Macrowonk
Global Macro Sentiment Indicators
Economic
Delivery Frequency/Timezone
Daily/ EST
History
From 2004
Coverage
Australia, Canada, China, Eurozone, UK, Japan and the US.
Macrowonk delivers a sentiment by country view. There are 7 indicators (surprise, sentiment, leading, growth, inflation, employment & housing) for the countries covered.
Each indicator has a corresponding trend indicator. These are a simple way to quantify when the indicator is in an uptrend ( > 0) or a downtrend (<0).
Data descriptions
Macro sentiment |
|
| Timestamp |
| Surprise indicates difference between algo score for forecast and actual release. Index starts at 100 but has no specific range. |
| Momentum is the momentum of the underlying index. Momentum oscilates around 0 but has no range. |
| Leading indicator is an aggregation of all leading macroeconomic data and acts as a signal of future economic growth and market direction. The indicator incorporates certain growth and housing data as well as other leading indicators so there can be correlations between the three. |
| Surprise index for the country’s economic data |
| Momentum of underlying economic data |
| Economic sentiment |
| Momentum of economic sentiment |
| Leading indicator |
| Leading indicator momentum |
| Growth indicator |
| Growth momentum |
| Inflation indicator |
| Inflation momentum |
| Employment indicator |
| Employment momentum |
| Housing indicator |
| Housing momentum |
| Timestamp |
| Global sentiment is a conglomeration of all the sentiment columns included in the macrowork_indicators. It has no set range but oscillates around 0. |
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Benzinga’s data samples are intended to provide a data sample large enough for testing data quality and application for the financial markets. These files demonstrate a sample of the formats and content that can be delivered.
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