Macrowonk delivers a sentiment by country view. There are 7 indicators (surprise, sentiment, leading, growth, inflation, employment & housing) for the countries covered.
Each indicator has a corresponding trend indicator. These are a simple way to quantify when the indicator is in an uptrend ( > 0) or a downtrend (<0).
Data descriptions
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Macro sentiment |
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Date |
Timestamp |
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Surprise |
Surprise indicates difference between algo score for forecast and actual release. Index starts at 100 but has no specific range. |
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Momentum |
Momentum is the momentum of the underlying index. Momentum oscilates around 0 but has no range. |
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Leading |
Leading indicator is an aggregation of all leading macroeconomic data and acts as a signal of future economic growth and market direction. The indicator incorporates certain growth and housing data as well as other leading indicators so there can be correlations between the three. |
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country_surprise_index |
Surprise index for the country’s economic data |
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country_surprise_momentum |
Momentum of underlying economic data |
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country_sentiment_index |
Economic sentiment |
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country_sentiment_momentum |
Momentum of economic sentiment |
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country_leading_index |
Leading indicator |
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country_leading_momentum |
Leading indicator momentum |
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country_growth_index |
Growth indicator |
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country_growth_momentum |
Growth momentum |
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country_inflation_index |
Inflation indicator |
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country_inflation_momentum |
Inflation momentum |
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country_employment_index |
Employment indicator |
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country_employment_momentum |
Employment momentum |
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country_housing_index |
Housing indicator |
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country_housing_momentum |
Housing momentum |
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Global Sentiment |
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Date |
Timestamp |
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Global_Sentiment |
Global sentiment is a conglomeration of all the sentiment columns included in the macrowork_indicators. It has no set range but oscillates around 0. |
Benzinga’s data samples are intended to provide a data sample large enough for testing data quality and application for the financial markets. These sample files demonstrate a sample of the formats and content that can be delivered
