EurostatConsumerSurvey

QuantConnect.DataSource.EurostatConsumerSurvey

EurostatConsumerSurvey()

EurostatConsumerSurvey(line: str)

Bases: BaseData

The European Commission's monthly consumer survey for a single European economy: how households see their own finances, the wider economy, prices, jobs, spending and saving over the year ahead.

These are expectations, not measurements, which is why they arrive before the month they describe has finished: the Commission releases them on the second-to-last working day. That makes this survey and its four sector counterparts the earliest read on the euro area economy available anywhere in this dataset.

Every reading is a balance: the share of households answering positively minus the share answering negatively, so it runs from -100 to +100 and zero means the two camps are the same size. A balance says which way opinion is moving, not by how much.

One file per economy, one row per month. Subscribe with a geo code, e.g. AddData(Eurostat.Economies.EuroArea) for the euro area or (Eurostat.Economies.Germany) for Germany.

Signature descriptions:

Creates a new default instance.
Creates a new instance from a CSV line produced by the data processor.

Parameters:

Name	Type	Description	Default
`line`	`Optional[str]`	Line of the source CSV: month, publication date, then one column per question	`None`

consumer_confidence

consumer_confidence: Optional[float]

Consumer confidence indicator: the composite of the four forward-looking questions on household finances, the general economy, unemployment and major purchases. This is the headline of the survey and also the data point's Value.

financial_situation_expectation

financial_situation_expectation: Optional[float]

How households expect their own financial situation to develop over the next twelve months.

economic_situation_expectation

economic_situation_expectation: Optional[float]

How households expect the general economic situation of the country to develop over the next twelve months.

price_expectation

price_expectation: Optional[float]

How households expect consumer prices to develop over the next twelve months, which is household inflation expectations and the survey's earliest read on price pressure.

unemployment_expectation

unemployment_expectation: Optional[float]

How households expect unemployment to develop over the next twelve months. It moves against confidence: a rising balance means more households expect joblessness to grow.

major_purchase_expectation

major_purchase_expectation: Optional[float]

Whether households intend to make major purchases over the next twelve months, which is the survey's most direct link to durable goods consumption.

savings_expectation

savings_expectation: Optional[float]

Whether households expect to save over the next twelve months. Read against major purchases it separates precautionary saving from confident spending.

end_time

end_time: datetime

The date the survey round was published, which is when LEAN makes the data point available.

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

Clones the instance.

Returns:

Type	Description
`BaseData`	A clone of the instance.

data_time_zone

data_time_zone() -> Any

Gets the time zone the data is published in.

Returns:

Type	Description
`Any`	The data time zone.

default_resolution

default_resolution() -> Resolution

Gets the default resolution for this data.

Returns:

Type	Description
`Resolution`	Daily resolution.

get_source

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

Specifies the location of the data and directs LEAN where to load it from.

Parameters:

Name	Type	Description	Default
`config`	`SubscriptionDataConfig`	Subscription configuration	required
`date`	`datetime`	Algorithm date	required
`is_live_mode`	`bool`	Is live mode	required

Returns:

Type	Description
`SubscriptionDataSource`	Subscription data source pointing at this economy's file.

is_sparse_data

is_sparse_data() -> bool

Indicates whether the data is sparse. One file per economy means LEAN will look for files that legitimately do not exist for economies outside the survey.

Returns:

Type	Description
`bool`	True.

reader

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

Parses one line of the source file into a data point.

Parameters:

Name	Type	Description	Default
`config`	`SubscriptionDataConfig`	Subscription configuration	required
`line`	`str`	Line of the source CSV	required
`date`	`datetime`	Date the request was made for	required
`is_live_mode`	`bool`	Is live mode	required

Returns:

Type	Description
`BaseData`	Instance of the class with the parsed data.

requires_mapping

requires_mapping() -> bool

Indicates whether the data source requires mapping. These readings describe economies, not securities.

Returns:

Type	Description
`bool`	False.

supported_resolutions

supported_resolutions() -> List[Resolution]

Gets the resolutions this data supports.

Returns:

Type	Description
`List[Resolution]`	Daily resolution only.

to_string

to_string() -> str

Formats the instance as a string for logging and debugging.

Returns:

Type	Description
`str`	String describing the data point.

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.

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