090°Données ouvertes
Jeux de données ouverts, entièrement documentés — interrogeables ici, et lisibles par n’importe quel LLM.
Les titres et les descriptions proviennent des sources de données, en anglais.
5 jeux de données
na_benefit_disbursement_signals
Daily household-liquidity features for all 50 US states + DC and Canada (national), 2025-01-01 to 2027-12-31 (56,940 day x region rows), joinable to shop orders, payments, or leads by ISO date and region. US rows flag SNAP state issuance days (USDA FNS monthly issuance schedule; snap_issuance_intensity = 1 / issuance days, a uniform key-space proxy), Social Security retirement/SSDI cohort payment days (2nd/3rd/4th Wednesday, intensity 1/3 each), and SSI payment days (1st, business-day shifted). Canada rows flag Canada Child Benefit and CPP/OAS/GIS payment dates. Every row carries days to/since the nearest disbursement and a documented household_liquidity_score (0-100) = min(100, 100*max daily program intensity). Caveats: key-space intensities are uniform proxies, not observed household shares; NYC's rolling SNAP schedule and Pennsylvania's county cycles are not separately encoded; CCB/OAS dates after June 2027 are rule-projected. Benefit amounts are out of scope.
ECB Balance-Sheet & Liquidity Signals (derived)
Weekly euro-area ECB liquidity signals from the ECB's total assets (FRED ECBASSETSW, 1999 ->, millions of euros): 13-week momentum, year-on-year change, 30-week change volatility, 3-sigma anomaly flags, naive-drift forecasts, a quantitative-tightening regime flag, a 5-year balance-sheet z-score, and an aggressive-expansion flag. The ECB-side companion to fed-liquidity-signals (WALCL) — balance-sheet expansion (QE) and contraction (QT) drive euro-area financial conditions, sovereign spreads, and the euro. Series covers the changing euro-area composition (11 to 20 countries); rows carry the stable EA20 aggregate code. Raw series: European Central Bank via FRED.
Fed Liquidity Signals (derived)
Weekly US Federal Reserve liquidity-plumbing signals (2002 ->): total balance-sheet assets, bank reserve balances, and overnight reverse-repo facility usage, with 13-week momentum, 26-week change volatility, 3-sigma anomaly flags, drift forecasts, a quantitative-tightening pace gauge, the ON RRP drain share, the reserve cushion share, 5-year balance-sheet z-scores, an RRP surge flag, and an ample-reserves regime flag. The liquidity-plumbing companion to us-monetary-aggregates-signals (money stock) and us-financial-stress-signals (market stress). All rows normalized to country_code USA. Raw series: Board of Governors of the Federal Reserve System / Federal Reserve Bank of New York via FRED.
US Fed Balance-Sheet Intelligence (FRED, keyless)
Weekly US Federal Reserve balance-sheet intelligence panel, 2002-12-18 onward: total assets less eliminations from consolidation (Wednesday level, millions of U.S. dollars, not seasonally adjusted; FRED WALCL, Board of Governors of the Federal Reserve System, H.4.1 Factors Affecting Reserve Balances release, redistributed keyless via FRED fredgraph.csv). Carries 1-week and 52-week changes (levels and percents), the 13-week annualized percent change (the quantitative-tightening pace read), the percent below the trailing 260-week peak (the QT depth gauge), and a contraction_flag marking weeks the balance sheet is smaller than a year earlier. One row per Wednesday x USA; in-window nulls fail loudly, never imputed. Who joins this: rates desks and mortgage lenders join funding costs on year_week + country_code and use the QT pace and contraction_flag as liquidity-regime features; macro models use pct_off_peak as the QT-depth gauge.
US Funding-Stress Signals (derived)
Daily US money-market funding-stress signals: TED spread (TEDRATE), the Secured Overnight Financing Rate (SOFR), and the Interest Rate on Reserve Balances (IORB), 2018 ->, with 63-day and 252-day changes, 30-day change volatility, 3-sigma anomaly flags, 21-day naive-drift forecasts, SOFR-above-IORB funding-pressure flags, 5-year spread z-scores, and elevated / severe stress-regime flags. The overnight-funding lens on financial stress — the policy-transmission mechanics behind the composite indices. Companion to us-financial-stress-index-signals (STLFSI4/NFCI composites). All rows normalized to country_code USA. Raw series: Federal Reserve / Federal Reserve Bank of New York via FRED.
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