Macro data · point-in-time first

Stop backtesting on revised prints.

Economic series get revised. Pulling “today’s value” without a vintage date cites a number that was never actually published. vintage-api.com serves vintage-aware macro snapshots: what was knowable as of a date, so your macro layer isn’t a time machine.

Request access Read the docs
PIT-first product Issuer + calendar + SIC One signup for all cards
“FRED exposes vintages through ALFRED… More work, and it is the difference between a macro signal and a time machine.” r/algotrading

What we're building

Primary

PIT Print Vault

Point-in-time / vintage observations for macro series. Ask what was knowable as of a date; keep first release vs later revisions visible.

  • As-of snapshots instead of silent overwrite
  • First vs revised prints kept distinct
  • Designed for backtests that must not look ahead
Request access →
Second card

Issuer Taxonomy

ISIN → issuer industry and region with provenance via open schemes (SIC / NAICS / NACE / Wikidata). Not GICS.

  • Identifier resolve without a GICS seat
  • Honest scheme labels, no fake GICS parity
  • Same request-access path as PIT
Request access →
Early access

G20 FX econ calendar

Historical FX economic calendar rows: UTC time, currency, event name, and impact band. For people who need past event timing in backtests, not a live headline feed.

  • UTC timestamps and currency tags
  • Event label plus impact band
  • Early access interest via the same signup
Register interest →
Early access

Historical SIC as-of

Point-in-time industry tags (SIC and related open schemes) so a backtest on date D uses the classification that was live then, not today’s reassignment.

  • Industry as-of a chosen date
  • Open schemes with provenance
  • Same signup path as the other products
Register interest →
Access model. Public site is docs and request-access today. Live multi-tenant API keys and a unified production gateway are issued to approved callers after card charge. We don’t pretend the open internet already has unlimited production traffic. Issuer Taxonomy is not a GICS substitute or license workaround. The FX calendar and historical SIC cards are early-access interest: one signup form for everything, not separate waitlists. Full feeds for those are not live for every visitor yet.