The things, or objects, stored in the Macrobond database are called entities. The most common type of entity is the Time series. Some other types are Region, Release, Source, Index and Security. All entities has a unique name.
All entities have some metadata that describes the entity. The metadata comes as a set of metadata attributes.
There are different types of attributes. Some can take only values from a list of defined values. There are different data type such as string, timestamp, boolean and integer. All entities can also function as meta data and in that case the value is the name of the references entity. An example of this is Region.
Given the name of an attribute, you can use the Macrobond API to get more details.
Some metadata attributes are used just for descriptive purposes, to form series titles and to organize them, and these are prone to change as the organization of the database is changed.
Other metadata is used to describe properties of the time series. Below follows a list of the most common and useful metadata attributes.
Time series
Main attributes
CalAdj | Indicates that a time series is calendar adjusted. A calendar adjustment method may be specified. |
Class | Indicates time series classification: flow, step, stock. It determines how the automatic frequency conversion behaves. A flow time series will be aggregated when converted to a lower frequency and distributed over periods when converted to a higher frequency. |
Company | Provides a Company entity name. |
Currency | Indicates a time series currency based on the three letter ISO 4217 codes. A list of supported currencies is available on the Currencies List. (https://www.macrobond.com/currency-list/) |
Description | Contains a main part of an entity title. |
DescriptionBySource | Contains an original description used by a source. |
Estimator | Indicates a source of forecasts. |
FirstRevisionTimeStamp | Indicates a first revision date and time of a time series. |
FiscalYearDetails | Indicates that a time series is expressed in a fiscal year. |
FiscalYearEndDate | Indicates a fiscal year end date. |
FiscalYearEndMonth | Indicates a fiscal year end month. |
ForecastCutoffDate | Indicates a forecast start date. The date must not be before a start date or after an end date of a time series. |
Index | Specifies an index associated with a time series. |
InflAdj | Indicates whether a time series is adjusted for inflation (constant prices) or not (current prices). |
ISICRev4Classification | Provides an industry type according to the International Standard Industrial Classification of All Economic Activities, Rev. 4 (ISIC, Rev. 4). |
ISICRev4ClassificationCode | Provides a time series original code according to the International Standard Industrial Classification of All Economic Activities, Rev. 4 (ISIC, Rev. 4). |
LastRevisionTimeStamp | Indicates a time series last revision date and time. |
LastTradeDate | Indicates a date when an instrument stops trading on an exchange. This usually happens one or two days before a contract maturity. |
LinkedInfo | Describes methodology changes and which external sources have been used to construct historical data of a time series. |
LocalLanguageDescription | Contains an original local language description used by a source. |
Maturity | Indicates time series variable maturity. |
MaturityDate | Indicates a maturity date. Some analyses, such as the Yield Curve Analysis, can use this information to automatically configure a maturity length. If you set MaturityDate, you should also set RateMethod. It's mutually exclusive with the MaturityDays attribute. |
MaturityDays | Describes maturity in days using the 30/360 day count convention. All months are assumed to have 30 days so all years contain 360 days. Used in calculations in yield curves and zerocoupon yields. |
MoveBase | Indicates a time series moving base presented as an index. |
Percent | Indicates a time series percentage change type. |
PriceBase | Indicates a time series base year presented in constant prices. |
PriceBasis | Indicates prices or costs types used for calculations of national accounts and its components. |
RateMethod | Distinguishes between simple and effective rates. Some analyses, such as the Yield Curve Analysis, can use this information for automatic configuration. This attribute should be set together with either MaturityDate or MaturityLength. |
RateType | Indicates a rate type in a financial time series. |
Region | Indicates the Region entity associated with an entity. For countries the code corresponds to the two letter ISO 3166 codes. A list of the the most commonly used regions is available on the Region List page. |
RegionKey | This attribute associates a series with a concept such as gdp_total. These concepts are identified by Macrobond and are used to find a series representing a concept for a region. There can only be one series per region for each type of concept. In the Macrobond application, all series you find the the Concept & Category tree have the RegionKey attribute. You can inspect series to see if they have RegionKey attribute identifying a concept and then use this to search for the corresponding series for other regions. There are examples how to do this in the API documentation. |
RegionVariable | Identifies a number of series per region associated with a variable and used for calculating ratios. |
Release | Indicates a Release entity name. |
RespAdj | Indicates that a time series is adjusted for non response or not adjusted for non response. |
RevisionHistorySource | Indicates a historical data revision source. |
RevisionHistorySourceCutOffDate | Indicates a revision last date provided by a source. |
SeasonAdj | Indicates that a time series is seasonally adjusted. A seasonal adjustment method may be specified. |
SITCRev3Classification | Provides a commodity type according to the Standard International Trade Classification, Rev. 3 (SITC, Rev. 3). |
Source | Provides a Source entity name. |
SwapType | Specifies a derivative contract type exchanged for two different financial instruments. |
TimeDim | Indicates a time dimension of a time series: aggregation, annual rate or moving average. |
TitleUnit | Allows an account unit to be displayed in a time series title. |
TrendAdj | Indicates that a time series is trend adjusted. A trend adjustment method may be specified. |
UnderlyingCurrency | Indicates an underlying currency in a currency pair combination. It also indicates an underlying currency for a time series not measured directly in monetary units. |
Specific attributes
CapAdj | Indicates that a time series is adjusted for capital consumption. |
Coupon | Provides an interest rate paid on an entity, expressed as a percentage of a face value, FRN for a floating rate note. |
DayCountConvention | Determines accrued interest over time for a variety of investments, including bonds, notes, loans, mortgages, medium-term notes, swaps, and forward rate agreements (FRAs). Determines a number of days between two coupon payments calculating an amount transferred on payment dates and also accrued interest for dates between payments. Used also to quantify periods of time when discounting a cash-flow to its present value. |
Exchange | Provides an exchange name associated with an entity. |
FirstDeliveryDate | Indicates a first date when instrument contract transactions are completed. |
FirstTradeDate | Indicates a date when an instrument starts trading on an exchange. |
FuturesExpirationDay | Indicates a future expiration day. |
FuturesExpirationMonth | Indicates a future expiration month. |
FuturesExpirationQuarter | Indicates a future expiration quarter. |
FuturesExpirationWeek | Indicates a future expiration week. |
FuturesExpirationYear | Indicates a future expiration year. |
FuturesPosition | Indicates a position for a future continuation time series. Used in futures contracts. |
IMMPosition | Indicates an expiry date ranking similar to FuturesPosition. To be used in contracts following IMM dates (the third Wednesday in every March, June, Sep, Dec). |
InvAdj | Indicates that a time series is adjusted for inventory valuation (IVA). |
Isin | Provides an original code of an entity according to the International Securities Identification Number (ISIN) standard. It indicates that an entity is listed as an international source and serves for uniform identification of security at trading and settlement. |
Issuer | Indicates an issuer associated with an entity. |
LastDeliveryDate | Indicates a last date when an instrument contract transactions are completed. |
NoOfSettlementDays | Indicates a number of days it takes for a derivatives contract to stop trading and to be settled. |
NumberOfHours | Indicates a number of hours underlying an instrument contract. |
QuotationType | Specifies how a time series is quoted, for example bid, ask or mid. |
Rating | Indicates a credit rating. |
SamplingPeriod | Used by the application for frequency conversion purposes. |
Security | Indicates security associated with a time series. |
Ticker | Provides a non-unique code used to identify instruments such as shares. |
UnderlyingInstrument | Indicates an individual instrument code used to update a futures continuation series or a bond updating a benchmark series. |
UnderlyingInstrumentInfo | Indicates an underlying instrument maturity currently used to update this continuation series. |
Attributes related to specific sources
AbsCode | Provides an original time series code released by the Australian Bureau of Statistics. |
ASB_Code | Provides an original time series code released by the Statistics Denmark or the Central Bank of Denmark. |
BankofSpainCode | Provides an original time series code released by the Bank of Spain. |
BeaCode | Provides an original time series code released by the U.S. Bureau of Economic Analysis (BEA). |
BisCode | Provides an original time series code released by the Bank for International Settlements. |
BisTable | Provides an original table code released by the Bank for International Settlements. |
BOECode | Provides an original time series code released by the Bank of England (BOE). |
BOEShortCode | Provides a shortened version of an original code of a time series released by the Bank of England (BOE). |
BOFCode | Provides an original time series code released by the Bank of France. |
BojCode | Provides an original time series code released by the Bank of Japan. |
BubaCode | Provides an original time series code released by the Bundesbank. |
CansimVector | Provides an original time series vector released by the Statistics Canada (CANSIM). |
CREACode | Provides an original time series code released by the Canadian Real Estate Association (CREA). |
CREAVariable | Provides a time series variable description (e.g Unit Sales) released by the Canadian Real Estate Association (CREA). |
EcbCode | Provides an original time series code released by the European Central Bank (ECB). |
ECDCNutsCode | Provides an original time series code released by the European Centre for Disease Prevention & Control (ECDC) on the daily subnational 14-day notification rate of new COVID-19 cases according to the Nomenclature of Territorial Units for Statistics (NUTS) standard. |
EiaSourceKey | Provides an original time series code released by the U.S. Energy Information Administration. |
ES_MEHCode | Provides an original time series code released by the Spanish Ministry of Economy & Competitiveness (MEH). |
EuroStatBulkCode | Provides an original time series code released by the Eurostat in their bulk download. |
EuroStatCode | Provides an original time series code released by the Eurostat. |
EuroStatNACE_1_1 | Specifies a section of Statistical Classification of Economic Activities in the European Community, Rev. 1.1 (2002) (NACE Rev. 1.1). |
EuroStatNACE_2_0 | Specifies a section of Statistical Classification of Economic Activities in the European Community, Rev. 2 (NACE Rev. 2). |
FederalReserveCode | Provides an original time series code released by the Federal Reserve. |
IMF_CPIS_CounterpartSector | Indicates a specific counterpart sector of the International Monetary Fund (IMF) - Coordinated Portfolio Investment Survey (CPIS). |
IMF_CPIS_Sector | Indicates a specific sector of the International Monetary Fund (IMF) - Coordinated Portfolio Investment Survey (CPIS). |
IMF_GFS_CounterpartArea | Indicates a specific counterpart area of the International Monetary Fund (IMF) - Governent Finance Statistics (GFS). |
IMF_GFS_CounterpartSector2 | Indicates a specific counterpart sector of the International Monetary Fund (IMF) - Governent Finance Statistics (GFS). |
IMF_GFS_Dataset | Indicates a specific dataset of the International Monetary Fund (IMF) - Governent Finance Statistics (GFS). |
IMF_GFS_Sector | Indicates a specific sector of the International Monetary Fund (IMF) - Governent Finance Statistics (GFS). |
IMF_GFS_Stock_PositionsAndFlows | Indicates specific stock or flow positions of the International Monetary Fund (IMF) - Governent Finance Statistics (GFS). |
IMFFSIIndicCode | Provides an original time series code released by the International Monetary Fund (IMF) - Financial Soundness Indicators (FSI). |
IMFIFSIndicCode | Provides an original time series code released by the International Monetary Fund (IMF) - International Financial Statistics (IFS). |
IMFIRFCLIndicCode | Provides an original time series code released by the International Monetary Fund (IMF) - International Reserves and Foreign Currency Liquidity (IRFCL). |
IMFPCPIndicCode | Provides an original time series code released by the International Monetary Fund (IMF) - Primary Commodity Price System (PCPS). |
INSEECode | Provides an original time series code released by the French Statistical Office INSEE. |
INSEEEnglishDescription | Provides the English version of a time series source description released by the French Statistical Office INSEE. |
MarkitPmiCode | Provides an original time series PMI code released by Markit. |
MLRating | Indicates an index credit rating used in Merrill Lynch data. |
OnsCode | Provides an original time serie code released by the U.K. Office for National Statistics (ONS). |
OxfordCode | Provides an original time series code released by the Oxford Database. |
RbaSeriesId | Provides an original time series code released by the Reserve Bank of Australia. |
SBGermanCode | Provides an original time series code and title released by the German Federal Statistical Office (Statistisches Bundesamt). |
Sni2007Class | Provides an economic activity sector according to the Swedish Standard Industrial Classification 2007. |
Sni2007Code | Provides an original time series code according to the Swedish Standard Industrial Classification 2007. |
StatNZCode | Provides an original time series code released by Statistics New Zealand. |
StLouisFredCode | Provides an original time series code released by the Federal Reserve Bank of St. Louis Database. |
TcmbCode | Provides an original time series code released by the Central Bank of the Republic of Turkey (TCMB). |
TOL2008IndClassCode | Provides an original time series code according to the Standard Industrial Classification TOL 2008 released by Statistics Finland. |
TOLIndClass | Provides an industry type according to Standard Industrial Classification TOL 2008 released by Statistics Finland. |
UsBlsCode | Provides an original time series code released by the U.S. Bureau of Labour Statistics. |
WordBankCode | Provides an original time series code released by the World Bank. |
YggInflectionDate | Indicates an infection date according to the Youyang Gu COVID-19 model (YYG). |
Other attributes
Database | Provides the name of the database this series. For series in the Macrobond database, this is "Macrobond". |
DisplayUnit | The unit of the time series. Used for in-house series. It can be set to any text and is used instead of the Unit attribute, which has fixed set of options. Typically displayed in axis labels in charts. |
FullDescription | Used for in-house series. Allows you to create a specific description of a series instead of relying on standard title generation. |
IHCategory | This is a free-text property indicating the category for an in-house series. It can be set when uploading series. It's used together with Region to group series in the Macrobond application when browsing the in-house database. |
IHInfo | This is an optional comment for in-house series. It can be set when uploading series and can be seen in the Series information report in the Macrobond application. |
OriginalCurrency | The currency of a series before any transformations or calculations. This is set when you have requested the series using a unified series request, which can involve automatic currency conversion. |
OriginalEndDate | The end date of a series before any transformations or calculations. This is set when you have requested the series using a unified series request, which can involve transformations like frequency conversion. |
OriginalFrequency | The frequency of a series before any transformations or calculations. This is set when you have requested the series using a unified series request, which can involve transformations like frequency conversion. |
OriginalStartDate | The start date of a series before any transformations or calculations. This is set when you have requested the series using a unified series request, which can involve transformations like frequency conversion. |
Release
CalendarUrl | Provides a link to the source calendar. |
Company | Provides a Company entity name. |
Description | Contains a main part of an entity title. |
DescriptionBySource | Contains an original description used by a source. |
HistoryUrl | Provides detailed link to database, where historical data are stored. |
InfoUrl | Provides a link to the source main page or to the latest news. |
LastReleaseEventTime | Indicates the date and time of the last scheduled update. Available for entities of type Release. |
LocalLanguageDescription | Contains an original local language description used by a source. |
MethodologyUrl | Provides a link to the methodology used by the source. |
NextReleaseEventTime | Indicates the next date and time of the next scheduled update. Available for entities of type Release. |
Region | Indicates the Region entity associated with an entity. For countries the code corresponds to the two letter ISO 3166 codes. A list of the the most commonly used regions is available on the Region List page. |
ReleaseFrequency | Indicates how often data is being released by a source. |
Source | Provides a Source entity name. |
TwitterUrl | Provides a link to the source's official Twitter webpage. |
Source
Abbreviation | Contains shortened official form of the source name. |
CountryOfDomicile | Indicates the country of domicile of a source. |
Description | Contains a main part of an entity title. |
FacebookUrl | Provides a link to the source's official Facebook webpage. |
InfoUrl | Provides a link to the source main page or to the latest news. |
IsInternational | Indicates the source's location as international in the data structure. |
IsNational | Indicates the source's location as national in the data structure. |
LocalLanguageDescription | Contains an original local language description used by a source. |
Region | Indicates the Region entity associated with an entity. For countries the code corresponds to the two letter ISO 3166 codes. A list of the the most commonly used regions is available on the Region List page. |
TwitterUrl | Provides a link to the source's official Twitter webpage. |
YoutubeUrl | Provides a link to the source's official YouTube webpage. |
Region
Regions are geographical or economical regions for which there are time series and other entities in the database. A list of the most common regions can be found here.
Description | The name of the region. |
ExchangeRateArrangement | Provides the type of exchange rate regime of a country according to the Classification of Exchange Rate Arrangements as determined by the International Monetary Fund (IMF). |
IsoCountryCode2 | Provides a two letter alphabetical country code according to ISO 3166-1. |
LocalLanguageDescription | Contains an original local language description used by a source. |
MonetaryPolicyFramework | Provides the type of monetary policy framework of a country according to the Classification of Monetary Policy Frameworks as determined by the International Monetary Fund (IMF). |
Region | The parent Region entity. For instance, for a state in U.S., this references the country "us". |
RegionKey | A list of what types of region key series that are available for this region. |
RegionType | Specifies region position in the administrative hierarchy (e.g. Country > State > City). |
RegionVariable | Identifies a number of series per region associated with a variable and used for calculating ratios. |
UsStateAnsiCode | Provides a two letter ANSI code for U.S. states. |