Andra Markets

Data sources

Where every figure on Andra Markets comes from, where it is used and how often it is read. Every chart and table also names its source and date.

Sources

  • Yahoo Finance

    Closing prices of equity indices, sector ETFs, volatility indices, currencies, commodity futures, credit ETFs, digital assets and the watchlist stocks; CBOT fed funds futures and the Cboe Treasury yield indices; earnings dates, diluted EPS and market caps.

    Used in
    Close notes, dashboards, Fed & Rates, World, FX, calendar earnings, company pages, Simulators, Market history (S&P 500 daily closes since 1927, ^GSPC)
    Updated
    After each US close for the notes; at every deploy for the dashboards; every 15 minutes while the NYSE is open for the fed funds futures and intraday yields

  • FRED, Federal Reserve Bank of St. Louis

    The US Treasury's daily par yield curve, breakevens and real yields, the 2s10s and 3m10y spreads, the Fed's target range, the effective and monthly federal funds rates, ICE BofA credit spreads, inflation, unemployment and payrolls; the 10-year Treasury yield since 1953 for the Portfolio Builder; the ECB deposit facility rate (backup), the Sahm rule, initial jobless claims and their 4-week average, the high-yield spread, the Chicago Fed's NFCI and the NBER recession dates.

    Used in
    Close notes, dashboards, Fed & Rates, calendar actuals, Guess the Fed, Portfolio Builder, Central banks, Recession watch
    Updated
    Daily; FRED posts the Treasury curve late in the evening and credit spreads with a short delay

  • US Treasury and TreasuryDirect

    Note and bond auction schedules and results; the daily par yield curve and real yield curve.

    Used in
    Fed & Rates, calendar, close notes
    Updated
    At every deploy, and each weekday evening after the curve is posted

  • Cboe

    VIX and the volatility term structure; the options expiration calendar; the 13-week, 5-, 10- and 30-year Treasury yield indices.

    Used in
    Dashboards, Fed & Rates, close notes, calendar
    Updated
    At every deploy; every 15 minutes while the NYSE is open for the yield indices

  • Official statistics and central banks

    Release dates and times from the BLS, BEA, Census Bureau, Department of Labor, Federal Reserve, ISM, S&P Global, The Conference Board, the University of Michigan, the ECB, Eurostat, the Bank of England, the ONS, the Bank of Japan, China's National Bureau of Statistics and the People's Bank of China; actual figures from Eurostat, the ECB, the ONS and the Bank of England.

    Used in
    Calendar, Fed & Rates (FOMC dates), Central banks (meeting dates)
    Updated
    At every deploy; each source's last read is on the calendar page

  • ECB Data Portal

    The ECB deposit facility rate.

    Used in
    Central banks
    Updated
    At every deploy, each weekday

  • Bank of England database

    Bank Rate.

    Used in
    Central banks
    Updated
    At every deploy, each weekday

  • BIS central bank policy rates

    The Bank of Japan's policy rate; Bank Rate as a backup.

    Used in
    Central banks
    Updated
    At every deploy, each weekday

  • State Street and iShares

    Index membership from the SPY holdings (S&P 500) and the iShares STOXX Europe 600 ETF holdings.

    Used in
    Calendar earnings, company pages
    Updated
    At every deploy

  • OECD, World Bank and IMF

    Ten-year government bond yields, inflation, unemployment and real GDP growth by country; OECD three-month interbank rates.

    Used in
    World markets, FX
    Updated
    At every deploy; each figure shows its own date

  • Financial Modeling Prep

    Company profiles, financial statements and ratios, up to ten years.

    Used in
    Company pages
    Updated
    When a page is opened, cached for 24 hours

  • Finnhub

    Quotes, company news, peers, analyst recommendation trends and company metrics.

    Used in
    Company pages
    Updated
    When a page is opened: the price cached for 60 seconds, news for 15 minutes

  • Robert Shiller, Yale University

    Monthly S&P 500 dividends and the long-term US interest rate since 1871: dividends added to the S&P 500's daily returns before 1988 (from 1988 the S&P 500 Total Return index from Yahoo Finance), and 10-year Treasury returns before 1953.

    Used in
    Simulators
    Updated
    At most once a day, at deploy

  • Andra Markets

    The risk score, watchlist breadth and dispersion, and the FOMC meeting probabilities, calculated from the figures above.

    Used in
    Close notes, dashboards
    Updated
    With each close note

Rules we follow

  • Every figure is dated and sourced, or it is a placeholder. Nothing is estimated to fill a gap.
  • Each instrument is taken at its own official close.
  • When a source fails, its last good figures stay up with their own date until the next good read.
  • No consensus forecasts: there is no reliable free source.

How the figures become reports is in the methodology. Data may be delayed or wrong: see the legal notice.