I noticed that
UnivAvg("1", "Close(0, GetSeries(`##corpjnk`))")
returns no data prior to April 18, 2023. Before that date, the values are zero.
Is this a known data gap or was the underlying series (##corpjnk) truncated at some point? The data was available previously.
I think the data source of P123 for corpjnk is the high yield spread from the fred database: https://fred.stlouisfed.org/series/BAMLHE00EHYIOAS. That data used to go back to the 90’s I believe.
Fred recently ‘updated’ the data. Or better said, they removed a large chunk of the historical data.
Probably P123 overwrote their data from the Fred in the database too.
The ##corpjnk series corresponds to FRED series ID BAMLH0A3HYCEY — ICE BofA CCC & Lower US High Yield Index Effective Yield.
FRED page: https://fred.stlouisfed.org/series/BAMLH0A3HYCEY
Note the following notice now shown on that page:
"Starting in April 2026, this series will only include 3 years of observations. For more data, go to the source."
This is a change at FRED, not on our end — we expose precisely the data FRED provides, so our series reflects the same rolling 3-year window.
Just noticed that all ##CORPxxx makro indicators only go back 3 years now. This is a big problem for me, I use them frequently in my live strategies as filters and features in my AI strategies. I can not back test or retrain my strategies.
I can see that the data come from ICE, Since P123 already is using ICE ,maybe P123 can pull the data from them instead?
Yeah, same. I had 7 of these wired into live strategies. And it's not just CCC. ICE pulled the whole release: 189 series, all capped at 3 rolling years. CCC, BB, B, IG, BBB, Euro HY, EM corporate, every maturity bucket. Even ALFRED vintages got wiped.
But now I'll have to roll my own pipeline to get them back into P123 as custom series. 
Is there any solution to this in sight to solve the missing data history or are we required to find own data?
There's no immediate plan to restore the full history on our end.
The constraint is that we expose exactly what FRED serves, and FRED/ICE have capped these series at a rolling 3-year window. Our current data feeds don't include these series from any other source.
If there's a specific replacement series on FRED that covers what you need, point us to it and we'll look at adding it. Otherwise, the realistic path for now is finding a proxy; another series that tracks the spread closely enough to stand in as the series and using the Data Series tool for import.
Full data history (from 1997) remains available in TradingView.
Is there any way for us to manually import our own custom historical data so that it can be used within the AI factors platform?
Use an Imported Data Series - a list of dates and their associated values.
Thanks, that is working for me.
Out of curiosity, is there a particular reason why you do not backfill the historical data for your ##CORPxxx tickers with previously available data from FRED?
Good question. It's a licensing issue, more than a technical one. That FRED history was provided under ICE's redistribution terms, and once ICE pulled the data, the rights to republish it went with it.
