Datasets:

FinzData
/

macro-consumption

license: other
license_name: public-domain-source-us-government
pretty_name: 'US Macro Data: Consumption'
language:
  - en
tags:
  - finance
  - economics
  - macroeconomics
  - time-series
  - fred
  - consumption
  - quant
  - backtesting
size_categories:
  - 1K<n<10K
configs:
  - config_name: long
    data_files: data/long.parquet
    default: true
  - config_name: wide_monthly
    data_files: data/wide_monthly.parquet
  - config_name: wide_quarterly
    data_files: data/wide_quarterly.parquet
  - config_name: wide_annual
    data_files: data/wide_annual.parquet
  - config_name: wide_other
    data_files: data/wide_other.parquet

US macro data: Consumption (1,602 series)

1,602 consumption series from US government sources, cleaned into one consistent format and ready for pandas. This free package holds the last 12 months (2025-11-02 on) of each series' latest values. It is refreshed weekly.

import pandas as pd
df = pd.read_parquet("hf://datasets/FinzData/macro-consumption/data/long.parquet")      # series_id, date, value
wide = pd.read_parquet("hf://datasets/FinzData/macro-consumption/data/wide_monthly.parquet")  # one column per series

or datasets.load_dataset("FinzData/macro-consumption"). Wide tables by frequency: wide_monthly (119 series), wide_quarterly (1462 series), wide_annual (14 series), wide_other (7 series). series.csv lists every series with its title, units, frequency and how far back the full history goes.

The full history, point in time, through one API

The FinzData API serves every series back to its first observation, every revision (what was known on any past date, so backtests do not peek at later revisions), and daily updates, in the same format:

import finzdata as fz                     # pip install finzdata
c = fz.Client()                           # free API key: https://api.finzdata.com/
c.macro("PCEPILFE")                        # full history, latest values
c.macro("PCEPILFE", vintage="first")       # as first released
c.macro("PCEPILFE", as_of="2020-03-01")    # exactly what was known on that date
c.macro_series(category="consumption")          # the catalogue for this category

Most-watched series in this package

ID	Title	Units	Frequency	Full history from
`PCEPILFE`	Personal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index)	Index 2017=100	Monthly	1959
`DPCCRV1Q225SBEA`	Personal Consumption Expenditures (PCE) Excluding Food and Energy (Chain-Type Price Index)	Percent Change from Preceding Period	Quarterly	1959
`PCETRIM12M159SFRBDAL`	Trimmed Mean PCE Inflation Rate	Percent Change from Year Ago	Monthly	1978
`PCECC96`	Real Personal Consumption Expenditures	Billions of Chained 2017 Dollars	Quarterly	1947
`DPCERE1Q156NBEA`	Shares of gross domestic product: Personal consumption expenditures	Percent	Quarterly	1947
`PCEC`	Personal Consumption Expenditures	Billions of Dollars	Quarterly	1939
`PCETRIM1M158SFRBDAL`	Trimmed Mean PCE Inflation Rate	Percent Change at Annual Rate	Monthly	1977
`PCEDG`	Personal Consumption Expenditures: Durable Goods	Billions of Dollars	Monthly	1959
`FDEFX`	Federal Government: National Defense Consumption Expenditures and Gross Investment	Billions of Dollars	Quarterly	1946
`IA001260M`	Personal Consumption Expenditures: Services Excluding Energy and Housing (Chain-Type Price Index)	Index 2017=100	Monthly	1959
`PCECTPI`	Personal Consumption Expenditures: Chain-type Price Index	Index 2017=100	Quarterly	1947
`GCEC1`	Real Government Consumption Expenditures and Gross Investment	Billions of Chained 2017 Dollars	Quarterly	1947
`PCES`	Personal Consumption Expenditures: Services	Billions of Dollars	Monthly	1959
`PCEDGC96`	Real Personal Consumption Expenditures: Durable Goods	Billions of Chained 2017 Dollars	Monthly	1959
`A794RX0Q048SBEA`	Real personal consumption expenditures per capita	Chained 2017 Dollars	Quarterly	1947
`DPCERD3Q086SBEA`	Personal consumption expenditures (implicit price deflator)	Index 2017=100	Quarterly	1947
`GCE`	Government Consumption Expenditures and Gross Investment	Billions of Dollars	Quarterly	1939
`PCEND`	Personal Consumption Expenditures: Nondurable Goods	Billions of Dollars	Monthly	1959
`BPCCRO1Q156NBEA`	Personal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index)	Percent Change from Quarter One Year Ago	Quarterly	1960
`DFXARC1M027SBEA`	Personal consumption expenditures: Food	Billions of Dollars	Monthly	1959
`DGDSRX1`	Real Personal Consumption Expenditures: Goods	Billions of Chained 2017 Dollars	Monthly	1995
`DPCERY2Q224SBEA`	Contributions to percent change in real gross domestic product: Personal consumption expenditures	Percentage Points at Annual Rate	Quarterly	1947
`PCESC96`	Real Personal Consumption Expenditures: Services	Billions of Chained 2017 Dollars	Monthly	1959
`DHLCRC1Q027SBEA`	Personal consumption expenditures: Services: Health care	Billions of Dollars	Quarterly	1959
`PCDG`	Personal Consumption Expenditures: Durable Goods	Billions of Dollars	Quarterly	1939

All 1,602 series: series.csv. Browse them at https://finzdata.com/macro/category/consumption.

US macro data: Consumption (1,602 series)

The full history, point in time, through one API

Most-watched series in this package

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