Hi, I am looking for a database of consensus estimates for the main economic data that is released every other day in US at 08:30 am and 10:00 am. I am looking for historical data and historical consensus estimates for : CPI, PPI, Durable Goods orders, Retail sales, unemployment etc etc I am looking for this data in order to find out how the Bonds or S&P reacts shortly after the numbers are released. What happens when the estimate was same/better/worse than real numbers? What happens 1 or 2 hours later ? For me that would give me a whole new field of finding successful trading patterns. If somebody has the database - I have tick data on some interesting futures markets in exchange
Barron's On-line Economic calendar has both figures (consensus estimate and actual data) going back to the beginning of the calendar year. You have to have a subscription to the on-line Wall Street Journal.