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Weekly refresh 2026-10-25

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README.md ADDED
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+ ---
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+ license: other
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+ license_name: public-domain-source-us-government
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+ pretty_name: "US Macro Data: Consumption"
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+ language:
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+ - en
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+ tags:
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+ - finance
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+ - economics
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+ - macroeconomics
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+ - time-series
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+ - fred
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+ - consumption
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+ - quant
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+ - backtesting
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+ size_categories:
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+ - 1K<n<10K
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+ configs:
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+ - config_name: long
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+ data_files: data/long.parquet
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+ default: true
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+ - config_name: wide_monthly
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+ data_files: data/wide_monthly.parquet
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+ - config_name: wide_quarterly
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+ data_files: data/wide_quarterly.parquet
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+ - config_name: wide_annual
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+ data_files: data/wide_annual.parquet
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+ - config_name: wide_other
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+ data_files: data/wide_other.parquet
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+ ---
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+
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+ # US macro data: Consumption (1,602 series)
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+
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+ 1,602 consumption series from US government sources, cleaned into one consistent format and ready for pandas.
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+ This free package holds the **last 12 months** (2025-10-25 on) of each series' latest values. It is refreshed weekly.
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+
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+ ```python
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+ import pandas as pd
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+ df = pd.read_parquet("hf://datasets/FinzData/macro-consumption/data/long.parquet") # series_id, date, value
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+ wide = pd.read_parquet("hf://datasets/FinzData/macro-consumption/data/wide_monthly.parquet") # one column per series
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+ ```
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+
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+ 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
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+ with its title, units, frequency and how far back the full history goes.
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+
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+ ## The full history, point in time, through one API
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+ The FinzData API serves every series back to its first observation, **every revision** (what was known on any past
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+ date, so backtests do not peek at later revisions), and **daily updates**, in the same format:
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+
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+ ```python
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+ import finzdata as fz # pip install finzdata
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+ c = fz.Client() # free API key: https://api.finzdata.com/
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+ c.macro("PCEPILFE") # full history, latest values
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+ c.macro("PCEPILFE", vintage="first") # as first released
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+ c.macro("PCEPILFE", as_of="2020-03-01") # exactly what was known on that date
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+ c.macro_series(category="consumption") # the catalogue for this category
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+ ```
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+
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+ ## Most-watched series in this package
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+
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+ | ID | Title | Units | Frequency | Full history from |
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+ |---|---|---|---|---|
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+ | `PCEPILFE` | Personal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index) | Index 2017=100 | Monthly | 1959 |
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+ | `DPCCRV1Q225SBEA` | Personal Consumption Expenditures (PCE) Excluding Food and Energy (Chain-Type Price Index) | Percent Change from Preceding Period | Quarterly | 1959 |
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+ | `PCETRIM12M159SFRBDAL` | Trimmed Mean PCE Inflation Rate | Percent Change from Year Ago | Monthly | 1978 |
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+ | `PCECC96` | Real Personal Consumption Expenditures | Billions of Chained 2017 Dollars | Quarterly | 1947 |
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+ | `DPCERE1Q156NBEA` | Shares of gross domestic product: Personal consumption expenditures | Percent | Quarterly | 1947 |
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+ | `PCEC` | Personal Consumption Expenditures | Billions of Dollars | Quarterly | 1939 |
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+ | `PCETRIM1M158SFRBDAL` | Trimmed Mean PCE Inflation Rate | Percent Change at Annual Rate | Monthly | 1977 |
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+ | `PCEDG` | Personal Consumption Expenditures: Durable Goods | Billions of Dollars | Monthly | 1959 |
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+ | `FDEFX` | Federal Government: National Defense Consumption Expenditures and Gross Investment | Billions of Dollars | Quarterly | 1946 |
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+ | `IA001260M` | Personal Consumption Expenditures: Services Excluding Energy and Housing (Chain-Type Price Index) | Index 2017=100 | Monthly | 1959 |
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+ | `PCECTPI` | Personal Consumption Expenditures: Chain-type Price Index | Index 2017=100 | Quarterly | 1947 |
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+ | `GCEC1` | Real Government Consumption Expenditures and Gross Investment | Billions of Chained 2017 Dollars | Quarterly | 1947 |
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+ | `PCES` | Personal Consumption Expenditures: Services | Billions of Dollars | Monthly | 1959 |
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+ | `PCEDGC96` | Real Personal Consumption Expenditures: Durable Goods | Billions of Chained 2017 Dollars | Monthly | 1959 |
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+ | `A794RX0Q048SBEA` | Real personal consumption expenditures per capita | Chained 2017 Dollars | Quarterly | 1947 |
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+ | `DPCERD3Q086SBEA` | Personal consumption expenditures (implicit price deflator) | Index 2017=100 | Quarterly | 1947 |
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+ | `GCE` | Government Consumption Expenditures and Gross Investment | Billions of Dollars | Quarterly | 1939 |
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+ | `PCEND` | Personal Consumption Expenditures: Nondurable Goods | Billions of Dollars | Monthly | 1959 |
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+ | `BPCCRO1Q156NBEA` | Personal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index) | Percent Change from Quarter One Year Ago | Quarterly | 1960 |
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+ | `DFXARC1M027SBEA` | Personal consumption expenditures: Food | Billions of Dollars | Monthly | 1959 |
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+ | `DGDSRX1` | Real Personal Consumption Expenditures: Goods | Billions of Chained 2017 Dollars | Monthly | 1995 |
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+ | `DPCERY2Q224SBEA` | Contributions to percent change in real gross domestic product: Personal consumption expenditures | Percentage Points at Annual Rate | Quarterly | 1947 |
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+ | `PCESC96` | Real Personal Consumption Expenditures: Services | Billions of Chained 2017 Dollars | Monthly | 1959 |
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+ | `DHLCRC1Q027SBEA` | Personal consumption expenditures: Services: Health care | Billions of Dollars | Quarterly | 1959 |
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+ | `PCDG` | Personal Consumption Expenditures: Durable Goods | Billions of Dollars | Quarterly | 1939 |
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+
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+ All 1,602 series: `series.csv`. Browse them at https://finzdata.com/macro/category/consumption.
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+
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+ ## More from FinzData
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+ - Every macro category: https://huggingface.co/FinzData · index on GitHub: https://github.com/FinzData/macro-data
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+ - Survivorship-free US stock prices since 2000, COT positioning, 13F holdings, insider trades, short interest
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+ - Pricing (history bundles from $195 once): https://finzdata.com/pricing
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+ - Python client (open source): https://github.com/FinzData/finzdata-python
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+
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+ Source: U.S. government agencies via FRED/ALFRED (Federal Reserve Bank of St. Louis). Compiled by FinzData.
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+ Data for research, not investment advice.
data/long.csv ADDED
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series.csv ADDED
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