Integrated Datafeeds
The cycle toolbox has integrated external data-sources for end-of-day datasets. It includes major global stocks, market indices, crypto-currencies and forex data.
Stock market data
The market type ID to get major global stocks and indices datasets is YFI. Use Yahoo Finance for symbol search.
For weekly data add -W to the symbol.
Example symbols are:
Crypto-currency datasets
The market type ID to get crypto datasets is CDS.
Generic symbol format is: [FromSymbol]-[ToSymbol]-[Exchange]
Short usage is: [Symbol] – in this case ToSymbol is USD and the exchange is CCCAGG index *.
Example symbols are:
Managed Forex datasets
The market type ID to get managed forex currency pairs is FX.
Generic symbol format is: [FromSymbol][ToSymbol]
Economic datasets (FRED)
Access to the economic data services of the Economic Research Division of the Federal Reserve Bank of St. Louis. The market type ID to get FRED data is FDS.
Online symbol search via FRED: https://fred.stlouisfed.org/
Example symbols are:
Symbol | Name | Cycle Tools Symbol ID | Link |
VIXCLS | CBOE Volatility Index | VIXCLS:FDS | Open |
VXDCLS | DJIA Volatility Index | VXDCLS:FDS | Open |
T5YIFR | 5-Year Forward Inflation Expectation Rate | T5YIFR:FDS | Open |
STLFSI2-W | St. Louis Fed Financial Stress Index (Weekly) More dataset details |
STLFSI2-W:FDS | Open |
Quandl datasets
The market type ID to get free quandl datasets is QDS.
Generic symbol format to load free quandl data via the time series API:
[Quandl database code]-[Quandl dataset code]-[column]-[collapse]
[column] (optional)
Ensure that you pick that correct column number. The column number is different for each dataset.
[collapse] (optional):
none daily weekly monthly quarterly annual |
Change the sampling frequency of the returned data. Default is none ; i.e., data is returned in its original granularity. |
Example symbols are:
Database-Symbol | Name | Cycle Tools Symbol ID | Link |
CHRIS-EUREX_FDAX1-4 | DAX Futures, Continuous Contract #1 (FDAX1) (Front Month), EUREX, Settle | CHRIS-EUREX_FDAX1-4:QDS | Open |
FSE-VOW3_X | Volkswagen AG, Stock Price, Frankfurt Stock Exchange | FSE-VOW3_X:QDS | Open |
BSE-Sensex | Bombay Stock Exchange – SENSEX Index | BSE-Sensex:QDS | Open |
LBMA-Gold-2 | Gold London Fixing USD PM (London Bullion Market Association) More dataset details |
LBMA-Gold-2:QDS | Open |
LBMA-Gold-2-weekly | Gold London Fixing USD PM weekly data | LBMA-Gold-2-weekly:QDS | Open |
LBMA-Gold-4 | Gold London Fixing GBP PM (London Bullion Market Association) More dataset details |
LBMA-Gold-4:QDS | Open |
LBMA-Silver-3 | Silver London Fixing EUR (London Bullion Market Association) More dataset details |
LBMA-Silver-3:QDS | Open |
ECB-EURJPY-1 | EUR vs JPY Exchange Rate (European Central Bank) More dataset details |
ECB-EURJPY:QDS | Open |
CHRIS-ICE_CC5-4 | Cocoa Futures, Continuous Contract (Settle) More dataset details |
CHRIS-ICE_CC5-4:QDS | Open |
CHRIS-ICE_B1-4 | Brent Crude Futures, Continuous Contract (Settle) More dataset details |
CHRIS-ICE_B1-4:QDS | Open |
CHRIS-ICE_B1-4-weekly | Brent Crude Futures, Continuous Contract (Settle) - weekly | CHRIS-ICE_B1-4-weekly:QDS | Open |
*) Data is sourced from CryptoCompare. If no exchange is specified the CCCAGG index data will be returned. The Crypto Coin Comparison Aggregated Index (“CCCAGG”) refers to the real-time index calculation methodology, the purpose of which is to show the best price estimation for crypto traders and investors to value their portfolio at any time. It aggregates transaction data of over 70 exchanges,using 24 hour volume weighted average. The CCCAGG is calculated for each crypto coin in eachcurrency it is trading in. We provide the data from CryptoCompare to the community based on their license without any additional change or charge (for research, software/applicationdevelopment, portfolio valuation, etc.), and is under the Creative Commons Attribution-NonCommercial3.0 Unported (CC BY-NC 3.0) license ( https://creativecommons.org/licenses/by-nc/3.0/ ).