Self-Serve Data for Macroeconomic indicators

The macroeconomic indicators already provided by Quantopian, such as inflation rate or GNP, output the same value for each asset (sid) in the Quantopian US equities database, but if we'd like to add a new macroeconomic data, for example Industrial Production, we are required to provide an existing asset, otherwise the import will be skipped.

My question is: Is it possible to upload data that applies to all assets, for example using a wildcard operator:

date,symbol,indpro
2019-07-01, *, 109.18
2019-06-01, *, 109.41
2019-05-01, *, 109.22
...


if it's not possible, consider it as a feature request ;-)

3 responses

+1 Costantino

This is probably unnecessary. What are you trying to do?

importing the industrial production data from quandl: https://www.quandl.com/data/FRED/INDPRO-Industrial-Production-Index

I'm using SPY as symbol and then a custom factor where I do something like this to get the data:

def compute(self, today, assets, out, data):
indpro_index = np.where((assets == 8554) == True)[0][0]
indpro = data[:, indpro_index]
....



I'm looking for a more elegant/less verbose solution