Data Sources — Quick Reference
Free Sources
| Data | URL | Format |
|---|
| VN30F prices | finance.vietstock.vn, cafef.vn | Web/CSV |
| VN30 Index | hsx.vn | Web/CSV |
| TPCP yield curve | hnx.vn → Trái phiếu | Web |
| SBV policy rate | sbv.gov.vn | Web |
| USD/VND | sbv.gov.vn, Bloomberg | Web |
| Foreign net buy/sell | hsx.vn | Web |
| VIX | Yahoo Finance (^VIX) | CSV |
| GPR Index | matteoiacoviello.com/gpr.htm | Excel download |
| Fed Funds Rate | fred.stlouisfed.org | CSV |
| Python package | pip install vnstock | API |
Paid Sources (if needed)
| Data | Provider | Cost |
|---|
| Full VN30F historical | Fiintrade / FiinPro | ~2-5M VND/month |
| Bloomberg terminal | University/broker | Expensive |
Key Dates to Collect
- SBV rate change dates (all changes 2017-2026)
- FOMC meeting dates
- COVID wave dates VN (03/2020, 07-09/2021)
- Russia-Ukraine start: 24/02/2022
- VN30F expiry dates: 3rd Thursday each month
- FLC/Trinh Van Quyet arrest: 29/03/2022