For Data Scientists & ML Engineers · Retail Reits

Retail REITs Data for Data Scientists & ML Engineers

Retail Reits data for data scientists: 4 datasets on one shelf. Every one delivered as API, files, or warehouse rows.

financial time series api for backtesting · alternative data for quantitative research · where to get training data for retail reits models

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4datasets cleared the bar for this shelf
1rated top-tier for this persona
8.0mean quality, our 10-point scoring

API, files, or your warehouse. Daily, weekly, or hourly.

Which retail-REIT datasets qualify for data-science work?

Retail REITs is a thin but clean slice: Datadory catalogs 4 primary retail-reits datasets, pooled with 6 related sources from mortgage REITs, diversified real estate and apparel retail for 10 total. Quality runs 7 to 9 with an 8.0 average, above the 7.81 catalog-wide mean. The wider pool sits in the retail-reits data hub.

How do you build demand-forecast features from monthly retail sales?

Everything is US commercial delivery terms. Table 1 carries percent changes at NAICS subsector and 3-4 digit detail, including food services and drinking places (NAICS 722), which makes tenant-category demand joinable to landlord fundamentals. Because MARTS prints advance estimates that are later revised, persist release vintages keyed by publication date instead of overwriting - the full dataset page documents the formats.

Can you backtest landlord fundamentals on a quarterly panel?

Yes - the Nareit T-Tracker is the modeling-grade core of this slice at quality 9. Releases land about six weeks after quarter end, and only 122 of the 1,744 cataloged datasets share this quarterly cadence.

How should you combine these sources in one pipeline?

Four stages, cheapest first. Seed: pull the Nareit Retail REIT Sector Directory's roughly 30 FTSE Nareit constituent rows - ticker, headquarters, price and one-year total return, refreshed each trading day in HTML - into a watchlist table. Fundamentals: append T-Tracker sector-level FFO, occupancy and same-store NOI at quarterly frequency. Demand: add monthly MARTS NAICS series as exogenous regressors. This page is the retail-reits slice of our all data-scientists resources hub.

Straight answers

Is there a financial time series API for backtesting?

Not directly for REIT fundamentals. Plan on scheduled file pulls plus your own snapshotting for point-in-time work.

Does retail REIT data work as alternative data for quantitative research?

Yes, at sector level. T-Tracker occupancy and same-store NOI across 13 property sectors proxy leasing momentum between earnings dates; MARTS sales by NAICS kind of business track consumer spend flowing into shopping-center tenants.

Where can I get training data for retail-demand and occupancy models?

Start from MARTS: monthly sales by NAICS kind-of-business, including food services and drinking places (NAICS 722), joined forward to T-Tracker occupancy and same-store NOI rows.

Rows before rollout

Sample rows from any shelf entry — the field dictionary and coverage notes ride along. If the shelf misses what you need, say so; sourcing requests are half our job.

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