Vintage data (Revision history)

This feature is available in Macrobond 1.25 and later. It requires Macrobond Data+ license. 

Overview

This feature is available in Macrobond 1.25 and later. It requires Macrobond Data+ license. 

If you have Data+ license you can download vintage versions of time series with Python/R API or through Macrobond main-app. Note that not all time series may have vintage data or they do not have data, from the period you want.

Set Vintage request for all series in document

Select date in the Vintage field on Series list. This setting will be applied to all series on Series list - program will try to get the revision for all series at this point in time.

How to set time in Vintage field?

The calendar date and time is show in your local time according to your Windows time zone setting.

For example, if you selected the vintage 1st December 2001, and your Windows time zone is UTC+1 , the absolute time is 2001-12-01 09:30+1.

Set Vintage request for one series

Revision history works together with { } brackets. To see historical data for one series, use in Expression field code with date for which you want data:

segdp{2001-12-01 09:30+1}

The format must be {YYYY-MM-DD HH:MM+offset}.

You can also add vintage time series directly from data-tree.

How to add vintage time series from data-tree?

Go to Analytics tab > Series browser panel. Right-click on a series which have vintage data and select one of the possibilities:

How to set time in vintage formula?

Revision history's time is expressed in UTC, therefore you always need to specify a time zone offset. Offset is always needed in formula for vintage data.

Applying document-wide vintage date on Series list will not affect vintage formula.

Using offset

Update for series segdp was released on 27th August 2021 9:30 Swedish local time. Sweden is in time zone UTC+2 so formula should be:

segdp{2021-08-27 09:30+2}

Most probably you know the release time in your local time. For example, if you are in Hong Kong formula should be:

segdp{2021-08-27 15:30+8}

In effect you can call same vintage data in many ways:

segdp{1999-12-01 09:30+1}
segdp{1999-12-01 15:30+7}
segdp{1999-11-30 23:30-9}
segdp{1999-12-01 08:30z}
segdp{1999-12-01 08:30+0}

UTC+0 time zone

If you want to have UTC time you can write it in two ways:

segdp{1999-12-01 08:30z}
segdp{1999-12-01 08:30+0}

Omitting time

You can omit the time, program will then assume time 00:00. Examples below show same result:

segdp{1999-12-01+0} 
segdp{1999-12-01 00:00+0}

Downloading values by release order (initial release)

To get first value (initial release) for each point in time type in code:

segdp{0}

In this example (colors won't appear in program):

  • Segdp{0} will return the initial release, the values marked in green
  • Segdp{1} will return the first revision, the values marked in blue

Viewing all available revision history

In Browse activity tab (or in Search) you can right-click on a series and select Show revision history. New window will pop up where you can see all available historical releases we have in our database. Any change in values will be highlighted in beige color.

Questions

How to know if a series has vintage data at all?

In Search tab you will see three violet lines sign. You can also right-click on a series and see Show revision history. Both methods work also for Browse tab.

How to check if revision was applied to a series?

On a chart's legend you will see analysis text for each expression that uses revision history informing you what was used.

What happens if series doesn't have any revision?

There will appear a yellow bar with general information 'One or more series does not have revision history for the specified vintage.' When you got Series information tab and hover over highlighted series you will see why, there is no revision for this series.

On Series information tab you can check also which series has what revision in Vintage column. Right-click on a main bar, press Select columns and add Vintage.
If there is no revision data for selected point in time, program will display the first available data, highlight series on Series Information tab and in Vintage column will not show any date.

Why current series is so much different than in vintage release?

Series are presented as they were shown by the source at that point in time. The source could decide to shorten series, rebase it, or add more historical values.