Dataset

Macro & financial time series

Free & Open Data API CSV 1 source

More than 800,000 US and international economic time series from roughly 100 official sources: GDP components, employment, inflation, rates, money supply, housing and regional series, downloadable as CSV or XLSX or via the FRED and ALFRED APIs, with vintages preserved for point-in-time research.

Dataset card

FRED's Macro & financial time series aggregates publicly released U.S. and international economic indicators published by the Federal Reserve Economic Data repository. It is a foundational free and open source of macroeconomic and market reference data used in investment research.

What this dataset contains

The series covers core macroeconomic and financial indicators including GDP, inflation, employment, and interest rates, based on the tagged categories supplied by the publisher. Most observations are released into the public domain, subject to the original source agency's terms. Coverage spans national accounts, labor markets, price indices, and central-bank rate benchmarks typically tracked by FRED. Specific file size and total series count are not disclosed in the available documentation.

Structure and fields

The supplied schema does not enumerate column names, so the on-disk field layout cannot be described with certainty. Standard FRED time-series downloads normally carry a date column, a value column, and series-level metadata such as frequency and units, but these details are not confirmed in the provided facts. Because no sample rows are available, no value ranges, date spans, or frequencies can be quoted. Analysts retrieving the data should consult FRED's documentation for the exact field definitions.

How analysts use it

Macro and financial time series are typically used to construct market regimes, inflation hedges, and duration views within multi-asset portfolios. Investors may align factor exposures, sector tilts, or risk-on/risk-off signals to published GDP, employment, and interest-rate releases. The series are also a common input for back-testing macro-driven trading strategies and for benchmarking proprietary alternative-data signals against official statistics. Concrete column-level integration steps cannot be described because the schema is unstated.

Documentation & references 2
  1. FRED/Macro & financial time series: listing on the provider website
  2. FRED: official website

Further reading

All guides
  • How funds evaluate alternative data vendorsEvaluating alternative-data providers: research fit, provenance, historical timing, permitted use and the evidence needed for an informed purchasing decision.
  • Open vs commercial alternative dataWhat free and open datasets can and cannot do: where public data rivals paid panels, where it cannot compete, and how open sources fit a professional research workflow.
  • Alternative data for hedge fundsA practical guide to alternative data for hedge funds: team design, budget sequencing, infrastructure, vendor portfolio construction and the metrics that show whether the program creates investment value.
  • Free alternative data sourcesThe practical list of free alternative-data sources for investors: public filings, official statistics, satellite and earth observation, on-chain data, web archives and open registries, what each covers, what it costs in engineering effort, and where free data falls short.

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