Central Bank Data

Overview

The Central Bank Data offering is available in two versions:

1. Free Version on Marketplace

   • Available on Snowflake Marketplace
   • Contains historical data excluding the last 6 months
   • Perfect for research and backtesting

2. Premium Version (Native App)

   • Near real-time data updates
   • Complete historical data including the latest 6 months
   • Available exclusively through our Native App
   • Daily updates

Coverage

This comprehensive dataset covers 19 major central banks including: FOMC, ECB, BoJ, RBI, PBoC, BoE, MAS, BdM, CNB, CBRT, CBR, BSP, CBoC, CBC, BNM, RBA, SNB, BCB, CBE.

Dataset Structure

Documents View

DOCUMENTS_FREE_VIEW

Field	Description
DOCUMENT_ID	Unique identifier for each document
CENTRAL_BANK	Central bank name
YEAR	Year the meeting was held
START_DATE	Start date of policy meeting
END_DATE	End date of policy meeting
RELEASE_DATE	Date minutes were released
DOCUMENT_TYPE	Type of communication (e.g., minutes)
WEB_LINK	Source link

Sentences View

SENTENCES_FREE_VIEW

Field	Description
SENTENCE_ID	Unique identifier for each sentence
DOCUMENT_ID	Links sentence to parent document
SENTENCE_TEXT	Full sentence text

Business Applications

• Quantitative Analysis: Build Hawkishness & Uncertainty indices, run event studies, regressions with yields/spreads.
• Sentiment Analysis: Track policy tone, forward guidance, thematic references.
• Risk Analysis: Forecast volatility, credit spreads, FX risk.
• Economic Impact: Nowcast/forecast macro variables, measure communication shocks.

Usage Examples

1. Retrieve all documents for Bank of Japan in 2024

SELECT DOCUMENT_ID,
       CENTRAL_BANK,
       START_DATE,
       END_DATE,
       RELEASE_DATE,
       DOCUMENT_TYPE,
       WEB_LINK
FROM CENTRAL_BANK_DATA.DOCUMENTS_FREE_VIEW
WHERE CENTRAL_BANK = 'bank_of_japan'
AND YEAR = 2024;

2. Search for sentences mentioning "inflation"

SELECT s.DOCUMENT_ID,
       s.SENTENCE_ID,
       s.SENTENCE_TEXT
FROM CENTRAL_BANK_DATA.SENTENCES_FREE_VIEW s
JOIN CENTRAL_BANK_DATA.DOCUMENTS_FREE_VIEW d
  ON s.DOCUMENT_ID = d.DOCUMENT_ID
WHERE s.SENTENCE_TEXT ILIKE '%inflation%';

Availability

• Free Version: Available on Snowflake Marketplace (excludes last 6 months of data)
• Premium Version: Coming Soon.