11. DataTables — Fundamental and Macroeconomic Data
Fundamental data and macroeconomic data refer to data that reflect the economic fundamentals and macroeconomic conditions of a country or region, including multiple indicators such as money supply, social financing scale, gross domestic product, consumer price index, producer price index, and purchasing managers’ index.
11.1. Market fundamentals data
Shanghai Interbank Offered Rate (SHIBOR): shibor
Data table purpose: reference, Asset type: none, Data frequency: d
The Shanghai Interbank Offered Rate (SHIBOR) is the interest rate benchmark in the Shanghai interbank lending market, including multiple interest rate benchmarks such as overnight, 1-week, 2-week, 1-month, 3-month, 6-month, 9-month, and 1-year rates.
columns |
dtypes |
remarks |
is_prime_key |
|
|---|---|---|---|---|
0 |
date |
date |
Date |
Y |
1 |
on |
float |
overnight |
N |
2 |
1w |
float |
1 Week |
N |
3 |
2w |
float |
2 weeks |
N |
4 |
1m |
float |
1 month |
N |
5 |
3m |
float |
3 months |
N |
6 |
6m |
float |
6 months |
N |
7 |
9m |
float |
9 months |
N |
8 |
1y |
float |
1year |
N |
London Interbank Offered Rate (LIBOR): libor
Data table purpose: reference, Asset type: none, Data frequency: d
The London Interbank Offered Rate (LIBOR) is the benchmark interest rate in the London Interbank Offered Rate market, which includes multiple interest rate benchmarks such as overnight, 1-week, 1-month, 3-month, 6-month, and 1-year rates.
columns |
dtypes |
remarks |
is_prime_key |
|
|---|---|---|---|---|
0 |
date |
date |
Date |
Y |
1 |
curr_type |
varchar(9) |
money |
Y |
2 |
on |
float |
overnight |
N |
3 |
1w |
float |
1 Week |
N |
4 |
1m |
float |
1 month |
N |
5 |
2m |
float |
2 months |
N |
6 |
3m |
float |
3 months |
N |
7 |
6m |
float |
6 months |
N |
8 |
12m |
float |
12 months |
N |
Hong Kong Interbank Offered Rate (HIBOR): hibor
Data table purpose: reference, Asset type: none, Data frequency: d
The Hong Kong Interbank Offered Rate (HIBOR) is the benchmark interest rate in the Hong Kong interbank market, encompassing overnight, 1-week, 2-week, 1-month, 3-month, 6-month, 9-month, and 1-year rates.
columns |
dtypes |
remarks |
is_prime_key |
|
|---|---|---|---|---|
0 |
date |
date |
Date |
Y |
1 |
on |
float |
overnight |
N |
2 |
1w |
float |
1 Week |
N |
3 |
2w |
float |
2 weeks |
N |
4 |
1m |
float |
1 month |
N |
5 |
2m |
float |
2 months |
N |
6 |
3m |
float |
3 months |
N |
7 |
6m |
float |
6 months |
N |
8 |
12m |
float |
12 months |
N |
Wenzhou Private Lending Index: wz_index
Data table purpose: reference, Asset type: none, Data frequency: d
The Wenzhou Private Lending Index refers to the interest rate index of the private lending market in Wenzhou. It includes multiple interest rate indicators such as the comprehensive interest rate index of the private lending market in Wenzhou, the interest rate of private lending service centers, the lending rate of microfinance companies, the financing price of private capital management companies, the interest rate of direct social lending, the interest rate of other market entities, the mutual aid fund rate of rural mutual aid associations, and the interest rates of private lending in Wenzhou for different terms (one-month, three-month, six-month, one-year, and long-term).
columns |
dtypes |
remarks |
is_prime_key |
|
|---|---|---|---|---|
0 |
date |
date |
Date |
Y |
1 |
comp_rate |
float |
Wenzhou Private Financing Composite Interest Rate Index (%, same below) |
N |
2 |
center_rate |
float |
Interest rates at private lending service centers |
N |
3 |
micro_rate |
float |
Microloan companies’ lending rates |
N |
4 |
cm_rate |
float |
Financing prices for private capital management companies |
N |
5 |
sdb_rate |
float |
Direct lending rate |
N |
6 |
om_rate |
float |
Other market participants’ interest rates |
N |
7 |
aa_rate |
float |
Rural Mutual Aid Association Mutual Aid Fund Rate |
N |
8 |
m1_rate |
float |
Interest rates for private lending in Wenzhou (one-month term) |
N |
9 |
m3_rate |
float |
Interest rates for private lending in Wenzhou (three-month term) |
N |
10 |
m6_rate |
float |
Interest rates for private lending in Wenzhou (six-month term) |
N |
11 |
m12_rate |
float |
Interest rates for private lending in Wenzhou (one-year term) |
N |
12 |
long_rate |
float |
Interest rates for private lending in Wenzhou (long term) |
N |
Guangzhou Private Lending Index: gz_index
Data table purpose: reference, Asset type: none, Data frequency: d
The Guangzhou Private Lending Index refers to the interest rate index of the private lending market in Guangzhou. It includes multiple interest rate indicators such as the comprehensive interest rate index of the private lending market in Guangzhou, the lending rate of microfinance companies, the financing price of private capital management companies, the direct lending rate of the social sector, the interest rate of other market entities, the mutual aid fund rate of rural mutual aid associations, and the interest rates of private lending in Guangzhou by term (one-month, three-month, six-month, one-year, and long-term).
columns |
dtypes |
remarks |
is_prime_key |
|
|---|---|---|---|---|
0 |
date |
date |
Date |
Y |
1 |
d10_rate |
float |
Average interest rate in the microloan market (10 days) (Unit: %, same below) |
N |
2 |
m1_rate |
float |
Average interest rate in the microloan market (one-month term) |
N |
3 |
m3_rate |
float |
Average interest rate in the microloan market (3-month term) |
N |
4 |
m6_rate |
float |
Average interest rate in the microloan market (six-month term) |
N |
5 |
m12_rate |
float |
Average interest rate in the microloan market (one-year term) |
N |
6 |
long_rate |
float |
Average interest rate in the microloan market (long term) |
N |
11.2. China’s macroeconomic data
Annual GDP data: cn_gdp
Data table purpose: reference, Asset type: none, Data frequency: q
Gross Domestic Product (GDP) refers to the market value of all final goods and services produced by a country (or region) within a certain period. GDP is an important indicator for measuring a country’s total economic output and is also one of the important reference indicators for national macroeconomic control.
The Gross Domestic Product (GDP) table covers the total GDP value, year-on-year growth rate, quarterly value, and multiple constituent indicators of the primary, secondary, and tertiary industries.
columns |
dtypes |
remarks |
is_prime_key |
|
|---|---|---|---|---|
0 |
quarter |
varchar(8) |
Quarter |
Y |
1 |
gdp |
float |
Cumulative GDP (in 100 million yuan) |
N |
2 |
gdp_yoy |
float |
Year-on-year growth rate (%) |
N |
3 |
pi |
float |
Cumulative value of primary industry (100 million yuan) |
N |
4 |
pi_yoy |
float |
Year-on-year growth rate of primary industry (%) |
N |
5 |
si |
float |
Cumulative value of the secondary industry (100 million yuan) |
N |
6 |
si_yoy |
float |
Year-on-year growth rate of secondary industry (%) |
N |
7 |
ti |
float |
Cumulative value of the tertiary industry (100 million yuan) |
N |
8 |
ti_yoy |
float |
Year-on-year growth rate of the tertiary industry (%) |
N |
Consumer Price Index (CPI) Monthly Data: cn_cpi
Data table purpose: reference, Asset type: none, Data frequency: m
The Consumer Price Index (CPI) is a composite index that reflects changes in the price levels of consumer goods and services purchased by households over a specific period or point in time. The CPI is an important indicator for measuring changes in residents’ living standards and is also one of the key reference indicators for national macroeconomic control.
The Consumer Price Index (CPI) table covers all components of the CPI, including goods and services, food, non-food items, industrial products, agricultural products, and services, as well as their year-on-year and month-on-month change rates.
columns |
dtypes |
remarks |
is_prime_key |
|
|---|---|---|---|---|
0 |
month |
varchar(8) |
Month YYYYMM |
Y |
1 |
nt_val |
float |
National monthly value |
N |
2 |
nt_yoy |
float |
Nationwide year-on-year change (%) |
N |
3 |
nt_mom |
float |
National month-on-month change (%) |
N |
4 |
nt_accu |
float |
National cumulative value |
N |
5 |
town_val |
float |
City monthly value |
N |
6 |
town_yoy |
float |
City year-on-year change (%) |
N |
7 |
town_mom |
float |
City-wide month-on-month change (%) |
N |
8 |
town_accu |
float |
City Cumulative Value |
N |
9 |
cnt_val |
float |
Rural monthly value |
N |
10 |
cnt_yoy |
float |
Rural areas year-on-year (%) |
N |
11 |
cnt_mom |
float |
Rural areas month-on-month change (%) |
N |
12 |
cnt_accu |
float |
Rural cumulative value |
N |
Monthly data for the Producer Price Index (PPI): cn_ppi
Data table purpose: reference, Asset type: none, Data frequency: m
The Producer Price Index (PPI) is the price index of products manufactured by industrial enterprises at the time of their ex-factory sale. It is an important indicator for measuring changes in industrial product prices. The PPI is divided into two main categories: the price index of means of production and the price index of consumer goods. The price index of means of production is further divided into three subcategories: the price index of mining industries, the price index of raw material industries, and the price index of processing industries. The price index of consumer goods is further divided into four subcategories: the price index of food, the price index of clothing, the price index of general daily necessities, and the price index of durable consumer goods.
The Producer Price Index (PPI) table covers multiple constituent indices of the PPI for all industrial products, means of production, and consumer goods, as well as their year-on-year and month-on-month change rates.
columns |
dtypes |
remarks |
is_prime_key |
|
|---|---|---|---|---|
0 |
month |
varchar(8) |
Month YYYYMM |
Y |
1 |
ppi_yoy |
float |
PPI: Total Industrial Products: Year-on-Year Change |
N |
2 |
ppi_mp_yoy |
float |
PPI: Production Materials: Year-on-Year Comparison |
N |
3 |
ppi_mp_qm_yoy |
float |
PPI: Means of Production: Mining Industry: Year-on-Year Change |
N |
4 |
ppi_mp_rm_yoy |
float |
PPI: Means of Production: Raw Materials: Year-on-Year Change |
N |
5 |
ppi_mp_p_yoy |
float |
PPI: Means of Production: Processing Industry: Year-on-Year Change |
N |
6 |
ppi_cg_yoy |
float |
PPI: Consumer Goods: Year-on-Year Comparison |
N |
7 |
ppi_cg_f_yoy |
float |
PPI: Consumer Goods: Food: Year-on-Year Comparison |
N |
8 |
ppi_cg_c_yoy |
float |
PPI: Consumer Goods: Clothing: Year-on-Year Comparison |
N |
9 |
ppi_cg_adu_yoy |
float |
PPI: Consumer Goods: General Daily Necessities: Year-on-Year Change |
N |
10 |
ppi_cg_dcg_yoy |
float |
PPI: Consumer Goods: Durable Goods: Year-on-Year Change |
N |
11 |
ppi_mom |
float |
PPI: All Industrial Products: Month-on-Month Change |
N |
12 |
ppi_mp_mom |
float |
PPI: Production Materials: Month-on-Month |
N |
13 |
ppi_mp_qm_mom |
float |
PPI: Means of Production: Mining Industry: Month-on-Month |
N |
14 |
ppi_mp_rm_mom |
float |
PPI: Means of Production: Raw Materials: Month-on-Month |
N |
15 |
ppi_mp_p_mom |
float |
PPI: Means of Production: Processing Industry: Month-on-Month |
N |
16 |
ppi_cg_mom |
float |
PPI: Consumer Goods: Month-on-Month |
N |
17 |
ppi_cg_f_mom |
float |
PPI: Consumer Goods: Food: Month-on-Month Change |
N |
18 |
ppi_cg_c_mom |
float |
PPI: Consumer Goods: Clothing: Month-on-Month Change |
N |
19 |
ppi_cg_adu_mom |
float |
PPI: Consumer Goods: General Daily Necessities: Month-on-Month Change |
N |
20 |
ppi_cg_dcg_mom |
float |
PPI: Consumer Goods: Durable Goods: Month-on-Month Change |
N |
21 |
ppi_accu |
float |
PPI: All Industrial Products: Cumulative Year-on-Year Growth |
N |
22 |
ppi_mp_accu |
float |
PPI: Means of Production: Cumulative Year-on-Year Growth |
N |
23 |
ppi_mp_qm_accu |
float |
PPI: Means of Production: Mining Industry: Cumulative Year-on-Year Growth |
N |
24 |
ppi_mp_rm_accu |
float |
PPI: Means of Production: Raw Materials: Cumulative Year-on-Year Growth |
N |
25 |
ppi_mp_p_accu |
float |
PPI: Means of Production: Processing Industry: Cumulative Year-on-Year Growth |
N |
26 |
ppi_cg_accu |
float |
PPI: Consumer Goods: Cumulative Year-on-Year Growth |
N |
27 |
ppi_cg_f_accu |
float |
PPI: Consumer Goods: Food: Cumulative Year-on-Year Growth |
N |
28 |
ppi_cg_c_accu |
float |
PPI: Consumer Goods: Clothing: Cumulative Year-on-Year Growth |
N |
29 |
ppi_cg_adu_accu |
float |
PPI: Consumer Goods: General Daily Necessities: Cumulative Year-on-Year Growth |
N |
30 |
ppi_cg_dcg_accu |
float |
PPI: Consumer Goods: Durable Goods: Cumulative Year-on-Year Growth |
N |
China’s money supply: cn_money
Data table purpose: reference, Asset type: none, Data frequency: m
China’s money supply is an important macroeconomic indicator released by the People’s Bank of China. It refers to the total amount of various monetary credit and financing services provided by financial institutions to non-financial enterprises and residents. Money supply statistics include three indicators: M0, M1, and M2.
The China Money Suppliers Data Sheet also covers three indicators: M0, M1, and M2, as well as their year-on-year and month-on-month change rates.
columns |
dtypes |
remarks |
is_prime_key |
|
|---|---|---|---|---|
0 |
month |
varchar(8) |
Month YYYYMM |
Y |
1 |
m0 |
float |
M0 (100 million yuan) |
N |
2 |
m0_yoy |
float |
M0 year-on-year growth (%) |
N |
3 |
m0_mom |
float |
M0 month-on-month change (%) |
N |
4 |
m1 |
float |
M1 (100 million yuan) |
N |
5 |
m1_yoy |
float |
M1 year-on-year growth (%) |
N |
6 |
m1_mom |
float |
M1 month-on-month change (%) |
N |
7 |
m2 |
float |
M2 (100 million yuan) |
N |
8 |
m2_yoy |
float |
M2 year-on-year growth (%) |
N |
9 |
m2_mom |
float |
M2 month-on-month change (%) |
N |
China’s monthly social financing data: cn_sf
Data table purpose: reference, Asset type: none, Data frequency: m
China’s total social financing is an important macroeconomic indicator released by the People’s Bank of China. It refers to the total amount of various monetary credit and financing services provided by financial institutions to non-financial enterprises and residents. The statistics include a variety of financial instruments such as loans, bonds, stocks, trusts, entrusted loans, and domestic and overseas financing for non-financial enterprises.
columns |
dtypes |
remarks |
is_prime_key |
|
|---|---|---|---|---|
0 |
month |
varchar(8) |
Monthly |
Y |
1 |
inc_month |
float |
Monthly increase in social financing (in RMB 100 million) |
N |
2 |
inc_cumval |
float |
Cumulative increase in total social financing (100 million yuan) |
N |
3 |
stk_endval |
float |
Ending value of total social financing (trillion yuan) |
N |
Purchasing Managers’ Index (PMI) Monthly Data: cn_pmi
Data table purpose: reference, Asset type: none, Data frequency: m
The Purchasing Managers’ Index (PMI) is an index compiled by statistically summarizing the results of monthly surveys of corporate purchasing managers. It covers all aspects of corporate procurement, production, and distribution, including both manufacturing and non-manufacturing sectors. It is one of the internationally recognized leading indicators for monitoring macroeconomic trends and has a strong predictive and early warning function. The Composite PMI Output Index is a comprehensive index within the PMI indicator system that reflects the current output changes across all industries (manufacturing and non-manufacturing).
The Purchasing Managers’ Index (PMI) table covers multiple component indices of the Manufacturing PMI, Non-Manufacturing PMI, and the China Composite PMI.
columns |
dtypes |
remarks |
is_prime_key |
|
|---|---|---|---|---|
0 |
month |
varchar(8) |
Month YYYYMM |
Y |
1 |
pmi010000 |
float |
Manufacturing PMI |
N |
2 |
pmi010100 |
float |
Manufacturing PMI: Firm Size/Large Enterprises |
N |
3 |
pmi010200 |
float |
Manufacturing PMI: Firm Size/Medium-sized Enterprises |
N |
4 |
pmi010300 |
float |
Manufacturing PMI: Firm Size/Small Businesses |
N |
5 |
pmi010400 |
float |
Manufacturing PMI: Component Index / Production Index |
N |
6 |
pmi010401 |
float |
Manufacturing PMI: Component Index/Production Index: Firm Size/Large Enterprises |
N |
7 |
pmi010402 |
float |
Manufacturing PMI: Component Index/Production Index: Firm Size/Medium-sized Enterprises |
N |
8 |
pmi010403 |
float |
Manufacturing PMI: Component Index/Production Index: Firm Size/Small Enterprises |
N |
9 |
pmi010500 |
float |
Manufacturing PMI: Component Index / New Orders Index |
N |
10 |
pmi010501 |
float |
Manufacturing PMI: Component Index/New Orders Index: Firm Size/Large Enterprises |
N |
11 |
pmi010502 |
float |
Manufacturing PMI: Component Index/New Orders Index: Firm Size/Medium-sized Enterprises |
N |
12 |
pmi010503 |
float |
Manufacturing PMI: Component Index/New Orders Index: Firm Size/Small Enterprises |
N |
13 |
pmi010600 |
float |
Manufacturing PMI: Component Index / Supplier Delivery Time Index |
N |
14 |
pmi010601 |
float |
Manufacturing PMI: Component Index / Supplier Delivery Time Index: Firm Size / Large Enterprises |
N |
15 |
pmi010602 |
float |
Manufacturing PMI: Component Index / Supplier Delivery Time Index: Firm Size / Medium-sized Enterprises |
N |
16 |
pmi010603 |
float |
Manufacturing PMI: Component Index / Supplier Delivery Time Index: Firm Size / Small Businesses |
N |
17 |
pmi010700 |
float |
Manufacturing PMI: Component Index / Raw Material Inventory Index |
N |
18 |
pmi010701 |
float |
Manufacturing PMI: Component Index/Raw Materials Inventory Index: Firm Size/Large Enterprises |
N |
19 |
pmi010702 |
float |
Manufacturing PMI: Component Index/Raw Materials Inventory Index: Firm Size/Medium-sized Enterprises |
N |
20 |
pmi010703 |
float |
Manufacturing PMI: Component Index/Raw Materials Inventory Index: Firm Size/Small Enterprises |
N |
21 |
pmi010800 |
float |
Manufacturing PMI: Component Index/Employment Index |
N |
22 |
pmi010801 |
float |
Manufacturing PMI: Component Index/Employment Index: Firm Size/Large Enterprises |
N |
23 |
pmi010802 |
float |
Manufacturing PMI: Component Index/Employment Index: Firm Size/Medium-sized Enterprises |
N |
24 |
pmi010803 |
float |
Manufacturing PMI: Component Index/Employment Index: Firm Size/Small Enterprises |
N |
25 |
pmi010900 |
float |
Manufacturing PMI: Other/New Export Orders |
N |
26 |
pmi011000 |
float |
Manufacturing PMI: Other/Imports |
N |
27 |
pmi011100 |
float |
Manufacturing PMI: Other/Purchasing Volume |
N |
28 |
pmi011200 |
float |
Manufacturing PMI: Other/Major Raw Material Purchase Prices |
N |
29 |
pmi011300 |
float |
Manufacturing PMI: Other/Ex-factory Prices |
N |
30 |
pmi011400 |
float |
Manufacturing PMI: Other/Finished Goods Inventory |
N |
31 |
pmi011500 |
float |
Manufacturing PMI: Other/Orders on Hand |
N |
32 |
pmi011600 |
float |
Manufacturing PMI: Other/Expectations for Production and Business Activities |
N |
33 |
pmi011700 |
float |
Manufacturing PMI: By Sector/Equipment Manufacturing |
N |
34 |
pmi011800 |
float |
Manufacturing PMI: By Sector/High-Tech Manufacturing |
N |
35 |
pmi011900 |
float |
Manufacturing PMI: By Sector/Basic Raw Materials Manufacturing |
N |
36 |
pmi012000 |
float |
Manufacturing PMI: By Sector/Consumer Goods Manufacturing |
N |
37 |
pmi020100 |
float |
Non-manufacturing PMI: Business Activity |
N |
38 |
pmi020101 |
float |
Non-Manufacturing PMI: Business Activity: By Sector/Construction |
N |
39 |
pmi020102 |
float |
Non-Manufacturing PMI: Business Activity: By Sector/Services |
N |
40 |
pmi020200 |
float |
Non-manufacturing PMI: New Orders Index |
N |
41 |
pmi020201 |
float |
Non-Manufacturing PMI: New Orders Index: By Sector/Construction |
N |
42 |
pmi020202 |
float |
Non-Manufacturing PMI: New Orders Index: By Sector/Services |
N |
43 |
pmi020300 |
float |
Non-Manufacturing PMI: Input Price Index |
N |
44 |
pmi020301 |
float |
Non-Manufacturing PMI: Input Price Index: By Sector/Construction |
N |
45 |
pmi020302 |
float |
Non-Manufacturing PMI: Input Price Index: By Sector/Services |
N |
46 |
pmi020400 |
float |
Non-manufacturing PMI: Sales Price Index |
N |
47 |
pmi020401 |
float |
Non-Manufacturing PMI: Sales Price Index: By Sector/Construction |
N |
48 |
pmi020402 |
float |
Non-Manufacturing PMI: Sales Price Index: By Sector/Services |
N |
49 |
pmi020500 |
float |
Non-manufacturing PMI: Employment Index |
N |
50 |
pmi020501 |
float |
Non-Manufacturing PMI: Employment Index: By Sector/Construction |
N |
51 |
pmi020502 |
float |
Non-Manufacturing PMI: Employment Index: By Sector/Service Industry |
N |
52 |
pmi020600 |
float |
Non-manufacturing PMI: Business Activity Expectations Index |
N |
53 |
pmi020601 |
float |
Non-Manufacturing PMI: Business Activity Expectations Index: By Sector/Construction |
N |
54 |
pmi020602 |
float |
Non-Manufacturing PMI: Business Activity Expectations Index: By Sector/Services |
N |
55 |
pmi020700 |
float |
Non-manufacturing PMI: New export orders |
N |
56 |
pmi020800 |
float |
Non-manufacturing PMI: Orders on Hand |
N |
57 |
pmi020900 |
float |
Non-manufacturing PMI: Inventories |
N |
58 |
pmi021000 |
float |
Non-Manufacturing PMI: Supplier Delivery Time |
N |
59 |
pmi030000 |
float |
China Composite PMI: Output Index |
N |