76M contract-ticker rows with 19.4M labeled government-to-equity events, 2005–2025.
$9.17T in obligations · ~$778B mapped to listed companies · 1d/5d/20d forward returns · Volatility shifts.
Note: The definitive event-study benchmark for testing how government spending flows into stock prices.
Government & Defense
~76M rows, 1.5k tickers
Daily (Last: 2025-12-06)
The definitive benchmark for government spending impact
FedEventBench links 76M US federal contract records to ~1,470 equity tickers and pre-computes 19.4M labeled events with forward returns. It's an event-study benchmark for testing how government spending flows into stock prices.
It contains 76.4M mapped contract-ticker rows and 19.4M labeled events from 2005–2025, with $9.17T in obligations and ~$778B explicitly mapped to listed companies. For each contract-ticker observation, the deck provides detailed contract microstructure, award and modification timing, and pre-computed 1d/5d/20d forward returns and volatility shifts.
The current Pro release ships with a robust set of event and market impact signals. The roadmap extends this into intraday flow and global macro correlations.
FOMC, CPI, NFP, GDP, Earnings, Dividends, Splits.
Actual vs Consensus, Z-scores, historical surprise magnitude.
Price jumps (1m, 5m, 30m), volume spikes, liquidity gaps.
Implied volatility change, realized volatility spike, VIX impact.
Statement sentiment, keyword counts, hawkish/dovish scores.
Fed speaker classification, voting member status, hawk/dove bias.
Order imbalance around events, aggressive trade flow.
Skew changes, term structure shifts, gamma exposure profiles.
Headlines velocity, social sentiment, news volume spikes.
ECB/BOJ cross-impact, currency correlation, commodity shocks.
Choose the depth of intelligence you need
Transparent ticker mapping and NAICS/PSC context.
Contract-to-outcome benchmark with rich labels.