Use cases · Commodities & markets

See trade flows before the statistics.

Tankers, bulkers and port activity show where commodities are moving days or weeks before official numbers come out. SeaSignals turns those movements into clean, backtestable series.

VesselsPortsStorms
python · crude_flows.py
from seasignals import Ocean

ocean = Ocean()

# Weekly laden VLCC departures from the Gulf
flows = ocean.ports.calls(
    region="arabian_gulf",
    vessel_class="VLCC", laden=True,
    interval="1w",
    as_of="2024-06-01",  # point-in-time
).to_pandas()
What you can do

What SeaSignals gives you

Flow indices

Port calls and tonnage by vessel class, trade lane and region, rolled up daily or weekly.

Floating storage

Laden vessels that sit idle for long periods, a signal for contango and oversupply.

Supply shocks

Storms near export terminals and refinery ports, joined to the vessels and cargo they put at risk.

Backtest-ready history

Point-in-time data with as_of, so your models only see what was known at the time.

How it works

From signal to decision

Every layer shares one grid, one clock and one set of IDs, so combining them takes a single query instead of a data project.

LatencyMinutes
HistoryMulti-year, point-in-time
DeliveryAPI · Parquet · warehouse
01 · Define

Pick the flows you trade

Choose commodities, vessel classes, origin and destination regions, or specific terminals.

02 · Backtest

Test the signal on history

Pull years of point-in-time series and check how they lead the official data you care about.

03 · Monitor

Run it live

Stream the same series into your models and dashboards, with alerts on unusual moves.

Tell us what you're working on

We're shaping early access around real use cases.