Bloomberg has announced the launch of its Economic Releases and Surveys Point-in-Time (PiT) dataset, a strategic expansion of its Investment Research Data solutions designed for quantitative research and systematic investing. Available through Bloomberg Data License, this dataset provides institutional investors with access to over 3,000 curated economic indicators and government auction events across more than 100 economies. The data offers historical, time-stamped observations reaching back to 1997, facilitating a deeper understanding of market-moving events.
Quick Intel
Bloomberg introduces a Point-in-Time (PiT) dataset for 3,000+ economic indicators.
The dataset covers over 100 economies with historical data dating back to 1997.
Designed to eliminate look-ahead bias by showing data exactly as it appeared at release.
Features three components: Forward-Looking Calendars, Actuals & Surveys, and Changes.
Sourced from the same infrastructure as the Bloomberg Terminal’s {ECO } function.
Part of a broader suite including Company Financials and Transaction Analytics.
Solving the Challenge of Data Revisions
In the field of quantitative research, accurately reconstructing historical market conditions is a primary requirement. Macroeconomic data often undergoes revisions, which can create discrepancies in backtesting if not properly managed. This new PiT dataset addresses these challenges by allowing clients to view information as it was available to market participants at the specific time of release. This provides a consistent foundation for analyzing how different asset classes—including rates, FX, and equities—respond to macroeconomic catalysts.
Key Components of the PiT Framework
The dataset provides a comprehensive view of the global macroeconomic information flow through three distinct pillars. The Forward-Looking Calendar tracks scheduled release dates for upcoming events, enabling firms to anticipate market catalysts systematically. The Actuals and Surveys component captures published values and Bloomberg's consensus forecasts, complete with revision histories. Finally, the Actuals and Surveys (Changes) component records intraday updates to economist forecasts, allowing for the modeling of expectation dynamics leading up to a release.
Unified Integration and Data Consistency
A critical feature of the new offering is its integration with the broader Bloomberg ecosystem. The dataset is sourced from the same infrastructure as the Economic Calendars solution on the Bloomberg Terminal and complements the Real-Time Macro Indicators feed. This alignment ensures that the data used during the initial research and backtesting phases is identical to the data used in live production environments, reducing the risk of execution discrepancies.
Expanding the Investment Research Suite
This launch is the latest development in Bloomberg’s broader Investment Research Data strategy. The suite currently includes Company Financials, Industry Specific KPIs, Operating Segment Fundamentals, and Tick History. By providing a unified data language, Bloomberg aims to streamline the entire investment lifecycle, from initial data discovery to alpha generation, helping modern investment firms manage risk and execution more effectively across the global financial ecosystem.
"Macro strategies are fundamentally driven by expectation formation and the market's response to new information. This dataset enables clients to model that process in a point-in-time framework, capturing forecast updates, consensus evolution, and full revision histories. This provides a robust foundation for building macro signals and cross-asset models that are consistent from backtesting to live trading environments." — Angana Jacob, Global Head of Investment Research Data at Bloomberg.
"Real-time and historical consistency is essential for clients building event-driven strategies. By aligning our point-in-time and real-time offerings, we are providing a unified framework that supports the entire investment workflow, from initial model research to market execution." — Colette Garcia, Global Head of Real-Time Content at Bloomberg.
About Bloomberg
Bloomberg is a global leader in business and financial information, delivering data, news, and analytics to help decision-makers in the financial markets and beyond. Through its Enterprise Data business, Bloomberg provides high-quality, fit-for-purpose datasets that power research, risk management, and execution across the global financial ecosystem.
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