The economic-derivatives auctions: the record and its files
The 153 auctions that priced every range of outcomes before a US economic release, as republished with Justin Wolfers's permission: the data files, a checksum for each, the data dictionary and the chain of custody.
- The record
- 153 auctions on four US economic releases between October 2002 and June 2005, each with the probability traders priced for every range of outcomes and the value that was then announced.
- Made by
- Traders in the economic-derivatives auctions run by Goldman Sachs and Deutsche Bank. The results were assembled by Refet S. Gürkaynak and Justin Wolfers for their 2005 paper.
- Kept by
- The authors' data and code package, published with the paper. Its readme is dated 8 November 2005.
- Permission
- Justin Wolfers, by email on 21 October 2026, gave permission to republish the auction data.
- Excluded
- Survey and financial-market columns from the source package are not part of the permission and are not republished.
- Covers
- Auctions from October 2002 to June 2005 on nonfarm payrolls, the ISM manufacturing index, retail sales excluding autos and initial jobless claims.
- Files
- 13 files, 1.9 MB in all, each with a SHA-256 and an MD5 checksum.
Start here
The files a reader opens first. Each download is the file as received; the checksum beside it is in the sums file below.
Every file
13 files · 1.9 MB
Data files
The auction data in CSV, JSON Lines and JSON, from the authors' package with the excluded columns removed.
Documentation, citation and record files
The data dictionary, metadata, machine-readable dataset description, corrections log and citation files of the edition.
| File | Size | Format | Covers | SHA-256 | Download |
|---|---|---|---|---|---|
| CITATION.cff | 2 KB | 5c43eef3…da63 | Download | ||
| SHA256SUMS.json | 1 KB | 938df122…e89d | Download | ||
| citation.bib | 1 KB | 16544fa3…1fdc | Download | ||
| corrections.json | 5 KB | 2f39993d…66fc | Download | ||
| data-dictionary.json | 5 KB | 1ee6e933…b1c7 | Download | ||
| dataset.jsonld | 3 KB | 2f464108…4fb0 | Download | ||
| metadata.json | 4 KB | 185a4572…93ee | Download | ||
| record-metadata.json | 183 KB | 7d19da75…0680 | Download |
Documentation
The data dictionary names every column of the auction files and its unit. The metadata file records which columns of the source package were republished and which were excluded, the source package's checksums and when the edition was prepared. Values are the ones announced at the time; later revisions are not substituted.
Integrity
Every file is published byte for byte as received. The sums files list a checksum for each; after downloading the files into one folder, one line checks them all:
sha256sum auction-bins.csv auction-releases.csv
Provenance
- October 2002 to June 2005The auctions run before scheduled US economic releases.
- 8 November 2005Date of the readme in the authors' data and code package.
- January 2006The paper appears as NBER working paper 11929.
- 21 October 2026Justin Wolfers gives permission by email to republish the auction data.
- 22 October 2026The auction-only edition is prepared from the authors' package; the source archive and CSV are hashed.
- 25 October 2026The reading edition is published.
- 26 October 2026This record is published.
Rights and reuse
Republished with Justin Wolfers's permission of 21 October 2026, which covers the auction columns only. Survey and financial-market columns from the source package are excluded. Please credit Refet S. Gürkaynak and Justin Wolfers as the source and cite their paper as below.
Cite this record
Refet S. Gürkaynak and Justin Wolfers, Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk, NBER Working Paper 11929, January 2006, doi 10.3386/w11929. Auction data from the authors' data and code package, readme dated 8 November 2005. Republished at https://vultax.com/archive/economic-derivatives.
Corrections
Published 26 October 2026. If a file, checksum or statement on this page ever changes, the change is dated in the change log; the files themselves are never altered. Corrections and questions: [email protected].