Every metric on this platform is sourced from authoritative primary institutions. We do not use scraped data, estimated proxies, or unverifiable aggregators for any Core-tier metric. Full provenance is documented below.
12
Total Sources
9
Primary Sources
190+
Countries Covered
400+
Metrics Ingested
Source Tier Classification
Primary
Direct official government, central bank, or multilateral institution source. Data definitions, methodology, and revisions published in official statistical frameworks.
Secondary
Compiled or derived data from authoritative industry bodies or international trade registries. Subject to reporting lags and country cooperation variability.
Market
Exchange or market data aggregators used for price signals only. Not used for structural or fundamental metric constructions. Clearly labelled where used.
Ingestion Cadence: All data ingestion is managed via scheduled Supabase Edge Functions (pg_cron). Daily series update at 06:00 UTC; weekly at Monday 08:00 UTC; quarterly series are refreshed within 48 hours of official publication. The Data Health Dashboard provides live ingestion status for all series.
The gold-standard repository for US macroeconomic and financial time series,
maintained by the Federal Reserve Bank of St. Louis. Contains over 800,000 series from
100+ data sources including Fed H.4.1 releases, BEA national accounts, BLS labour statistics,
and US Treasury fiscal data.
Key Metrics / Series Used
WALCL – Fed Total Assets (weekly)
WTREGEN – Treasury General Account (TGA)
RRPONTSYD – Overnight Reverse Repo usage
M2SL – US M2 Money Supply
SOFR – Secured Overnight Financing Rate
FEDFUNDS – Effective Fed Funds Rate
GFDEBTN – Federal Debt Outstanding
DFF – Daily Fed Funds Rate
T10YIE – 10-Year Breakeven Inflation
How We Use This Source
Core backbone for all US liquidity, monetary, and fiscal metrics. Net Liquidity,
Fed Balance Sheet components, interest rate signals, and Treasury data all originate from FRED's
H.4.1, H.15, and FRB/US feeds. Updated via automated Supabase Edge Functions with daily
ingestion and 90-day historical backfill.
The official US federal government data portal for fiscal and debt data,
operated by the Bureau of the Fiscal Service. Provides machine-readable API access to
Treasury auction results, daily debt statements, and historical federal budget data.
Key Metrics / Series Used
Total Public Debt Outstanding (daily)
Treasury Auction Results (bid-to-cover, high yield)
US Debt Maturity Wall (by cusip and maturity)
Federal Budget Surplus/Deficit
Debt Subject to Limit
How We Use This Source
Primary source for the US Debt Maturity Wall tracker and Treasury Auction
Demand Gauge. Auction bid-to-cover ratios and high yields are ingested in near-real-time
post-auction via the FiscalData REST API. Maturity wall data drives the structural
rollover risk analysis in the US Macro & Fiscal Lab.
The principal US government statistical agency for energy data and analysis.
Produces independent statistics on domestic energy production, consumption, inventories,
and trade across oil, natural gas, electricity, and coal sectors. Powers our Energy &
Commodities Lab with authoritative domestic supply/demand data.
Key Metrics / Series Used
US Crude Oil Production (weekly, mbd)
US Petroleum Inventory Levels (EIA weekly report)
US Natural Gas Storage
US Refinery Utilisation
WTI Spot Price (NYMEX settlement)
Energy Import/Export Balance
How We Use This Source
Weekly EIA Petroleum Status Report data forms the basis of our crude inventory
and supply-demand balance analysis. EIA production data provides the US shale supply signal
for the Energy & Commodities Lab's price forecasting framework. Ingested weekly; compared
against analyst consensus for surprise-detection signals.
The IMF is the definitive source for cross-country macroeconomic data,
fiscal sustainability assessments, and global reserve composition data. Its datasets
— particularly the World Economic Outlook (WEO) and COFER — are indispensable for
sovereign comparative analysis.
Key Metrics / Series Used
COFER – Currency Composition of Official Foreign Exchange Reserves
WEO – World Economic Outlook (GDP, Debt/GDP, Current Account, CPI)
IFS – International Financial Statistics (trade, capital flows)
GFSR – Global Financial Stability Report indicators
World Revenue Longitudinal Data (WoRLD)
How We Use This Source
COFER data is the backbone of our De-Dollarisation tracker — specifically
USD reserve share, CNY allocation trends, and gold's growing share of allocated reserves.
WEO data populates the Country Profile Pages for 40+ countries with GDP growth, debt/GDP,
current account balance, and IMF forecast data. Updated quarterly on IMF publication cycle.
The central bank of central banks. The BIS Statistics Portal provides
uniquely authoritative data on cross-border banking flows, global credit aggregates,
OTC derivatives markets, and central bank balance sheets that no other single source
can match. Essential for monitoring systemic liquidity and shadow banking stress.
Key Metrics / Series Used
BIS Locational Banking Statistics (cross-border banking flows)
BIS Global Credit Aggregates (total credit to private non-financial sector)
Global Liquidity Indicators (international credit in USD, EUR)
How We Use This Source
BIS Global Liquidity Indicators drive our shadow banking stress signals —
specifically, the offshore USD credit expansion metric tracks dollar funding stress
outside the US banking system. BIS cross-border banking statistics provide the
high-quality capital flow data for the De-Dollarisation and Sovereign Stress Labs.
Always supplemented by BIS Working Papers for methodological benchmarking.
India's apex statistical authority, responsible for compiling National
Accounts Statistics (NAS), Consumer Price Index (CPI), Index of Industrial Production
(IIP), and the National Sample Survey. MoSPI data is the definitive reference for
India's GDP, inflation, and structural production data.
Key Metrics / Series Used
India GDP (quarterly advance and revised estimates)
CPI Inflation (headline + core, monthly)
IIP – Index of Industrial Production (monthly)
Gross Capital Formation (quarterly)
Private Final Consumption Expenditure
NSS – National Sample Survey (employment)
How We Use This Source
Core source for India's macro growth signal in the India Intel page and
India Lab. CPI data is used for real yield calculations; IIP for manufacturing momentum;
GDP quarterly data for growth trajectory tracking. MoSPI's advance GDP estimate is
tracked as the highest-profile India data release with surprise detection vs consensus.
The Reserve Bank of India's structured data portal — the most comprehensive
repository of India-specific financial and monetary data. Contains banking sector metrics,
monetary aggregates, foreign exchange reserves, external debt, and India's balance of
payments data in machine-readable format.
Key Metrics / Series Used
Scheduled Commercial Bank Credit (weekly)
M3 Money Supply (weekly)
Repo Rate, Reverse Repo, CRR, SLR
India Foreign Exchange Reserves (weekly)
External Commercial Borrowings
India Current Account Balance
Call Money Market Rates
How We Use This Source
Primary source for the Loan-to-Job Efficiency Ratio (SCB credit component),
India FX Reserve Tracker, and monetary policy signal in India Intel. Bank credit data
and monetary aggregates are ingested weekly. India's forex reserve data is tracked
against BOP inflows to identify structural reserve accumulation vs valuation effects.
India – monetary system, banking sector, external sector
India's statutory body managing mandatory provident fund contributions
for formal sector employees. Its monthly payroll data, released with a 2-month lag,
is the highest-frequency, highest-quality proxy for formal employment creation in India
— far more reliable than survey-based employment statistics.
Key Metrics / Series Used
Monthly Net EPFO Subscriber Additions (new formal jobs)
Age-cohort breakdown of first-time subscribers
State-wise and industry-wise subscriber data
How We Use This Source
The denominator in our proprietary Loan-to-Job Efficiency Ratio. Monthly
EPFO additions represent genuine new formal employment creation. By comparing credit
growth (RBI data) against formal job creation (EPFO), we quantify whether bank lending
is actually reaching productive real economy employment or being absorbed by asset inflation.
The United Nations repository for international merchandise trade statistics.
Comtrade aggregates trade data reported by over 200 countries and territories, covering
bilateral trade flows by commodity (HS code level) with a 1-year reporting lag. The
definitive source for tracking commodity trade shifts, oil settlement patterns, and
supply chain reconfigurations.
Key Metrics / Series Used
Bilateral oil trade flows (HS 2709)
Gold trade flows (HS 7108)
US-China trade balance (detailed HS breakdown)
Critical mineral supply chain flows
Semiconductor and tech hardware trade
How We Use This Source
Primary source for the Petrodollar vs Petroyuan Monitor in the De-Dollarisation
Lab. Bilateral oil trade data allows estimation of what proportion of global oil trade is
settled outside USD. Also used for supply chain analysis in the Energy Lab and critical
mineral dependency calculations for India and China pages.
The market development organisation for the gold industry, providing the
most granular and authoritative data on central bank gold demand, global gold supply
(mine production, recycling), and ETF flows. Gold Demand Trends is the industry-standard
quarterly publication for gold market analysis.
Key Metrics / Series Used
Central Bank Gold Demand (quarterly tonnes)
Gold ETF Total Holdings (monthly, tonnes)
Global Gold Mine Production (quarterly)
BRICS+ Central Bank Gold Reserves
Gold-for-Oil Trade Flows (estimated)
How We Use This Source
The BRICS gold accumulation tracker in the De-Dollarisation Lab relies on
WGC's central bank reserve data. quarterly breakdown by country allows identification
of which central banks are systematically increasing gold reserves as a reserve
diversification strategy. Supplemented by IMF IFS gold data for cross-validation.
Global – central bank, ETF, jewellery, industrial demand
The OECD's autonomous intergovernmental energy organisation, providing
authoritative global energy statistics, outlooks, and policy analysis. The IEA Oil
Market Report and World Energy Outlook are the industry benchmarks for supply, demand,
and pricing fundamentals in global energy markets.
Key Metrics / Series Used
Global Oil Supply/Demand Balance (monthly)
OECD Oil Inventory Levels
Refinery Throughput (global)
Energy Import Dependency by Country
Global LNG Trade Flows
Renewable Energy Capacity Additions
How We Use This Source
The Energy Dependency Ratio for India and other countries is calibrated using
IEA energy balance data. Global oil supply/demand balance from the IEA Monthly Oil Market
Report drives our crude price regime signal. IEA's forecast data provides the consensus
against which we track supply surprises and demand revisions.
Open-source Python library providing programmatic access to Yahoo Finance's
market data. Used exclusively for high-frequency, real-time price signals where no free
authoritative institutional source exists. Data quality is sufficient for daily closing
prices but cannot be used for intraday or tick-level analysis.
Key Metrics / Series Used
GC=F – Gold Spot Price (COMEX front-month)
CL=F – WTI Crude Oil (NYMEX front-month)
^VIX – CBOE Volatility Index
DX-Y.NYB – US Dollar Index (DXY)
^SPX – S&P 500 Index
SI=F – Silver Spot Price
How We Use This Source
Market price signals used in ratio calculations (M2/Gold, Debt/Gold, SPX/Gold)
and as daily inputs to Macro Regime classification. Gold and Silver prices feed the
Gold/Silver ratio indicator. VIX is a component of the Sovereign Stress composite.
DXY tracks dollar strength trends in the De-Dollarisation Lab.
For all Core-tier metrics, we use only official releases. Where official data has reporting lags (e.g., quarterly BOP), we document the lag explicitly rather than estimating.
Automated Freshness Monitoring
Every data series has a monitored staleness threshold. The Data Health Dashboard flags any series that has not updated within 1.5× its expected refresh cadence.
Revision Handling
When source agencies revise historical data (common with GDP, trade, and inflation series), we ingest both the preliminary and the final revised figure and label them accordingly.
Cross-Validation Protocol
Critical metrics are cross-validated against at least two independent sources before being surfaced in the terminal. Discrepancies > 3% trigger a manual data quality review.