Commonly used metadata

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.