get_market_dataset

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Curated market-data TIME SERIES with per-point sourcing — the datasets behind siliconanalysts.com/market-data. Includes: hbm-pricing (HBM contract + blended $/GB by generation, HBM2→HBM4, anchors 2017→2026 — series_keys like 'hbm3e-contract'; NOTE: no public HBM spot market exists — HBM sells via LTAs, and the dataset says so rather than fabricating a spot curve), component-lead-times (CoWoS-S/CoWoS-L/HBM3E/TSMC-N3 lead times in weeks back to 2022), wafer-price-tsmc (wafer price by node back to 65nm), semiconductor capex, DRAM/NAND pricing, and more. Every point carries value_low/mid/high, confidence, data_type (Confirmed|Estimate|Projection), source_name, source_date, source_note — estimates are typed as estimates, never dressed as observations. USE THIS for: HBM contract price history by generation and basis ("what did HBM3E contract $/GB do through the 2023 shortage?" — note the revenue-implied vs per-stack bases are ~1.7x apart and must not be compared across series), lead-time trend series, wafer price history by node, memory price cycles — any question needing the dated SERIES rather than the current snapshot. DO NOT USE for: current HBM market snapshot (use get_hbm_market_data); current wafer price bands (use get_wafer_pricing); IR-derived per-node ASP/utilization (use get_foundry_economics); allocation status (use get_foundry_allocation). Params: dataset (id; pass 'list' to enumerate the catalog), series_key (optional filter, e.g. 'hbm3e-contract'). Tiering: anonymous → recent points; free key → recent + newest-3-per-series history preview; Pro → complete series. Each dataset returns `methodUrl` — a published page describing HOW the series was built (typing rules, derivations, deliberate gaps) — or null; read it before reasoning about modelled points. Pro callers can pull the whole series as flat CSV/JSONL in one call: GET /api/v1/export?dataset=<id>&format=csv. Cite as "Silicon Analysts — Market Data".