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Economic Data (feed) - historical and current economic data, GDP, unemployment
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Economic Data (feed) - historical and current economic data, GDP, unemployment

Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB, ThinkOrSwim, Kinetic
Favorite Futures: Options, Forex
dimkdimk's Avatar
Posts: 38 since Dec 2009
Thanks: 0 given, 6 received

Economic Data (feed) - historical and current economic data, GDP, unemployment

Hi All

Does anyone know where I can get historical and current economic data where both Forecast and Actual fields present.
In particular, I am looking for all that important numbers: GDP, Unemployment, manufacturing, etc.
I can see all the data I need at ForexFactory as a Chart, when you click on Details of the Economic events
The problem is that they display chart but I need actual data table. (Any chance I can extract it from ForexFactory ?)

I am building my own Economic Surprise Indicator similar to Citigroup Economic Surprise indicator.
For this thing to work, I need historical both Forecast and Actual data.

I know it all very conveniently can be seen on Bloomberg. I am looking for a poor-version of bloomberg :-) I can even pay a little for the data as long as it is in Downloadable by http or any other format.

So any source you know ?

Thank you

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Elite Member
Houston, Texas
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learning0101's Avatar
Posts: 258 since Aug 2011
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Hi @dimkdimk
Have a look here maybe can use
Economic Data Add-In for Microsoft Excel - St. Louis Fed - Download FRED Data Directly in Excel

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Big Mike's Avatar
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FRED is what I use personally, but Quandl might also have it.


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Is there also a possibility to plot the time series in Ninjatrader and analyze them like a usual chart with indicators?

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Posts: 964 since Aug 2010
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I use Sierra charts to display time series of economic data.

Sierra can read csv files if the date is formatted well.

I use a R script to download the time series data from FRED or quandl or BoE or ...,
then reformat in R and export a Sierra readable text/csv file.

The following user says Thank You to puma for this post:


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