New answers tagged forecasting
You can find it on http://www.forexfactory.com/. Click details on "Non-Farm Employment Change" and you will have consensus and actual data for last 15+ years.
Unfortunately with the S&P ratings, the rating is not in term of timeseries http://www.standardandpoors.com/en_US/web/guest/home If anyone is able to find any historical S&P credit ratings by country, please post them.
One assumption is that both (or more) instruments are liquid enough to offer a market (both sides). You can use the bid/ask/mid (your choice) or "conflate" (implemented by the big boys on their data feeds). i.e. 1 second conflation: if no trade, send out last trade price (or assume so in your application).
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