Integrated data sources and available symbols

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.

Major stock market and indices datasets

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

Example symbols are:

SymbolNameCycle Tools Symbol IDLink
^GSPCS&P 500 Index^GSPC:YFIOpen
CL=FOilCL=F:YFIOpen
ES=FE Mini FuturesES=F:YFIOpen
GBPUSD=XGBP/USD Currency in USDGBPUSD=X:YFIOpen

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:

SymbolNameCycle Tools Symbol IDLink
ETHEthereum USDETH:CDSOpen
BTCBitcoin USDBTC:CDSOpen
LTCLitecoin USDLTC:CDSOpen
BTC-EUR-CCCAGGBitcoin EURBTC-EUR-CCCAGG:CDSOpen
ETH-JPY-COINBASEEtheruem JPY at CoinbaseETH-JPY-COINBASE:CDSOpen

Managed Forex datasets

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

SymbolNameCycle Tools Symbol IDLink
EURUSDEUR USDEURUSD:FXOpen
USDJPYUSD JPYUSDJPY:FXOpen
EURGBPEUR GBPEURGBP:FXOpen

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:

SymbolNameCycle Tools Symbol IDLink
VIXCLSCBOE Volatility IndexVIXCLS:FDSOpen
VXDCLSDJIA Volatility IndexVXDCLS:FDSOpen
T5YIFR5-Year Forward Inflation Expectation RateT5YIFR:FDSOpen
STLFSI2-WSt. Louis Fed Financial Stress Index (Weekly)
More dataset details
STLFSI2-W:FDSOpen

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]
Ensure that you pick that correct column number. The column number is different for each dataset.

Example symbols are:

Database-SymbolNameCycle Tools Symbol IDLink
CHRIS-EUREX_FDAX1-4DAX Futures, Continuous Contract #1 (FDAX1) (Front Month), EUREX, SettleCHRIS-EUREX_FDAX1-4:QDSOpen
FSE-VOW3_XVolkswagen AG, Stock Price, Frankfurt Stock ExchangeFSE-VOW3_X:QDSOpen
BSE-SensexBombay Stock Exchange – SENSEX IndexBSE-Sensex:QDSOpen
LBMA-Gold-2Gold London Fixing USD PM (London Bullion Market Association)
More dataset details
LBMA-Gold-2:QDSOpen
LBMA-Gold-4Gold London Fixing GBP PM (London Bullion Market Association)
More dataset details
LBMA-Gold-4:QDSOpen
LBMA-Silver-3Silver London Fixing EUR (London Bullion Market Association)
More dataset details
LBMA-Silver-3:QDSOpen
ECB-EURJPY-1EUR vs JPY Exchange Rate (European Central Bank)
More dataset details
ECB-EURJPY:QDSOpen
CHRIS-ICE_CC5-4Cocoa Futures, Continuous Contract (Settle)
More dataset details
CHRIS-ICE_CC5-4:QDSOpen
CHRIS-ICE_B1-4Brent Crude Futures, Continuous Contract (Settle)
More dataset details
CHRIS-ICE_B1-4:QDSOpen

 

 

*) 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/ ).