Economic Calendar

Economic Calendar
by QuantShare, 155 days ago

Download historical economic releases data (Economic Calendar) for several currencies (EUR, USD, JPY, GBP, CHF, AUD, CAD, and NZD)

The event releases, their importance, the actual and forecast values as well as the release date and time are downloaded by this item. The data spans from May 2007 to present and is stored into a custom database '^ECONOMIC_CAL'.
A symbol with the same name is also created, this symbol does not contain any quotes, instead it contains the economic releases data for all currencies.

The database contains 7 columns:
Date: The date and time of the release
Currency: The currency name
Description: The event description
Importance: The importance of the event (0 = Low, 1 = Medium, 2 = High)
Actual: The actual release value
Forecast: The forecasted release value
Previous: The previous release value

The data could be used to monitor the latest releases and to back-test historical forex data using economic-related rules.
Example: A strategy that buys a currency when an important economic event actual value is higher that the forecasted value.

Economic Calendar Sample:
Date,Time,Time Zone,Currency,Description,Importance,Actual,Forecast,Previous
Sun Oct 11,,,USD,USD Monthly Budget Statement (SEP),Medium,,-$67.0B,$45.7B
Sun Oct 11,,,NZD,NZD QV House Prices (YoY) (SEP),Medium,-1.1%,,-2.8%
Sun Oct 11,11:00 PM,GMT,USD,USD Fed's Bullard Speaks to Economists Group Meeting in St. Louis,Low,,,