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. 
