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Open datasets, fully documented — searchable here, and readable by any LLM.

16 datasets

canada

  • Canada Sovereign Bond-Market Signals (derived)

    Canada sovereign bond-market signals (BoC benchmark yields, daily curve tracker)

    Daily Canadian government-bond signals derived from the Bank of Canada's benchmark bond yields: 2y/3y/5y/7y/10y/long-term benchmark yields plus the long-term Real Return Bond yield since 2001, with day-on-day changes, 5-day momentum, 30-day annualized change volatility, 3-sigma anomaly flags vs a trailing 12-day baseline, naive-drift 1-day forecasts, cross-tenor volatility ranks, the 10y-2y curve slope and inversion flags, the nominal-real (break-even) spread and a term-premium proxy. The monetizable signals layer on top of raw Bank of Canada yield data. Raw series: BoC Valet API, selected benchmark bond yields.

    • bonds
    • yields
    • yield-curve
    • canada
    rows
    45,011
    Quality
    100
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK

  • Canada Monetary Policy Signals (derived)

    Canada monetary policy signals (policy stance, curve slope, funding stress)

    Daily-to-monthly monetary-policy signals derived from Bank of Canada Valet data: 30-period annualized change volatility, 3-month momentum, year-over-year change, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, plus the real policy stance (target rate minus YoY CPI inflation), the CORRA-target funding-stress spread, the 10Y-2Y Canadian curve-slope spread and a policy-move streak tracker (consecutive hikes/cuts). Covers the BoC target for the overnight rate, the overnight rate, CORRA, 2Y/10Y benchmark bond yields and total/trim/median/common CPI inflation. All rows are normalized to country_code CAN so they join cleanly with Canadian macro data. Raw data: Bank of Canada (Valet API).

    • monetary-policy
    • bank-of-canada
    • policy-rate
    • corra
    rows
    22,389
    Quality
    99
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK

  • Bank of Canada Valet

    Selected benchmark bond yields

    The daily yields for a set of benchmark government bonds. These yields serve as reference rates for Canadian dollar-denominated fixed income securities and are used to assess market conditions and inform monetary policy decisions.

    • bond-yields
    • interest-rates
    • government-bonds
    • canada
    rows
    45,018
    Quality
    100
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK

  • Bank of Canada Valet

    Monthly BCPI

    Monthly Bank of Canada commodity price index.

    • commodities
    • prices
    • energy
    • canada
    rows
    4,592
    Quality
    100
    Updated
    Sep 21, 2026
    Fresh
    License
    Commercial use OK

  • Bank of Canada Valet

    Consumer Price Index

    The monthly series group that includes the Consumer Price Index (CPI) and its core inflation measures, such as CPI-trim and CPI-median.

    • cpi
    • inflation
    • prices
    • canada
    rows
    3,360
    Quality
    100
    Updated
    Sep 21, 2026
    Fresh
    License
    Commercial use OK

  • Bank of Canada Valet

    Canadian Overnight Repo Rate Average (CORRA)

    Canada's risk-free rate, measuring the cost of overnight general collateral funding in Canadian dollars using Government of Canada treasury bills and bonds as collateral for repurchase transactions. The Bank of Canada provides CORRA as a public good, at no cost to users and data distributors.

    • interest-rates
    • overnight-rate
    • corra
    • canada
    rows
    27,581
    Quality
    99
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK

  • Bank of Canada Valet

    Daily exchange rates

    The daily average exchange rates for various foreign currencies (either currently or historically published) expressed as one unit of the foreign currency converted into Canadian dollars. These rates are typically published once each business day by 16:30 (ET). All Bank of Canada exchange rates are indicative rates only, obtained from averages of aggregated price quotes from financial institutions.

    • exchange-rates
    • forex
    • currency
    • canada
    rows
    58,120
    Quality
    100
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK

  • Bank of Canada Valet

    Inflation (year-over-year percentage change)

    The year-over-year percentage change in the Consumer Price Index (CPI), as published monthly.

    • inflation
    • cpi
    • prices
    • canada
    rows
    1,612
    Quality
    100
    Updated
    Sep 21, 2026
    Fresh
    License
    Commercial use OK

  • Bank of Canada Valet

    Monthly exchange rates

    The monthly average exchange rates for various foreign currencies (either currently or historically published) expressed as one unit of the foreign currency converted into Canadian dollars. These rates are typically published on the last business day of each month by 16:30 (ET); if the last business day of the month is a Bank of Canada holiday, the monthly average exchange rates are typically published on the first business day of the following month by 16:30 (ET). All Bank of Canada exchange rates are indicative rates only, obtained from averages of aggregated price quotes from financial institutions.

    • exchange-rates
    • forex
    • currency
    • canada
    rows
    2,780
    Quality
    100
    Updated
    Sep 21, 2026
    Fresh
    License
    Commercial use OK

  • Bank of Canada Valet

    Policy instrument

    Tools used by the Bank of Canada to implement monetary policy and manage short‑term interest rates.

    • monetary-policy
    • policy-rate
    • interest-rates
    • canada
    rows
    736
    Quality
    100
    Updated
    Sep 21, 2026
    Fresh
    License
    Commercial use OK

  • Canada Pump-Price Signals (derived)

    Canada pump-price signals (retail fuel prices by city, StatCan monthly)

    Retail pump-price signals derived from Statistics Canada's monthly average retail gasoline, diesel and household heating fuel prices: cents per litre by city/province and fuel type since 1979, with month-on-month and year-on-year changes, 3-month momentum, 12-month annualized change volatility, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, per-month cross-city momentum ranks, and each city's spread versus the national average. The monetizable signals layer on top of raw StatCan retail fuel prices. Raw series: StatCan via the CKAN open-data portal (monthly average retail prices for gasoline and fuel oil).

    • fuel
    • gasoline
    • diesel
    • pump-prices
    rows
    29,628
    Quality
    98
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK

  • Statistics Canada

    Consumer Price Index, monthly, not seasonally adjusted

    Statistics Canada Consumer Price Index (table 18-10-0004-01): all-items index for Canada, the 10 provinces and the three territorial capitals (Whitehorse, Yellowknife, Iqaluit), plus the eight major components for Canada (food, shelter, household operations, clothing and footwear, transportation, health and personal care, recreation/education/reading, alcohol/tobacco/cannabis). Index base 2002=100. Monthly.

    • cpi
    • inflation
    • prices
    • canada
    rows
    29,744
    Quality
    97
    Updated
    Sep 22, 2026
    Fresh
    License
    Commercial use OK