Macro Event Calendar

Blave Agent can access a licensed global macro event calendar — release time, market consensus, prior value, and actual value.

Coverage

Economic releases and central bank events across major economies. One row per event, carrying the scheduled release time, the market consensus, the prior value, and — once published — the actual value.

The calendar is a rolling window of roughly five weeks — the past month plus the coming weeks — not a historical archive. A range outside that window comes back empty: that means the range is not covered, not that no events took place.

Accessing the Data

The agent queries the calendar through the shared helper in lib/data.py:

from lib.data import fetch_economic_calendar

df = fetch_economic_calendar(
    headers,
    start='2026-07-01',
    end='2026-07-31',
    countries=['US', 'CN'],
    max_priority=1,
)

Returns a DataFrame sorted by event time, one row per event. Every parameter is optional, but without filters the feed covers every country and every priority — narrow it down first:

• start / end — Date range, Taipei dates in 'YYYY-MM-DD', inclusive on both ends
• countries — List of ISO-2 country codes, e.g. ['US', 'CN', 'TW']; omit for all countries
• max_priority — Keeps only events at or above this importance level; 1 is the most important and 3 the least, so pass 1 for the major releases only

Fields

• datetime — Event time in Taipei time; events with no published time fall back to 00:00 that day
• date / time — Taipei date and 'HH:MM'; the time is empty for events whose release time is not published
• country / country_name — ISO-2 country code and country name
• subject / subject_title — Indicator name and the period the release covers
• predict — Market consensus; empty when no consensus is published
• last — Prior value, i.e. the previous release of the same indicator
• real — Actual value; empty until the release
• unit — Unit of the figures
• priority — Importance, 1–3 (1 = most important)