Dataset Reference

About our data

Factor aggregates financial and macroeconomic data from many sources and brings them together for you to query in one place. Our data is sourced from public market entities as well as government databases and is hand-curated and standardized to help you build powerful and informative visualizations quickly and easily.

Here you’ll find the complete list of datasets available on Factor and a quick definition of the columns in each table.

cryptocurrencies

Cryptocurrencies

Popularly traded coins and tokens.

Updated daily. Last updated October 03, 2022 01:07

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id uuid
symbol string

A symbol for the cryptocurrency, uniqueness isn't guaranteed

name string

cryptocurrency_exchange_rates

Cryptocurrency Rates

Daily open, high, low, and close prices.

Updated daily. Last updated October 03, 2022 00:05

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id uuid
date date
base_asset_id uuid

This references a specific cryptocurrency in the cryptocurrencies table. Use this column to join against cryptocurrencies.id.

quote_asset_id uuid

The id referencing a specific currency or cryptocurrency in the table indicated by quote_asset_table

quote_asset_table string

One of currencies or cryptocurrencies, indicating the table containing id in quote_asset_id

symbol_pair string

A friendly string representing the pair of currencies. e.g. BTC-USD

open numeric

Opening trade price for the day.

high numeric

Highest trade price for the day.

low numeric

Lowest trade price for the day.

close numeric

Closing trade price for the day.

currencies

Currencies

National currencies, as defined by ISO 4217.

Updated daily.

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id uuid
symbol string
name string
country_code string
decimals integer

The number of decimal places needed to represent the minor unit of the currency

currency_exchange_rates

Currency Exchange Rates

Daily exchange rates between currency pairs.

Updated daily. Last updated October 03, 2022 00:01

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id uuid
date date
base_currency_id uuid

This references a specific currency in the currencies table. Use this column to join against currencies.id.

quote_currency_id uuid

This references a specific currency in the currencies table. Use this column to join against currencies.id.

symbol_pair string

A six character string representing the pair of currencies. e.g. USDEUR

open numeric

Opening trade price for the day.

high numeric

Highest trade price for the day.

low numeric

Lowest trade price for the day.

close numeric

Closing trade price for the day.

energy_prices

Energy Commodity Prices

Prices for energy commodity futures contracts

Updated daily. Last updated September 28, 2022 18:11

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id uuid
date date
crude_oil_brent numeric

Brent Crude Oil futures, delivered in Europe. In US Dollars per barrel. (DCOILBRENTEU)

crude_oil_wti numeric

West Texas Intermediate Crude Oil futures, delivered in Cushing, Oklahoma. In US Dollars per barrel. (DCOILWTICO)

heating_oil numeric

Number 2 Heating Oil futures, delivered in New York Harbor. In US Dollars per gallon. (DHOILNYH)

jet_fuel numeric

Jet Fuel futures, delivered in the US Gulf Coast. In US Dollars per gallon. (DJFUELUSGULF)

natural_gas numeric

Natural Gas futures, delivered in Henry Hub. In US Dollars per million BTUs. (DHHNGSP)

propane numeric

Propane futures, delivered in Mont Belvieu Texas. In US Dollars per Gallon. (DPROPANEMBTX)

Source: https://fred.stlouisfed.org/categories/32217

index_constituents

Index Constituents

The member securities of each stock market index

Updated daily. Last updated October 03, 2022 01:10

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id uuid
index_id uuid

This references a specific stock market index in the indices table. Use this column to join against indices.id.

security_id uuid

This references a specific security in the securities table. Use this column to join against securities.id.

indices

Indices

Common stock market indices of US equities.

Updated daily. Last updated October 03, 2022 01:10

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id uuid
symbol text

Ticker Symbol

name text

market_holidays

US Market Holidays

NYSE and Nasdaq market holidays.

Updated daily. Last updated February 16, 2022 21:42

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id uuid
date date
status string

One of early-close, indicating shortened trading hours, or closed, where the markets did not open at all.

name string
open timestamp

The time the markets opened if this was an early-close holiday, or null if closed.

close timestamp

The time the markets closed if this was an early-close holiday, or null if closed.

recessions

US Business Cycle Contractions (Recessions)

As defined by the National Bureau of Economic Research. A recession is ongoing if trough is null.

Updated daily.

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id uuid
peak date
trough date

Source: https://www.nber.org/research/data/us-business-cycle-expansions-and-contractions

securities

Securities

Public Stocks, Funds, and Warrants.

Updated daily. Last updated May 18, 2022 21:36

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id uuid
symbol string

Ticker Symbol

name string
security_type string
exchange string
region string
currency string
iex_id string
figi_composite string

security_price_daily

Security Prices, Daily

Daily open, high, low, and close prices (split adjusted), and trading volume.

Updated daily. Last updated October 03, 2022 22:00

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id uuid
security_id uuid

This references a specific security in the securities table. Use this column to join against securities.id.

date date
open numeric

Opening trade price for the day (split adjusted).

high numeric

Highest trade price for the day (split adjusted).

low numeric

Lowest trade price for the day (split adjusted).

close numeric

Closing trade price for the day (split adjusted).

volume numeric

The number of shares that were traded on the day.

split_adjustment_ratio numeric

security_price_daily_unadjusted

Unadjusted Security Prices, Daily

Daily open, high, low, and close prices, and trading volume.

Updated daily. Last updated October 03, 2022 22:00

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id uuid
security_id uuid

This references a specific security in the securities table. Use this column to join against securities.id.

date date
open numeric

Opening trade price for the day.

high numeric

Highest trade price for the day.

low numeric

Lowest trade price for the day.

close numeric

Closing trade price for the day.

volume numeric

The number of shares that were traded on the day.

split_adjustment_ratio numeric

security_splits

Security Splits

Splits (forward and reverse) for shares of a security.

Updated daily. Last updated October 03, 2022 22:00

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id uuid
security_id uuid

This references a specific security in the securities table. Use this column to join against securities.id.

date date
old_shares integer
new_shares integer
ratio numeric

trading_days

Trading Days

Every day that US markets were open for trading. Derived from market_holidays.

Updated daily.

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date date

us_cpi_values

US Consumer Price Index

All items, for all urban consumers, averaged for all US cities. This price index of a basket of goods and services is used as a standard indicator of inflation. The value is a price index relative to 1982-1984, so a value of 150 would mean a basket cost 50% higher than during that basline time period. (CPIAUCNS/CPILFENS/CPIAUCSL/CPILFESL)

Updated monthly. Last updated September 13, 2022 18:55

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id uuid
date date
adjusted_core_cpi numeric

Seasonally adjusted, without food and energy

adjusted_cpi numeric

Seasonally adjusted, everything

core_cpi numeric

Unadjusted, without food and energy

cpi numeric

Unadjusted, everything

Source: https://www.bls.gov/cpi/questions-and-answers.htm

us_gas_prices

US Gas and Diesel Prices

Weighted average based on sampling of retail outlets. Approximately 900 outlets for gasoline and 350 for diesel.

Updated weekly. Last updated October 03, 2022 22:10

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id uuid
date date
regular numeric

US Dollars per Gallon. (GASREGCOVW)

midgrade numeric

US Dollars per Gallon. (GASMIDCOVW)

premium numeric

US Dollars per Gallon. (GASPRMCOVW)

diesel numeric

US Dollars per Gallon. (GASDESW)

Source: https://www.eia.gov/petroleum/gasdiesel/

us_gdp_values

US Real GDP

The value of real (inflation adjusted) gross domastic product in the US, as reported by the Bureau of Economic Analysis. In seasonally adjusted 2012 Dollars. (GDP/GDPC1/A939RX0Q048SBEA)

Updated quarterly. Last updated September 29, 2022 13:10

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id uuid
date date
nominal_gdp numeric

US Dollars

real_gdp numeric

US Dollars

real_gdp_per_capita numeric

US Dollars

Source: https://fred.stlouisfed.org/series/GDPC1

us_money_stock_values

US Monetary Stock

Measures of the total value of US Dollars. A change in definition contributed to the sharp jump in May 2020. (M1NS/M2NS/M1SL/M2SL)

Updated monthly. Last updated September 27, 2022 17:10

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id uuid
date date
adjusted_m1 numeric

US Dollars

adjusted_m2 numeric

US Dollars

m1 numeric

US Dollars

m2 numeric

US Dollars

Source: https://fred.stlouisfed.org/release/tables?rid=21&eid=1217588#snid=1217590

us_mortgage_rates

US Mortgage Rates

Average rates for common home mortgages.

Updated weekly. Last updated September 29, 2022 16:10

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id uuid
date date
30_fixed numeric

Average rate for a 30 year fixed rate mortgage.

15_fixed numeric

Average rate for a 15 year fixed rate mortgage.

5_1_arm numeric

Average rate for a 5 year / 1 year adjustable rate mortgage.

Source: https://fred.stlouisfed.org/release/tables?rid=190&eid=147510

us_yield_curve_rates

US Yield Curve Rates

Daily Treasury Par Yield Curve Rates as reported by the US Treasury.

Updated daily. Last updated October 03, 2022 20:02

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id uuid
date date
1_month numeric
2_month numeric
3_month numeric
6_month numeric
1_year numeric
2_year numeric
3_year numeric
5_year numeric
7_year numeric
10_year numeric
20_year numeric
30_year numeric

Source: https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_yield_curve

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