the rates published by the six banks.

The posted rates cover:

  • Prime lending rate

  • Conventional mortgages

  • Guaranteed investment certificates

  • Personal daily interest savings

  • Non-checkable savings deposits

Added secured over night financing rates (SOFR) and US Treasury bill rates to the FINANCIAL_FRED_ATTRIBUTES, FINANCIAL_FRED_TIMESERIES, and FINANCIAL_FRED_VARIABLE_SERIES_ID_CROSSWALK tables.

Series added (FRED ID):

  • Secured Overnight Financing Rate (SOFR)

  • 30-Day Average Secured Overnight Financing Rate (SOFR30DAYAVG)

  • 90-Day Average Secured Overnight Financing Rate (SOFR90DAYAVG)

  • 180-Day Average Secured Overnight Financing Rate (SOFR180DAYAVG)

  • Secured Overnight Financing Rate Index (SOFRINDEX)

  • 3-Month Treasury Bill Minus Federal Funds Rate (TB3SMFFM)

  • 6-Month Treasury Bill Minus Federal Funds Rate (TB6SMFFM)

12/4/23 - Added Monthly State Retail Sales (MSRS) from the US Census Bureau

Added monthly state-level retail sales by NAICS codes to the FINANCIAL_FRED_ATTRIBUTES, FINANCIAL_FRED_TIMESERIES, and FINANCIAL_FRED_VARIABLE_SERIES_ID_CROSSWALK tables. The US Census Bureau publishes year-over-year percent changes for each state using a composite model of Monthly Retail Trade Survey (MRTS) data, administrative data, and third-party data beginning in January, 2019.

Year-over-year percent change estimates for the following industries are now available at the state level:

  • Total Retail Sales Excluding Nonstore Retailers

  • Building Material and Garden Equipment and Supplies Dealers

  • Clothing and Clothing Accessories Stores

  • Electronics and Appliance Stores

  • Food and Beverage Stores

  • Furniture and Home Furnishings Stores

  • Gasoline Stations

  • Health and Personal Care Stores

  • Motor Vehicle and Parts Dealers

  • Sporting Good, Hobby, Musical Instrument and Book Stores

  • Miscellaneous Stores

11/30/23 - Added country groups and regions from the WHO, WTO, and UN to geography tables

Added additional country groups and geography types to the GEOGRAPHY_INDEX from the World Health Organization (WHO), World Trade Organization (WTO), and United Nations (UN). The member countries of the added geographies are mapped in the GEOGRAPHY_RELATIONSHIPS table. Select new geographic regions include:

  • BRICS members

  • World Trade Organization (WTO) members

  • Association of Southeast Asian Nations (ASEAN)

  • UNICEF regions

  • United Nations regions

  • United Nations Sustainable Development Goal (SDG) regions

  • World Bank regions

  • World Health Organization (WHO) regions and income regions

  • World Bank regions and income groups

11/22/23- Added data from the Bank for International Settlements (BIS) on global banking conditions, property prices, and consumer price indicators

Added data from the Bank for International Settlements (BIS) on global banking conditions, property prices, and consumer price indicators

The Bank for International Settlements (BIS) is an international financial institution owned by 60+ central banks that represent countries accounting for ~95% of global GDP. As part of its mission is to support international monetary and financial cooperation, the BIS acts as a bank for central banks across the world.

Added the below BIS data to two new tables, BANK_FOR_INTERNATIONAL_SETTLEMENTS_ATTRIBUTES, which describes the metrics tracked by BIS, and BANK_FOR_INTERNATIONAL_SETTLEMENTS_TIMESERIES, which provides the values of metrics:

  • Residential property prices

  • Central bank policy rates

  • Consumer price indicators

  • Assets and liabilities of internationally active banks, including credit to the non-financial sector as well as the geographical and currency composition of a bankโ€™s balance sheet

11/20/23 - Added 10 timeseries from FRED covering mortgage rates and additional CPI measures

Added 10 additional timeseries from FRED to the financial_fred_timeseries and financial_fred_attributes tables:

  • MORTGAGE15US: 15-Year Fixed Rate Mortgage Average in the United States

  • MORTGAGE30US: 30-Year Fixed Rate Mortgage Average in the United States

  • CUSR0000SEFV: Consumer Price Index for All Urban Consumers: Food Away from Home in U.S. City Average, Seasonally Adjusted

  • CUUR0000SEFV: Consumer Price Index for All Urban Consumers: Food Away from Home in U.S. City Average, Not Seasonally Adjusted

  • CUSR0000SETG01: Consumer Price Index for All Urban Consumers: Airline Fares in U.S. City Average, Seasonally Adjusted

  • CUUR0000SETG01: Consumer Price Index for All Urban Consumers: Airline Fares in U.S. City Average, Not Seasonally Adjusted

  • CUSR0000SS62031: Consumer Price Index for All Urban Consumers: Admission to Movies, Theaters, and Concerts in U.S. City Average, Seasonally Adjusted

  • CUUR0000SS62031: Consumer Price Index for All Urban Consumers: Admission to Movies, Theaters, and Concerts in U.S. City Average, Not Seasonally Adjusted

  • CUSR0000SEHB: Consumer Price Index for All Urban Consumers: Lodging Away from Home in U.S. City Average, Seasonally Adjusted

  • CUUR0000SEHB: Consumer Price Index for All Urban Consumers: Lodging Away from Home in U.S. City Average, Not Seasonally Adjusted

10/25/23 - Added detailed branch-level data and Summary of Deposits (SOD) data from the FDIC.

The Summary of Deposits (SOD) data from the FDIC is an annual survey, capturing branch-level deposits as of June 30 for all FDIC-insured institutions, including U.S. branches of foreign banks.

The fdic_branch_locations_index table provides details on FDIC-insured bank branches, including branch-specific location information as well as institution-level regulatory and insurance data.

The fdic_summary_of_deposits_attributes table describes the deposit types tracked by the Summary of Deposits (SOD) survey.

The fdic_summary_of_deposits_timeseries table provides the results of the annual Summary of Deposits (SOD) survey going back to 1994 for banksโ€™ branch-level deposits.

10/16/23 - Added exchange rates from the Bank for International Settlements (BIS)

Due to the discontinuation of certain currency conversion pairs by the European Central Bank (ECB), our primary source for daily FX rates, we have sourced a number of these pairs from an alternative source, the Bank for International Settlements (BIS), for ongoing history. The Bank for International Settlements will be used to get data for the following currency conversion pairs after September 27, 2023: USD:AED, USD:ARS, USD:CLP, USD:COP, USD:DZD, USD:MAD, USD:PEN, USD:QAR, USD:SAR, USD:TWD, USD:UAH.

Full history from the Bank for International Settlements was added for the following currency pairs: USD:ALL, USD:AUD, USD:BAM, USD:BHD, USD:BND, USD:EUR, USD:GBP, USD:IRR, USD:ISK, USD:KWD, USD:KZT, USD:LKR, USD:MKD, USD:MUR, USD:NPR, USD:NZD, USD:OMR, USD:RSD, USD:RUB, USD:TND, USD:TTD, USD:UYU, USD:VEF, USD:XDR.

9/18/23 - Added 6 timeseries from FRED covering core CPI and industry and commodity-specific PPI data

Added 6 new timeseries from FRED to the financial_fred_timeseries and financial_fred_attributes tables:

  • PPIFIS: Producer Price Index by Commodity: Final Demand

  • PCU4841214841212: Producer Price Index by Industry: General Freight Trucking, Long-Distance Truckload

  • PCU4841224841221: Producer Price Index by Industry: General Freight Trucking, Long-Distance Less Than Truckload

  • PCU3313133131: Producer Price Index by Industry: Alumina and Aluminum Production and Processing

  • WPU101707: Producer Price Index by Commodity: Metals & Metal Products: Cold Rolled Steel Sheet and Strip

  • CPILFESL: (CORE CPI) Consumer Price Index for All Urban Consumers: All Items Less Food & Energy in U.S. City Average

8/10/23 - Added crosswalk to FRED series IDs & 107 new series from GDP, Employment Situation, Housing Starts, and Residential Construction reports

Added a new table, financial_fred_variable_series_id_crosswalk, that enables a join between Cybersynโ€™s variable and FREDโ€™s unique series ID

Added new series from the following four reports:

  • Gross Domestic Product (data produced by the US Bureau of Economic Analysis)

  • Employment Situation (US Bureau of Labor Statistics)

  • New Residential Construction (US Department of Housing and Urban Development)

  • Quarterly Starts and Completions by Purpose and Design (US Department of Housing and Urban Development

7/31/23 - Added release_name and release_source for better discoverability

Two columns were added to financial_fred_attributes to provide better categorization and discoverability:

  • release_name: The collection, group of data, or report from which a time series originates. This column can be used as a filter to find related series.

  • release_source: The organization (e.g. FDIC, Federal Reserve) that FRED collects the data from.

7/25/23 - Added 124 time series from FRED covering a variety of economic data

124 additional time series added from FRED to the financial_fred_timeseries and financial_fred_attributes.

6/13/23 - Added Bureau of Labor Statistics datasets

Added Consumer Price Index (CPI), Average Prices (AP), Job Openings and Labor Turnover Survey (JOLTS), State and Metro Area Employment , Hours, & Earnings (SAE), Local Area Unemployment Statistics (LAUS) from the Bureau of Labor Statistics.

5/26/23 โ€“ Added 5 global central bank policy rates

Central bank policy rates from Brazil, Canada, England, Mexico, and Japan added to fred_timeseries and fred_attributes

Errata & Future Improvements

We note known issues and planned future improvements. If you would like to submit a bug report or feature request, email us at support@cybersyn.com

Disclaimers

The data in this dataset is sourced on the individual source pages. Links to provider terms, license, and disclaimers are provided where appropriate.

Cybersyn is not endorsed by or affiliated with any of these providers. Contact support@cybersyn.com for questions.

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