Does anyone know if any providers have a historical economic release calendar? For example, releases of things like ADP private employment, or ISM surveys? I ask because I would like to backtest a strategy that uses these numbers, but would want to obviously avoid lookahead bias and not use a data-series prior to its release. I have the release data itself, but unfortunately it is labeled as YYYY-MM (for example for monthly releases), with no reference as to the actual day of release.

I am willing to pay a small amount if needed - I understand this is not "traditional" data by most means.

  • $\begingroup$ Have you checked www.briefing.com ? They provide the current week's announcements free (which I save to a file) but I assume for a price they can provide the historical file. $\endgroup$ – noob2 Apr 3 at 19:49
  • $\begingroup$ Also, regarding ISM: "The Manufacturing ISM is released on the first business day of the month at 10:00 a.m. (EST). The Services ISM is released on the third business day of the month at 10:00 a.m. (EST)." With this algorithm you can probably generate the dates. $\endgroup$ – noob2 Apr 3 at 19:53

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