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TradeStation Labs

Statistics Library

In the table below is a list of data files that provide you with economic and market data, not otherwise in TradeStation, in a file format that can be charted directly in TradeStation, alone or with other data.

Click on a file in the list to save it to your computer for use in TradeStation. Existing files will be updated within a few days of the most recent release of the data.

Instructions for Using this Data in TradeStation

The data and information provided herein is derived from various sources deemed reliable, but accuracy and completeness is not guaranteed. TradeStation cannot be held liable or responsible in any way for any financial loss or lost opportunity sustained as a result of reliance on the data and information provided.

Please feel free to provide feedback about the Statistics Library and to suggest additional data files that you would find useful. TSLabs@TradeStation.com

 

Interest Rates

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Title Description Source Frequency Start Date Last Updated File Name
Federal Funds Effective Rate (Annualized) The interest rate at which depository institutions lend balances to each other overnight. Federal Reserve Daily 7/1/1954 01/18/2012 FedFunds.csv
Moody's AAA Bond Yields Moody's yield on seasoned corporate bonds - all industries rated AAA. Federal Reserve Daily 1/3/1983 1/24/2012 Moody'sAAAYields.csv
Moody's Baa Bond Yields Moody's yield on seasoned corporate bonds - all industries rated Baa. Federal Reserve Daily 1/2/1986 01/18/2012 Moody'sBaaYield.csv

Economic Indicators

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Title Description Source Frequency Start Date Last Updated File Name
Consumer Price Index Month over Month % Change Excluding Food and Energy The seasonally adjusted month over month percent change in prices over time of goods and services purchased by households excluding food and energy. The index data provided is for the CPI-U or the consumer price index for all urban consumers. Bureau of Labor Statistics Monthly 2/1/1957 12/1/2011 CPI_MoMexFE.csv
Consumer Price Index Month over Month % Change The seasonally adjusted month over month percent change in prices over time of goods and services purchased by households. The index data provided is for the CPI-U or the consumer price index for all urban consumers. Bureau of Labor Statistics Monthly 2/1/1947 12/1/2011 CPI_MoM.csv
Consumer Price Index Year over Year % Change Excluding Food and Energy The year over year percent change in prices over time of goods and services purchased by households excluding food and energy. The index data provided is for the CPI-U or the consumer price index for all urban consumers. Bureau of Labor Statistics Monthly 1/1/1958 12/1/2011 CPI_YoYexFE.csv
Consumer Price Index Year over Year % Change The year over year percent change in prices over time of goods and services purchased by households. The index data provided is for the CPI-U or the consumer price index for all urban consumers. Bureau of Labor Statistics Monthly 1/1/1914 12/1/2011 CPI_YoY.csv
Capacity Utilization The rate of capacity utilization equals the seasonally adjusted output index expressed as a percentage of the related capacity index. Federal Reserve Monthly 1/1/1967 12/1/2011 CapacityUtil.csv
Consumer Sentiment University of Michigan's index of consumer sentiment, which measures consumer attitudes and expectations. Federal Reserve Bank of St.Louis Monthly 1/1/1978 04/1/2011 ConsumerSentiment.csv
Real Gross Domestic Product Year over Year % Change The year over year percent change of the output of goods and services produced by labor and property located in the United States. Bureau of Economic Analysis Quarterly 3/30/1947 12/30/2011 GDP.csv
Housing Starts The seasonally adjusted annual rate of the total of new privately owned housing units started. Federal Reserve Bank of St.Louis Monthly 1/1/1959 12/1/2011 HousingStarts.csv
Industrial Production The month over month percent change in the real output of the manufacturing, mining, and electric and gas utilities industries. Federal Reserve Monthly 2/1/1919 11/1/2011 IndustProduc.csv
Initial Unemployment Claims The seasonally adjusted rate of initial claims for unemployment insurance for the past week. Bureau of Labor Statistics Weekly 1/7/1967 01/07/2012 InitUnempClaim.csv
Initial Unemployment Claims 4 week moving average The four week moving average of the seasonally adjusted rate of initial claims for unemployment insurance for the past week. Bureau of Labor Statistics Weekly 1/28/1967 01/07/2012 InitUnempClmAvg.csv
Philadelphia Fed Survey The monthly survey of manufacturers in the Third Federal Reserve District. Federal Reserve Bank of Philadelphia Monthly 5/1/1968 12/1/2011 PhillyFed.csv
Empire State Manufacturing Index The monthly survey of manufacturers in New York State conducted by the Federal Reserve Bank of New York. Federal Reserve Bank of New York Monthly 7/1/2001 01/12/2012 EmpireStateManuf.csv
Producer Price Index Month over Month % Change The seasonally adjusted month over month percent change in the selling prices received by domestic producers of goods and services. Bureau of Labor Statistics Monthly 5/1/1947 11/1/2011 PPI MoM.csv
Producer Price Index Month over Month % Change Excluding Food and Energy The seasonally adjusted year over year percent change in the selling prices received by domestic producers of goods and services excluding food and energy. Bureau of Labor Statistics Monthly 2/1/1974 12/1/2011 PPI MoMexFE.csv
Retail Sales The seasonally adjusted month over month percent change of U.S. retail and food service sales. Census Bureau Monthly 2/1/1992 12/1/2011 RetailSales.csv
PCE Price Index The seasonally adjusted year over year percent change in the personal consumption expenditures price index. Bureau of Economic Analysis Quarterly 1/1/1948 10/01/2011 PCE_Deflator.csv
Average Hourly Earnings The seasonally adjusted year over year percent change in the average hourly earnings of production and nonsupervisory workers on private nonfarm payrolls. Bureau of Labor Statistics Monthly 1/1/1965 12/1/2011 AvgHrlyEarn.csv
Real Personal Consumption Expenditures The seasonally adjusted year over year percent change in personal consumption expenditures. Bureau of Economic Analysis Monthly 1/1/1996 12/1/2011 RealPersConsExpend.csv
Conference Board Leading Economic Index The month over month percent change in the Conference Board Leading Economic Index. The Conference Board Monthly 7/18/2002 9/29/2010 LEI.csv

Market Statistics

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Title Description Source Frequency Start Date Last Updated File Name
S&P 500 Dividend Yield The dividend yield of the S&P 500 index based on dividends paid in the last 12 months. Standard & Poor's Quarterly 3/31/1988 12/31/2011 SP500DivYield.csv
S&P 500 P/E Ratio The price to earnings ratio of the S&P 500 index based on as reported earnings for the last 12 months. Standard & Poor's Quarterly 12/31/1936 09/30/2011 SP500P_E_Ratio.csv
London Gold Fixing The AM and PM London Gold Fixing Price in US Dollars. The London Bullion Market Association Daily 1/2/1968 10/17/2011 GoldFixingAM.csv 
GoldFixingPM.csv
AAII Sentiment Survey The percentage of individuals according to the AAII sentiment survey who are bullish, bearish, or neutral on the stock market for the following six months. American Association of Individual Investors Weekly 7/24/1987 10/28/2010 AAIIBearish.csv
AAIIBullish.csv 
AAIINeutral.csv

For any feedback or questions, please contact us at TSLabs@TradeStation.com


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