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The Observation model

The atomic unit of everything Conduit stores and serves is an observation: one value for an (Entity, Indicator, Period).
  • Entity — the who/where: a country (country_usa), a region (region_euro_area), a company, or an instrument. Euro-area data always lives under region_euro_area.
  • Indicator — the what, canonically defined in the indicator registry. One indicator id means exactly one measure (e.g. cpi_inflation_yoy).
  • Period — the when the value describes.
Derived indicators are computed from other stored observations (valuation multiples, yield-curve spreads, surprise indices) and are always reproducible from their inputs.

The time model

Conduit separates two different notions of time — this is what makes it safe for backtesting:
FilterControls
period / period_start / period_endthe period a value describes.
start_date / end_dateknowledge time (observed_at) — when the value became known.
as_ofreturns the latest vintage known on or before a timestamp.
Use as_of to reconstruct exactly what was knowable at a past date — no lookahead from later revisions.

Rights & redistribution

/v1/public/* returns only redistribution-safe (official / public-domain) data. Licensed vendor data is internal-only and never appears on the public surface. This is a feature: the data you get from the public API is clean to use and redistribute within your product, and the supply chain is auditable end-to-end (see Coverage & provenance).

Derived analytics

Conduit computes a set of signals from its base data — descriptive measurements, never buy/sell calls:
  • Surprise indices — Growth and Inflation Surprise Indices per currency (standardized actual-vs-forecast). Measures whether data is coming in stronger or weaker than expected.
  • Rates analytics — real policy rate, real 10Y yield, curve spreads (10Y−2Y, 10Y−3M), and policy-cycle state (hiking / cutting / on-hold).
  • Positioning — COT positioning percentile (3y / 1y / z-score) and “crowded” flags.
  • Risk regime — risk_on / neutral / risk_off / stress, from US option-market measures (VIX level + percentile, put/call percentile) as a global-risk-appetite proxy.
  • Conduit forecast — Conduit’s own statistical baseline per series (per-family blend, skill-gated, with prediction intervals). This is not vendor or sell-side consensus.