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Integrated Datafeeds

The cycle toolbox has integrated external data-sources for end-of-day datasets. It includes major global stocks, market indices, crypto-currencies and forex data.

Stock market data

The market type ID to get major global stocks and indices datasets is YFI. Use Yahoo Finance for symbol search.

For weekly data add -W to the symbol.

Example symbols are:

Symbol Name Cycle Tools Symbol ID Link
^GSPC S&P 500 Index ^GSPC:YFI Open
^GSPC-W S&P 500 Index Weekly ^GSPC-W:YFI Open
CL=F Oil CL=F:YFI Open
ES=F E Mini Futures ES=F:YFI Open
DX-Y.NYB-W US Dollar Index Weekly DX-Y.NYB-W:YFI Open
GBPUSD=X GBP/USD Currency in USD GBPUSD=X:YFI Open

 


Crypto-currency datasets

The market type ID to get crypto datasets is CDS.
Generic symbol format is: [FromSymbol]-[ToSymbol]-[Exchange]
Short usage is: [Symbol] – in this case ToSymbol is USD and the exchange is CCCAGG index *.

Example symbols are:

Symbol Name Cycle Tools Symbol ID Link
ETH Ethereum USD ETH:CDS Open
BTC Bitcoin USD BTC:CDS Open
LTC Litecoin USD LTC:CDS Open
BTC-EUR-CCCAGG Bitcoin EUR BTC-EUR-CCCAGG:CDS Open
ETH-JPY-COINBASE Etheruem JPY at Coinbase ETH-JPY-COINBASE:CDS Open

Managed Forex datasets

The market type ID to get managed forex currency pairs is FX.
Generic symbol format is: [FromSymbol][ToSymbol]

Symbol Name Cycle Tools Symbol ID Link
EURUSD EUR USD EURUSD:FX Open
USDJPY USD JPY USDJPY:FX Open
EURGBP EUR GBP EURGBP:FX Open

Economic datasets (FRED)

Access to the economic data services of the Economic Research Division of the Federal Reserve Bank of St. Louis. The market type ID to get FRED data is FDS.

Online symbol search via FRED: https://fred.stlouisfed.org/

Example symbols are:

Symbol Name Cycle Tools Symbol ID Link
VIXCLS CBOE Volatility Index VIXCLS:FDS Open
VXDCLS DJIA Volatility Index VXDCLS:FDS Open
T5YIFR 5-Year Forward Inflation Expectation Rate T5YIFR:FDS Open
STLFSI2-W St. Louis Fed Financial Stress Index (Weekly)
More dataset details
STLFSI2-W:FDS Open

Quandl datasets

The market type ID to get free quandl datasets is QDS.
Generic symbol format to load free quandl data via the time series API:
[Quandl database code]-[Quandl dataset code]-[column]-[collapse]

[column] (optional)
Ensure that you pick that correct column number. The column number is different for each dataset.

[collapse] (optional):

none
daily
weekly
monthly
quarterly
annual
Change the sampling frequency of the returned data. Default is none; i.e., data is returned in its original granularity.

Example symbols are:

Database-Symbol Name Cycle Tools Symbol ID Link
CHRIS-EUREX_FDAX1-4 DAX Futures, Continuous Contract #1 (FDAX1) (Front Month), EUREX, Settle CHRIS-EUREX_FDAX1-4:QDS Open
FSE-VOW3_X Volkswagen AG, Stock Price, Frankfurt Stock Exchange FSE-VOW3_X:QDS Open
BSE-Sensex Bombay Stock Exchange – SENSEX Index BSE-Sensex:QDS Open
LBMA-Gold-2 Gold London Fixing USD PM (London Bullion Market Association)
More dataset details
LBMA-Gold-2:QDS Open
LBMA-Gold-2-weekly Gold London Fixing USD PM weekly data LBMA-Gold-2-weekly:QDS Open
LBMA-Gold-4 Gold London Fixing GBP PM (London Bullion Market Association)
More dataset details
LBMA-Gold-4:QDS Open
LBMA-Silver-3 Silver London Fixing EUR (London Bullion Market Association)
More dataset details
LBMA-Silver-3:QDS Open
ECB-EURJPY-1 EUR vs JPY Exchange Rate (European Central Bank)
More dataset details
ECB-EURJPY:QDS Open
CHRIS-ICE_CC5-4 Cocoa Futures, Continuous Contract (Settle)
More dataset details
CHRIS-ICE_CC5-4:QDS Open
CHRIS-ICE_B1-4 Brent Crude Futures, Continuous Contract (Settle)
More dataset details
CHRIS-ICE_B1-4:QDS Open
CHRIS-ICE_B1-4-weekly Brent Crude Futures, Continuous Contract (Settle) - weekly CHRIS-ICE_B1-4-weekly:QDS Open

 

 

*) Data is sourced from CryptoCompare. If no exchange is specified the CCCAGG index data will be returned. The Crypto Coin Comparison Aggregated Index (“CCCAGG”) refers to the real-time index calculation methodology, the purpose of which is to show the best price estimation for crypto traders and investors to value their portfolio at any time. It aggregates transaction data of over 70 exchanges,using 24 hour volume weighted average. The CCCAGG is calculated for each crypto coin in eachcurrency it is trading in. We provide the data from CryptoCompare to the community based on their license without any additional change or charge (for research, software/applicationdevelopment, portfolio valuation, etc.), and is under the Creative Commons Attribution-NonCommercial3.0 Unported (CC BY-NC 3.0) license ( https://creativecommons.org/licenses/by-nc/3.0/ ).