chore: import upstream snapshot with attribution

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2026-07-13 13:02:50 +08:00
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/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
namespace QuantConnect.Data.Custom.Intrinio
{
/// <summary>
/// Intrinio Data Source
/// </summary>
public static class IntrinioEconomicDataSources
{
/// <summary>
/// Bank of America Merrill Lynch
/// </summary>
public static class BofAMerrillLynch
{
/// <summary>
/// This data represents the effective yield of the BofA Merrill Lynch US Corporate BBB Index, a subset of the BofA
/// Merrill Lynch US Corporate Master Index tracking the performance of US dollar denominated investment grade rated
/// corporate debt publically issued in the US domestic market.
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/BAMLC0A4CBBBEY
/// </remarks>
public const string USCorporateBBBEffectiveYield = "$BAMLC0A4CBBBEY";
/// <summary>
/// This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate BBB Index, a subset of
/// the BofA Merrill Lynch US Corporate Master Index tracking the performance of US dollar denominated investment grade
/// rated corporate debt publically issued in the US domestic market.
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/BAMLC0A4CBBB
/// </remarks>
public const string USCorporateBBBOptionAdjustedSpread = "$BAMLC0A4CBBB";
/// <summary>
/// The BofA Merrill Lynch Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of
/// all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent
/// bonds OAS, weighted by market capitalization.
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/BAMLC0A0CM
/// </remarks>
public const string USCorporateMasterOptionAdjustedSpread = "$BAMLC0A0CM";
/// <summary>
/// This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate BB Index, a subset of
/// the BofA Merrill Lynch US High Yield Master II Index tracking the performance of US dollar denominated below
/// investment grade rated corporate debt publically issued in the US domestic market.
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/BAMLH0A1HYBB
/// </remarks>
public const string USHighYieldBBOptionAdjustedSpread = "$BAMLH0A1HYBB";
/// <summary>
/// This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate B Index, a subset of
/// the BofA Merrill Lynch US High Yield Master II Index tracking the performance of US dollar denominated below
/// investment grade rated corporate debt publically issued in the US domestic market. This subset includes all
/// securities with a given investment grade rating B.
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/BAMLH0A2HYB
/// </remarks>
public const string USHighYieldBOptionAdjustedSpread = "$BAMLH0A2HYB";
/// <summary>
/// This data represents the Option-Adjusted Spread (OAS) of the BofA Merrill Lynch US Corporate C Index, a subset of
/// the BofA Merrill Lynch US High Yield Master II Index tracking the performance of US dollar denominated below
/// investment grade rated corporate debt publically issued in the US domestic market.
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/BAMLH0A3HYC
/// </remarks>
public const string USHighYieldCCCorBelowOptionAdjustedSpread = "$BAMLH0A3HYC";
/// <summary>
/// This data represents the effective yield of the BofA Merrill Lynch US High Yield Master II Index, which tracks the
/// performance of US dollar denominated below investment grade rated corporate debt publically issued in the US
/// domestic market.
/// Source: https://fred.stlouisfed.org/series/BAMLH0A0HYM2EY
/// </summary>
public const string USHighYieldEffectiveYield = "$BAMLH0A0HYM2EY";
/// <summary>
/// This data represents the BofA Merrill Lynch US High Yield Master II Index value, which tracks the performance of US
/// dollar denominated below investment grade rated corporate debt publically issued in the US domestic market.
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/BAMLHYH0A0HYM2TRIV
/// </remarks>
public const string USHighYieldMasterIITotalReturnIndexValue = "$BAMLHYH0A0HYM2TRIV";
/// <summary>
/// The BofA Merrill Lynch Option-Adjusted Spreads (OASs) are the calculated spreads between a computed OAS index of
/// all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent
/// bonds OAS, weighted by market capitalization.
/// Source: https://fred.stlouisfed.org/series/BAMLH0A0HYM2
/// </summary>
public const string USHighYieldOptionAdjustedSpread = "$BAMLH0A0HYM2";
}
/// <summary>
/// Chicago Board Options Exchange
/// </summary>
public static class CBOE
{
/// <summary>
/// CBOE China ETF Volatility Index
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/VXFXICLS
/// </remarks>
public const string ChinaETFVolatilityIndex = "$VXFXICLS";
/// <summary>
/// CBOE Crude Oil ETF Volatility Index
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/OVXCLS
/// </remarks>
public const string CrudeOilETFVolatilityIndex = "$OVXCLS";
/// <summary>
/// CBOE Emerging Markets ETF Volatility Index
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/VXEEMCLS
/// </remarks>
public const string EmergingMarketsETFVolatilityIndex = "$VXEEMCLS";
/// <summary>
/// CBOE Gold ETF Volatility Index
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/GVZCLS
/// </remarks>
public const string GoldETFVolatilityIndex = "$GVZCLS";
/// <summary>
/// CBOE 10-Year Treasury Note Volatility Futures
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/VXTYN
/// </remarks>
public const string TenYearTreasuryNoteVolatilityFutures = "$VXTYN";
/// <summary>
/// CBOE Volatility Index: VIX
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/VIXCLS
/// </remarks>
public const string VIX = "$VIXCLS";
/// <summary>
/// CBOE S&amp;P 100 Volatility Index: VXO
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/VXOCLS
/// </remarks>
public const string VXO = "$VXOCLS";
/// <summary>
/// CBOE S&amp;P 500 3-Month Volatility Index
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/VXVCLS
/// </remarks>
public const string VXV = "$VXVCLS";
}
/// <summary>
/// Commodities
/// </summary>
public static class Commodities
{
/// <summary>
/// Crude Oil Prices: Brent - Europe
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/DCOILBRENTEU
/// </remarks>
public const string CrudeOilBrent = "$DCOILBRENTEU";
/// <summary>
/// Crude Oil Prices: West Texas Intermediate (WTI) - Cushing, Oklahoma
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/DCOILWTICO
/// </remarks>
public const string CrudeOilWTI = "$DCOILWTICO";
/// <summary>
/// Conventional Gasoline Prices: U.S. Gulf Coast, Regular
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/DGASUSGULF
/// </remarks>
public const string GasolineUSGulfCoast = "$DGASUSGULF";
/// <summary>
/// Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market, based in U.S. Dollars
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/GOLDAMGBD228NLBM
/// </remarks>
public const string GoldFixingPrice1030amLondon = "$GOLDAMGBD228NLBM";
/// <summary>
/// Gold Fixing Price 3:00 P.M. (London time) in London Bullion Market, based in U.S. Dollars
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/GOLDPMGBD228NLBM
/// </remarks>
public const string GoldFixingPrice1500amLondon = "$GOLDPMGBD228NLBM";
/// <summary>
/// Henry Hub Natural Gas Spot Price
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/DHHNGSP
/// </remarks>
public const string NaturalGas = "$DHHNGSP";
/// <summary>
/// Propane Prices: Mont Belvieu, Texas
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/DPROPANEMBTX
/// </remarks>
public const string Propane = "$DPROPANEMBTX";
}
/// <summary>
/// Exchange Rates
/// </summary>
public static class ExchangeRates
{
/// <summary>
/// Brazilian Reals to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string Brazil_USA = "$DEXBZUS";
/// <summary>
/// Canadian Dollars to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string Canada_USA = "$DEXCAUS";
/// <summary>
/// Chinese Yuan to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string China_USA = "$DEXCHUS";
/// <summary>
/// Hong Kong Dollars to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string HongKong_USA = "$DEXHKUS";
/// <summary>
/// Indian Rupees to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string India_USA = "$DEXINUS";
/// <summary>
/// Japanese Yen to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string Japan_USA = "$DEXJPUS";
/// <summary>
/// Malaysian Ringgit to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string Malaysia_USA = "$DEXMAUS";
/// <summary>
/// Mexican New Pesos to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string Mexico_USA = "$DEXMXUS";
/// <summary>
/// Norwegian Kroner to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string Norway_USA = "$DEXNOUS";
/// <summary>
/// Singapore Dollars to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string Singapore_USA = "$DEXSIUS";
/// <summary>
/// South African Rand to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string SouthAfrica_USA = "$DEXSFUS";
/// <summary>
/// South Korean Won to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string SouthKorea_USA = "$DEXKOUS";
/// <summary>
/// Sri Lankan Rupees to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string SriLanka_USA = "$DEXSLUS";
/// <summary>
/// Swiss Francs to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string Switzerland_USA = "$DEXSZUS";
/// <summary>
/// New Taiwan Dollars to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string Taiwan_USA = "$DEXTAUS";
/// <summary>
/// Thai Baht to One U.S. Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string Thailand_USA = "$DEXTHUS";
/// <summary>
/// U.S. Dollars to One Australian Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string USA_Australia = "$DEXUSAL";
/// <summary>
/// U.S. Dollars to One Euro
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string USA_Euro = "$DEXUSEU";
/// <summary>
/// U.S. Dollars to One New Zealand Dollar
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string USA_NewZealand = "$DEXUSNZ";
/// <summary>
/// U.S. Dollars to One British Pound
/// </summary>
/// <remarks>
/// Source: Board of Governors of the Federal Reserve System https://www.federalreserve.gov/releases/h10/
/// </remarks>
public const string USA_UK = "$DEXUSUK";
}
/// <summary>
/// Moody's Investors Service
/// </summary>
public static class Moodys
{
/// <summary>
/// Moody's Seasoned Aaa Corporate Bond© and 10-Year Treasury Constant Maturity.
/// These instruments are based on bonds with maturities 20 years and above.
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/DAAA
/// </remarks>
public const string SeasonedAaaCorporateBondYield = "$DAAA";
/// <summary>
/// Series is calculated as the spread between Moody's Seasoned Aaa Corporate Bond© and 10-Year Treasury Constant
/// Maturity
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/AAA10Y
/// </remarks>
public const string SeasonedAaaCorporateBondYieldRelativeTo10YearTreasuryConstantMaturity = "$AAA10Y";
/// <summary>
/// Moody's Seasoned Baa Corporate Bond© and 10-Year Treasury Constant Maturity.
/// These instruments are based on bonds with maturities 20 years and above.
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/DBAA
/// </remarks>
public const string SeasonedBaaCorporateBondYield = "$DBAA";
/// <summary>
/// Series is calculated as the spread between Moody's Seasoned Baa Corporate Bond© and 10-Year Treasury Constant Maturity
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/BAA10Y
/// </remarks>
public const string SeasonedBaaCorporateBondYieldRelativeTo10YearTreasuryConstantMaturity = "$BAA10Y";
}
/// <summary>
/// Trade Weighted US Dollar Index
/// </summary>
public static class TradeWeightedUsDollarIndex
{
/// <summary>
/// A weighted average of the foreign exchange value of the U.S. dollar against the currencies of a broad group of
/// major U.S. trading partners. Broad currency index includes the Euro Area, Canada, Japan, Mexico, China, United
/// Kingdom, Taiwan, Korea, Singapore, Hong Kong, Malaysia, Brazil, Switzerland, Thailand, Philippines, Australia,
/// Indonesia, India, Israel, Saudi Arabia, Russia, Sweden, Argentina, Venezuela, Chile and Colombia.
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/DTWEXB
/// For more information about trade-weighted indexes see
/// http://www.federalreserve.gov/pubs/bulletin/2005/winter05_index.pdf.
/// </remarks>
public const string Broad = "$DTWEXB";
/// <summary>
/// A weighted average of the foreign exchange value of the U.S. dollar against a subset of the broad index currencies
/// that circulate widely outside the country of issue. Major currencies index includes the Euro Area, Canada, Japan,
/// United Kingdom, Switzerland, Australia, and Sweden.
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/DTWEXM
/// For more information about trade-weighted indexes see
/// http://www.federalreserve.gov/pubs/bulletin/2005/winter05_index.pdf.
/// </remarks>
public const string MajorCurrencies = "$DTWEXM";
/// <summary>
/// A weighted average of the foreign exchange value of the U.S. dollar against a subset of the broad index currencies
/// that do not circulate widely outside the country of issue. Countries whose currencies are included in the other
/// important trading partners index are Mexico, China, Taiwan, Korea, Singapore, Hong Kong, Malaysia, Brazil,
/// Thailand, Philippines, Indonesia, India, Israel, Saudi Arabia, Russia, Argentina, Venezuela, Chile and Colombia.
/// </summary>
/// <remarks>
/// Source: https://fred.stlouisfed.org/series/DTWEXO
/// For more information about trade-weighted indexes see
/// http://www.federalreserve.gov/pubs/bulletin/2005/winter05_index.pdf.
/// </remarks>
public const string OtherImportantTradingPartners = "$DTWEXO";
}
}
}