Bloomberg Introduces Point-in-Time Economic Data to Power Quantitative Research and Strategy Development

New enterprise dataset delivers time-stamped economic data, allowing clients to recreate market conditions and backtest quantitative strategies with greater accuracy

NEW YORK, May 7, 2026 /PRNewswire/ -- Bloomberg today announced the launch of its Economic Releases and Surveys Point-in-Time (PiT) dataset, expanding its Investment Research Data solutions for quantitative research and systematic investing workflows across the enterprise. The new dataset, available via Bloomberg Data License, provides access to over 3,000 curated market-moving economic indicators and government auction events across more than 100 economies, with historical, time-stamped observations extending back to 1997.

In quantitative research, the ability to reconstruct historical market conditions accurately is essential. While macroeconomic data is a primary driver of asset returns, systematic use has historically been challenged by the need to track data revisions and the evolution of expectations. This new PiT dataset allows clients to see the information as it was available to market participants at the time of release, providing a consistent foundation for analyzing market responses across rates, FX, and equities.

"Macro strategies are fundamentally driven by expectation formation and the market's response to new information," said 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."

Key Capabilities of the New PiT Dataset
The Economic Releases and Surveys PiT dataset delivers a comprehensive view of global macroeconomic information flow through three distinct components:

• Forward-Looking Calendar: Scheduled release dates and times for upcoming economic events and auctions, allowing for systematic anticipation of market catalysts.
• Actuals and Surveys: Captures published economic values and Bloomberg's consensus forecasts with historical timestamps and revision history.
• Actuals and Surveys (Changes): Records intraday updates to Bloomberg's survey of economists' forecasts, supporting the modeling of expectation dynamics ahead of releases.

Each dataset includes rich metadata—including country, economic concept, and indicator relevance—to help analysts discover and compare indicators across geographies and market themes.

Seamless Integration Across Bloomberg Solutions
The dataset complements Bloomberg's Real-Time Macro Indicators feed and is sourced from the same underlying infrastructure as the Economic Calendars solution {ECO } on the Bloomberg Terminal, ensuring consistency between desktop research and enterprise-scale historical research and live production environments. This alignment reduces discrepancies between historical backtesting and live execution by utilizing the same trusted economic data foundation.

"Real-time and historical consistency is essential for clients building event-driven strategies," said Colette Garcia, Global Head of Real-Time Content at Bloomberg. "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."

Expanding the Investment Research Data Suite
The launch marks the latest milestone in Bloomberg's Investment Research Data strategy, joining a suite that includes Company Financials, Estimates and Pricing Point in Time, Industry Specific Company KPIs and Estimates, Operating Segment Fundamentals, Tick History and Bar Data, Bloomberg Second Measure Transaction Analytics, and Geographic Segment Fundamentals. This holistic solution provides a unified "data language" for the modern investment firm, streamlining the lifecycle from data discovery to alpha generation.

About Bloomberg
Bloomberg is a global leader in business and financial information, delivering data, news, and analytics to help decision-makers in the financial markets and beyond. Through its Enterprise Data business, Bloomberg provides high-quality, fit-for-purpose datasets that power research, risk management, and execution across the global financial ecosystem.

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SOURCE Bloomberg