BLSEconomicSurveysCes

QuantConnect.DataSource.BLSEconomicSurveysCes

BLSEconomicSurveysCes()

BLSEconomicSurveysCes(line: str)

Bases: BaseData

BLS Current Employment Statistics (CES) data from the Employment Situation report. Contains 16 non-seasonally-adjusted series covering nonfarm payrolls, average hourly earnings, average weekly hours, and employment across major industry sectors. The Employment Situation report is the single most market-moving economic release. Released monthly (typically first Friday) by the Bureau of Labor Statistics.

Signature descriptions:

Default constructor required for LEAN deserialization.
Constructor that parses a CSV line into the data model. CSV format: time,endtime,totalnonfarm,totalprivate,avghourlyrearnings,...,miningandlogging

Parameters:

Name	Type	Description	Default
`line`	`Optional[str]`	CSV line to parse	`None`

end_time

end_time: datetime

End time of this data point — the actual release date/time when this employment data was published. Overridden to decouple from Time (BaseData.EndTime setter overwrites Time). Release dates are scraped from BLS schedule pages at https://www.bls.gov/schedule/{year}/home.htm

total_nonfarm

total_nonfarm: Optional[float]

Total nonfarm, all employees, NSA (CEU0000000001). Thousands.

total_private

total_private: Optional[float]

Total private, all employees, NSA (CEU0500000001). Thousands.

average_hourly_earnings

average_hourly_earnings: Optional[float]

Average hourly earnings, all employees, total private, NSA (CEU0500000003). Dollars.

average_weekly_hours

average_weekly_hours: Optional[float]

Average weekly hours, all employees, total private, NSA (CEU0500000002). Hours.

average_weekly_earnings

average_weekly_earnings: Optional[float]

Average weekly earnings, all employees, total private, NSA (CEU0500000011). Dollars.

production_hourly_earnings

production_hourly_earnings: Optional[float]

Average hourly earnings, production and nonsupervisory, total private, NSA (CEU0500000008). Dollars.

production_employees

production_employees: Optional[float]

Production and nonsupervisory employees, total private, NSA (CEU0500000006). Thousands.

manufacturing

manufacturing: Optional[float]

Manufacturing, all employees, NSA (CEU3000000001). Thousands.

goods_producing

goods_producing: Optional[float]

Goods-producing, all employees, NSA (CEU0600000001). Thousands.

private_service_providing

private_service_providing: Optional[float]

Private service-providing, all employees, NSA (CEU0800000001). Thousands.

construction

construction: Optional[float]

Construction, all employees, NSA (CEU2000000001). Thousands.

retail_trade

retail_trade: Optional[float]

Retail trade, all employees, NSA (CEU4200000001). Thousands.

financial_activities

financial_activities: Optional[float]

Financial activities, all employees, NSA (CEU5500000001). Thousands.

education_and_health_services

education_and_health_services: Optional[float]

Education and health services, all employees, NSA (CEU6500000001). Thousands.

leisure_and_hospitality

leisure_and_hospitality: Optional[float]

Leisure and hospitality, all employees, NSA (CEU7000000001). Thousands.

mining_and_logging

mining_and_logging: Optional[float]

Mining and logging, all employees, NSA (CEU1000000001). Thousands.

symbol

symbol: Symbol

Symbol representation for underlying Security

data_type

data_type: MarketDataType

Market Data Type of this data - does it come in individual price packets or is it grouped into OHLC.

time

time: datetime

Current time marker of this data packet.

value

value: float

Value representation of this data packet. All data requires a representative value for this moment in time. For streams of data this is the price now, for OHLC packets this is the closing price.

price

price: float

As this is a backtesting platform we'll provide an alias of value as price.

ALL_RESOLUTIONS

ALL_RESOLUTIONS: List[Resolution] = ...

A list of all Resolution

This Field is protected.

DAILY_RESOLUTION

DAILY_RESOLUTION: List[Resolution] = ...

A list of Resolution.DAILY

This Field is protected.

MINUTE_RESOLUTION

MINUTE_RESOLUTION: List[Resolution] = ...

A list of Resolution.MINUTE

This Field is protected.

HIGH_RESOLUTION

HIGH_RESOLUTION: List[Resolution] = ...

A list of high Resolution, including minute, second, and tick.

This Field is protected.

OPTION_RESOLUTIONS

OPTION_RESOLUTIONS: List[Resolution] = ...

A list of resolutions support by Options

This Field is protected.

is_fill_forward

is_fill_forward: bool

True if this is a fill forward piece of data

clone

clone() -> BaseData

Creates a copy of the instance.

data_time_zone

data_time_zone() -> Any

BLS releases are in Eastern Time.

default_resolution

default_resolution() -> Resolution

Gets the default resolution for this data type.

get_source

get_source(
    config: SubscriptionDataConfig,
    date: datetime,
    is_live_mode: bool,
) -> SubscriptionDataSource

Return the URL/path string source of the file.

is_sparse_data

is_sparse_data() -> bool

CES data is sparse — released monthly, so most days have no data.

reader

reader(
    config: SubscriptionDataConfig,
    line: str,
    date: datetime,
    is_live_mode: bool,
) -> BaseData

Parses the data from the line provided and loads it into LEAN.

requires_mapping

requires_mapping() -> bool

This is unlinked macro data, not tied to specific securities.

supported_resolutions

supported_resolutions() -> List[Resolution]

Gets the supported resolutions for this data type.

to_string

to_string() -> str

Returns a string representation for debugging.

protobuf_serialize

protobuf_serialize(guid: Guid) -> List[int]

protobuf_serialize(stream: Stream) -> None

Serialize a base data instance using protobuf

Parameters:

Name	Type	Description	Default
`guid`	`Optional[Guid]`	Unique guid	`None`
`stream`	`Optional[Stream]`	The destination stream	`None`

Returns:

Type	Description
`Optional[List[int]]`	The resulting byte array.

deserialize_message

deserialize_message(serialized: str) -> Sequence[BaseData]

Deserialize the message from the data server

Parameters:

Name	Type	Description	Default
`serialized`	`str`	The data server's message	required

Returns:

Type	Description
`Sequence[BaseData]`	An enumerable of base data, if unsuccessful, returns an empty enumerable.

get_update_price_scale_frontier

get_update_price_scale_frontier() -> datetime

Helper method to determine if price scales need an update based on the given data point

normalize

normalize(
    factor: float,
    normalization_mode: DataNormalizationMode,
    sum_of_dividends: float,
) -> BaseData

Normalize prices based on configuration

Parameters:

Name	Type	Description	Default
`factor`	`float`	Price scale	required
`normalization_mode`	`DataNormalizationMode`	The price scaling normalization mode	required
`sum_of_dividends`	`float`	The current dividend sum	required

Returns:

Type	Description
`BaseData`	The provided data point adjusted.

scale

scale(
    factor_func: Callable[[float, float, float], float],
    volume_factor: float,
    factor: float,
    sum_of_dividends: float,
) -> BaseData

Scale data based on factor function

Parameters:

Name	Type	Description	Default
`factor_func`	`Callable[[float, float, float], float]`	Function to factor prices by	required
`volume_factor`	`float`	Factor to multiply volume/askSize/bidSize/quantity by	required
`factor`	`float`	Price scale	required
`sum_of_dividends`	`float`	The current dividend sum	required

should_cache_to_security

should_cache_to_security() -> bool

Indicates whether this contains data that should be stored in the security cache

Returns:

Type	Description
`bool`	Whether this contains data that should be stored in the security cache.

update

update(
    last_trade: float,
    bid_price: float,
    ask_price: float,
    volume: float,
    bid_size: float,
    ask_size: float,
) -> None

Update routine to build a bar/tick from a data update.

Parameters:

Name	Type	Description	Default
`last_trade`	`float`	The last trade price	required
`bid_price`	`float`	Current bid price	required
`ask_price`	`float`	Current asking price	required
`volume`	`float`	Volume of this trade	required
`bid_size`	`float`	The size of the current bid, if available	required
`ask_size`	`float`	The size of the current ask, if available	required

update_ask

update_ask(ask_price: float, ask_size: float) -> None

Updates this base data with the new quote ask information

Parameters:

Name	Type	Description	Default
`ask_price`	`float`	The current ask price	required
`ask_size`	`float`	The current ask size	required

update_bid

update_bid(bid_price: float, bid_size: float) -> None

Updates this base data with the new quote bid information

Parameters:

Name	Type	Description	Default
`bid_price`	`float`	The current bid price	required
`bid_size`	`float`	The current bid size	required

update_quote

update_quote(
    bid_price: float,
    bid_size: float,
    ask_price: float,
    ask_size: float,
) -> None

Updates this base data with new quote information

Parameters:

Name	Type	Description	Default
`bid_price`	`float`	The current bid price	required
`bid_size`	`float`	The current bid size	required
`ask_price`	`float`	The current ask price	required
`ask_size`	`float`	The current ask size	required

update_trade

update_trade(last_trade: float, trade_size: float) -> None

Updates this base data with a new trade

Parameters:

Name	Type	Description	Default
`last_trade`	`float`	The price of the last trade	required
`trade_size`	`float`	The quantity traded	required