Raw data — WP 8
Downloaded by scripts/run_analysis.py (phase 1, src/api/runner.py); ≈ 2 MB, not committed (reproducible from the public APIs; snapshot taken 2026-05-22, 08:51 UTC).
| Directory | Source | Content |
|---|---|---|
polymarket/ |
Polymarket Gamma API (https://gamma-api.polymarket.com) and CLOB API (https://clob.polymarket.com) |
event metadata (event_101772.json = "Fed decision in June?", 5 outcomes; event_903193.json = "Presidential Election Winner 2024", 17 contracts), market metadata (market_<id>.json, discovered_markets.json), daily price histories (price_history_<token16>.json, one point per calendar day stamped 00:00 UTC of the following day; 10 Dec 2025 – 22 May 2026 for the Fed group, 4 Jan – 6 Nov 2024 for the election group) and order-book snapshots for the five active Fed contracts (order_book_<token16>.json) |
fred/ |
FRED (fredapi, key in .env as FRED_API_KEY) |
fed_funds_rate.csv (DFF, daily), cpi.csv (CPIAUCSL), unemployment.csv (UNRATE) |
yahoo/ |
Yahoo Finance (yfinance) |
daily OHLCV for SPY, ^VIX, ^TNX (CBOE 10-year yield index), BTC-USD, ETH-USD, 2024-01-01 – 2026-05-21 |
Notes (revision 2026-10-17): the histories are daily, not minute-level; no Treasury futures and no daily Polymarket volume are included. The daily point must be labelled by the UTC day it closes (see scripts/02_revision_analysis.py, load_history).
Cleaned panels are written to data/processed/ by scripts/run_analysis.py --skip-models --skip-paper (fed_june2026_state_prices.parquet, fed_june2026_panel.parquet, election_2024_panel.parquet, financial_data.parquet, fred_data.parquet, macro_events.parquet) and by scripts/02_revision_analysis.py (*_aligned.parquet, trading_day_panel.parquet). They are not committed (.gitignore) and are regenerated from the raw files.