All datasets
246 cleaned, analysis-ready datasets and reference tables - every one QC-verified and AI-training-safe.
Showing 37 of 246 datasets
Commitments of Traders (COT) Historical Archive
Weekly CFTC Commitments of Traders positioning across every futures market - open interest, commercial (hedger) and non-commercial (speculator) long/short, in contracts. The raw CFTC drops are messy flat files; this is one clean, continuous, per-market Parquet.
COT Extreme Crowding Alerts Database
Every instance where speculators reached an extreme in a futures market - net-positioning z-score beyond ±2 vs its 3-year baseline. The crowded-trade reversal watchlist, pre-filtered from the full COT history so you don't have to compute it.
CFTC Disaggregated COT
The CFTC Disaggregated Commitments of Traders report - the trader-category breakdown professionals actually buy COT for. Weekly long and short positions for Producer/Merchant (hedgers), Swap Dealers, Managed Money (CTAs/funds) and Other Reportables across every physical-commodity futures market (energy, metals, grains, softs), plus total open interest, in contracts. The raw CFTC drops are messy flat files; this is one clean, continuous, per-market Parquet back to the report's 2006 inception.
CFTC Traders in Financial Futures (TFF)
The CFTC Traders in Financial Futures (TFF) report - the financial-futures positioning breakdown for rates, equity indices and FX. Weekly long and short positions for Dealer/Intermediary, Asset Manager/Institutional, Leveraged Funds (hedge funds/CTAs) and Other Reportables across every financial futures market, plus total open interest, in contracts. Leveraged-funds vs asset-manager positioning is the headline macro read on rates and equity-index futures - served as one clean continuous per-market Parquet back to the report's 2006 inception.
COT Positioning Momentum
The 4-week change in net speculative positioning (non-commercial long - short) for every CFTC futures market - the momentum signal that complements the positioning z-score. Are speculators piling in or bailing out? Pre-computed from the full COT history.
CFTC COT Quant Signals
The Commitments-of-Traders report distilled into the two signals desks actually trade, per market, weekly: the z-score of net non-commercial (speculator) positioning against a rolling 3-year baseline - readings beyond ±2 are the classic over-crowded contrarian setups - plus its 4-week momentum. One premium file that replaces three separate COT derivatives, across every CFTC market (rates, FX, metals, energy, agriculture, equity indices, crypto). Pre-computed from the public CFTC COT archive; no look-ahead (baseline is strictly prior).
COT Speculative Positioning Divergence Index
How stretched speculators are in every futures market: the z-score of net non-commercial positioning (long - short) against its own 3-year baseline, per market and week. +ve = crowded long, -ve = crowded short. Pre-computed from the COT archive.
COT × Commodity Positioning Divergence
Speculative crowding (net non-commercial % of open interest, z-scored) joined to commodity price momentum, per mapped market, weekly. Crowded positioning against the price trend flags reversal risk. Monthly prices joined as-of (no look-ahead).
ECB Policy Rates, FX Reference Rates & Euro
One clean continuous panel of the euro area's core benchmarks from the ECB Data Portal - 18 series in all: the three ECB policy rates (main refi, deposit facility, marginal lending) plus the €STR, the official EUR reference rates vs 10 currencies (USD/GBP/JPY/CHF/AUD/CAD/CNY/NOK/PLN/SEK), and the euro-area AAA government benchmark yield curve (2Y/5Y/10Y/30Y). (Obtainable free of charge from the ECB.)
Global Financial Markets (OECD)
Rates, equities and currencies for the whole OECD in one clean Parquet - the most-requested cross-country macro-finance panel. Harmonised monthly short-term (3-month) and long-term (~10-year government bond) interest rates, the national share-price index and the real effective exchange rate - the US, Japan, the euro area, the UK and every member, one row per country × series × month since 2000. The comparable rates/FX/equity feed carry, curve and cross-asset models need; licence-clean and AI-training-safe.
Global Interest Rates
The cost of money for ~150 countries in one clean Parquet - the emerging-market interest-rate coverage that stops at the OECD border everywhere else. Real interest rate, lending rate, deposit rate and the lending-deposit spread (a proxy for banking-sector efficiency and risk), per country per year since 2000. The real rate is the discount rate behind every housing, equity and investment valuation; the spread flags where credit is expensive and banks fragile. The cross-country rates panel for macro, fixed-income, fintech and country-risk research; joins to the house-price, inflation and country-profile products on ISO-3 code.
US Bank Credit
Weekly bank credit, loans & leases, C&I / real-estate / consumer loans, cash assets and deposits across all US commercial banks (Fed H.8) - the private-credit half of the US liquidity suite.
U.S. Equity Fails
Every settlement-fail the SEC has published: the aggregate balance of shares that failed to deliver in NSCC's CNS system, per ticker per settlement date, going back years. The SEC ships this as semi-monthly pipe-delimited zips nobody wants to stitch - this is one clean, continuous, per-ticker Parquet. NOTE: fails-to-deliver is a settlement metric and is NOT short interest (a separate FINRA report).
US Federal Contract Awards
Clean monthly time series of US federal contract award obligations (USD) per awarding agency (top ~20), 2008-present, from USAspending.gov - re-bucketed into calendar months and aligned per agency. A ready-to-model macro / govtech / defense-spend indicator.
US Federal Contract Spending Momentum (YoY)
Year-over-year % change in monthly federal contract obligations per awarding agency - the budget-momentum signal. 12-month lag removes fiscal-year-end seasonality, isolating real acceleration/contraction in each agency's contract spend.
US Federal Contract Awards & Momentum by Agency
US federal contract spending by agency, monthly, in one panel: the award dollar value and its 3-month momentum (growth) - the government-demand signal, per department. Consolidates the awards level and its momentum into one file.
US Firearm Background Checks (FBI NICS)
The FBI's National Instant Criminal Background Check System (NICS) monthly firearm background-check counts for every U.S. state and territory, back to the system's launch in November 1998 - one of the most-watched high-frequency proxies for U.S. retail firearm demand and consumer sentiment. Parsed directly from the FBI's official monthly PDF (U.S. public domain), reconciled row-by-row against the published grand totals, and delivered as one tidy Parquet panel: 50 states + DC + Guam, Puerto Rico, the U.S. Virgin Islands and the Northern Mariana Islands, ~330 months per state. Note the FBI's own caveat: a background check is not a one-to-one firearm sale.
US FTD × Fundamentals Squeeze Screener
Separates short-squeeze targets from dying companies: persistent fails-to-deliver overlaid on balance-sheet health. FTD-as-%-of-shares (shares joined as-of, no look-ahead) + persistent-fail days + a latest-known balance-sheet quality score, per ticker. Uses our relational SEC fundamentals.
US Dollar Liquidity Components (Fed balance sheet, TGA, Reverse Repo)
The three taps of US dollar liquidity in one aligned Parquet: the Fed balance sheet (H.4.1 WALCL), the Treasury General Account, and the overnight Reverse Repo facility - all in $ billions. Public domain at origin (Federal Reserve + Treasury); FRED is just the pipe.
US Liquidity & Market Plumbing
The US dollar-liquidity and market-plumbing tape in one panel: net liquidity and its drivers (Fed balance sheet, Reverse Repo, Treasury General Account), key Treasury yields and the 2s10s slope, settlement fails and the persistent-fail count, auction bid-to-cover, and the liquidity-drain / sovereign-stress composites. Consolidates the separate liquidity and plumbing tapes a macro desk used to stitch together.
US Macro
The daily financial-conditions tape crypto and macro desks watch: US net liquidity, key Treasury yields (2Y/10Y/30Y) and EUR/USD in one aligned table - the risk-asset backdrop, pre-joined on date so you can backtest against it directly.
US Market Plumbing Stress Panel
Market-wide settlement stress: aggregate fails-to-deliver and persistent-fail breadth joined to net-liquidity change and curve stress - a daily counterparty/plumbing signal.
US Net Liquidity Index
The net-liquidity curve crypto and macro desks actually trade: Fed balance sheet - Treasury General Account - Reverse Repo, in $ billions, daily. The exact formula, pre-computed and aligned (weekly Fed balance sheet forward-filled onto the daily TGA/RRP) so you can backtest it directly.
US Net Liquidity Momentum Oscillator
The ~2-week rate-of-change of US net liquidity ($ bn). Positive = liquidity expanding (risk-on tailwind), negative = draining (risk-off). The momentum overlay on the net-liquidity index, pre-computed for backtesting.
U.S. Persistent Fails
The chronic-settlement-failure watchlist: every ticker that carried a large fails balance (>=10,000 shares) across three or more consecutive settlement dates, with the length of each persistent run. The Reg-SHO threshold-list mechanic, pre-computed from the full SEC FTD history - the squeeze/short-pressure screening database. Settlement-fails data, NOT short interest.
US Sovereign Stress & Liquidity Tape
Bond-market early-warning: yield-curve inversion (2s10s) + a 60-day liquidity-drain z-score + Treasury auction bid-to-cover + a composite sovereign-stress score, daily. The fixed-income macro tape, pre-aligned across the Treasury curve, Fed/Treasury liquidity and auction demand.
US Treasury Auction Internals
Every US Treasury auction since 2018, with its demand internals kept intact - bid-to-cover, high (stop-out) yield, coupon, the indirect / direct / primary-dealer take-down split, the tail/allocation percentage, and the size accepted - organized as a long panel of tenor × metric × auction date. No daily-mean collapse: this is the auction-by-auction read on who is actually buying government debt and how aggressively, tidied from the Treasury's paginated auctions_query into one clean Parquet.
US Treasury Cash Balance & Reverse Repo
The daily Treasury General Account (TGA) closing balance and the Fed's overnight Reverse Repo (RRP) accepted volume, in $ billions, 2018-present - the two biggest swings in US dollar liquidity, served as one clean aligned daily Parquet.
US Treasury Real Yield Curve (TIPS)
The daily US Treasury real (TIPS) par yield curve - the 5, 7, 10, 20 and 30-year real yields the Treasury fits to Treasury Inflation-Protected Securities, in percent, 2003-present. The inflation-adjusted risk-free curve behind every real-rate, breakeven and macro model - subtract it from the nominal par curve for breakeven inflation. Tidied from the Treasury Atom-XML feed into one long-format Parquet.
US Treasury Par Yield Curve
The daily US Treasury par yield curve - every tenor from 1-month to 30-year, in percent, 2018-present. The benchmark risk-free curve behind every fixed-income and macro model, tidied from the Treasury feed into one long-format Parquet.
European Net Short Positions
Who is short which European stock, and by how much - the EU short-side signal. Under the EU Short Selling Regulation every net short position ≥ 0.5% of an issuer's shares must be disclosed to the national regulator and published. We normalise FIVE national registers - France (AMF), the Netherlands (AFM), Belgium (FSMA), Spain (CNMV) and Ireland (Central Bank) - into one clean table: every disclosed position with the holder (and its LEI where given), the issuer, ISIN, the net short percentage and the position date, back to 2010. The European analogue of the US fails-to-deliver signal, keyed by ISIN so it joins any equity feed. Built from each regulator's own open/PSI-licensed export (per-country design - more NCAs can be added as licences clear). Note: the same data is available free from each regulator.
European Public Contracts (TED)
Where European governments spend, when, and on what - the B2B procurement-intelligence signal. TED (Tenders Electronic Daily) publishes every above-threshold EU public contract award as a ~700 MB, 75-column CSV per year that nobody wants to parse; we aggregate it into one tidy monthly panel: for each (country × month × CPV sector) the total award value in EUR, the number of distinct contracts, and the average contract size. The European complement to the US federal contract-awards product - read government demand by sector and country over time. Winner names are aggregated away (no personal data). CC-BY-4.0.
UK Public Contracts (Contracts Finder)
Where UK government spends, when, and on what - completing the global procurement suite next to the EU (TED) and US (USAspending) award products. The Cabinet Office publishes every public contract award via the Contracts Finder OCDS API; we aggregate the awarded releases into one tidy monthly panel: for each (buyer region × month × CPV sector) the total award value in GBP, the number of distinct contracts and the average size. Supplier/buyer names aggregated away. Open Government Licence v3.0.
US Company Fundamentals
Financial fundamentals for the S&P 500 - both ANNUAL (10-K) and QUARTERLY (10-Q) periods - parsed straight from SEC EDGAR XBRL company facts. A full 25-line financial picture: revenue, cost of revenue, gross profit, R&D and SG&A expense, operating income, interest expense, income tax, net income, depreciation & amortization, operating cash flow, capital expenditure and dividends paid; plus the balance sheet - total/current assets and liabilities, inventory, receivables, PP&E, goodwill, stockholders' equity, cash, long-term debt and shares outstanding - PLUS computed ratios: gross/net/operating margin, ROE, ROA, current ratio, debt-to-equity, R&D & capex intensity, cash-flow margin and revenue growth YoY. One tidy long table, de-duplicated to the latest-filed value per company, metric and fiscal period, with a point-in-time filing date on every row. The fundamentals reference table that joins to any price feed by ticker.
US Federal Debt (Treasury Debt to the Penny)
The total US federal debt, every day since 1993 - the canonical 'Debt to the Penny' series. From the US Treasury Fiscal Data API: total public debt outstanding, split into debt held by the public and intragovernmental holdings, plus the public-held share. One clean daily table for macro, fixed-income and policy analysis. Public domain.
US Nonprofit Financials
Every US tax-exempt organisation's core financials in one tidy table - total revenue, expenses, assets, liabilities, net assets, contributions & grants, program-service revenue and investment income - keyed by EIN and tax year, with the org's name, state, NTEE code and IRC subsection attached. The IRS makes this public but the usable form is buried: the clean route is the Statistics of Income (SOI) Annual Extracts (one tabular CSV per year per form), NOT the ~1.5M-filing raw 990 XML corpus - but the three form types (990, 990-EZ, 990-PF) each ship a DIFFERENT column schema, the money fields are space-padded strings, the EZ zip is renamed between years, and none of the extracts carry the org name/state/classification (those live in a separate file, the Exempt Organizations Business Master File). We map all three forms onto ONE common financial schema, join the EO BMF for identity, and drop the in-care-of person and street-address fields. Cleaning IS the product. Six recent processing years (2019-2024). Public domain (U.S. IRS).
US Treasury Average Interest Rates
The average interest rate the US government actually pays on each type of outstanding Treasury security - bills, notes, bonds, TIPS, FRNs, savings bonds, government-account series - monthly back to 2001. This is the *coupon cost of the debt stock*, distinct from market yields; pair it with us-federal-debt (the debt level) to read the government's interest burden over time. One clean row per (security × month). Public domain.