090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
2 datasets
Sveriges Riksbank (SWEA open API)
Daily Swedish monetary-policy and krona intelligence from Sveriges Riksbank's open SWEA API (keyless, 1990s to present): the policy-rate corridor (policy/deposit/lending), 3-month T-bill and 2y/10y government bond yields, eight krona exchange rates (SEK per unit; USD, EUR, GBP, CHF, NOK, DKK, JPY, CNY) and the KIX trade-weighted krona index, enriched with the corridor width, 2s10s and 3m-10y term spreads, policy-change events, a documented tightening/easing/on-hold stance, FX and KIX momentum (~1m/~12m), krona strength versus its 1-year norm and 5-year weakest-krona flags vs USD/EUR. A shop joins orders to date for SEK-exposure features; a treasury team joins invoice dates to fx_usd/fx_eur; a macro model joins policy_stance for regime features. Caveats: FX prints are indicative only (not for transactional use); momentum windows count observations on the business-day grid. Riksbank open data: free reuse including commercial, attribution required.
US Dollar Strength Signals (derived)
Signals derived from FRED's US-dollar exchange-rate series: 30-trading-day annualized log-return volatility, 63-day momentum, year-over-year percent change, distance from the trailing-1-year high, 3-sigma anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, the broad-dollar-index drawdown (DTWEXBGS rows) and the broad dollar's 63-day momentum mapped onto every row's date as the dollar-strength regime gauge. Covers DTWEXBGS (nominal broad U.S. dollar index), DEXUSEU (USD per EUR), DEXCHUS (CNY per USD), DEXJPUS (JPY per USD) and DEXMXUS (MXN per USD), daily. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED); underlying data from the Board of Governors of the Federal Reserve System.