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Data Source Catalog
This catalog documents every data source relevant to the target markets — from official government feeds to unconventional alternative data. It is organized by data category:
| Category | What it covers |
|---|---|
| Price History | OHLCV, tick/trade data, continuous contracts |
| Market Depth & Microstructure | L2/L3 order book, MBO/MBP, order flow |
| Volatility & Options | VIX family, options chains, implied volatility surfaces |
| Macro & Economic | CPI, FOMC, employment, rates, surveys |
| Energy Fundamentals | Inventories, refinery utilization, OPEC, rig counts |
| Metals Fundamentals | Warehouse stocks, ETF holdings, central bank activity |
| Positioning & Flows | CFTC COT, open interest, dealer gamma |
| News & Sentiment | Newswires, sentiment APIs, social media |
| Alternative Data | Satellite, tanker tracking, weather, search trends |
| Calendars & Reference | Economic calendars, holidays, rolls, margins |
How to read a source entry
Every source in this catalog is an ###-level entry with a fixed-field table:
| Field | Meaning |
|---|---|
| What it is | One-line description of the data product |
| Coverage | Which of our target symbols/markets it covers |
| Granularity | Resolution (tick, 1-min bars, daily, weekly report, …) |
| History depth | How far back the data goes |
| Latency / updates | Real-time, delayed, end-of-day, weekly, … |
| Access method | API, WebSocket, CSV download, web page, FTP, … |
| Cost | Price with an explicit "as of" date; "contact sales" if gated |
| Pricing page | Link to the provider's live pricing page (source of truth) |
| Licensing / redistribution | Storage, backtest, and redistribution rights notes |
| Reliability caveats | Known gaps, survivorship issues, revision behavior |
| Best for | Where this source fits in this project |
Pricing changes frequently — treat the Pricing page link as the source of truth and the stated cost as a dated snapshot.