Bloomberg Enhances Data with Point-in-Time Service

Bloomberg has launched a new offering, Economic Releases and Surveys Point-in-Time Dataset, which the firm says provides access to over 3,000 curated economic indicators and government auction events across more than 100 economies, with historical, time-stamped observations extending back to 1997.

While macroeconomic data is a primary driver of asset returns, Bloomberg observes that systematic use has historically been challenged by the need to track data revisions and the evolution of expectations. This new dataset allows clients to see the information as it was available to market participants at the time of release, providing a consistent foundation for analysing market responses across rates, FX, and equities.

The new dataset provides a forward-looking calendar as well as published data with Bloomberg’s consensus forecasts with historical timestamps and revisions. It also offers intraday updates to the firm’s survey of economists’ forecasts, which it says supports the modelling of expectation dynamics ahead of releases. Each dataset includes metadata – including country, economic concept, and indicator relevance – to help analysts discover and compare indicators across geographies and market themes.

“Macro strategies are fundamentally driven by expectation formation and the market’s response to new information,” says Angana Jacob, global head of investment research data at Bloomberg. “This dataset enables clients to model that process in a point-in-time framework, capturing forecast updates, consensus evolution, and full revision histories. This provides a robust foundation for building macro signals and cross-asset models that are consistent from backtesting to live trading environments.”

Colette Garcia, global head of real-time content at Bloomberg, adds, “Real-time and historical consistency is essential for clients building event-driven strategies. By aligning our point-in-time and real-time offerings, we are providing a unified framework that supports the entire investment workflow, from initial model research to market execution.”