Weekly refresh 2026-10-25
Browse files- README.md +98 -0
- data/long.csv +0 -0
- data/long.parquet +3 -0
- data/wide_annual.parquet +3 -0
- data/wide_monthly.parquet +3 -0
- data/wide_other.parquet +3 -0
- data/wide_quarterly.parquet +3 -0
- series.csv +0 -0
README.md
ADDED
|
@@ -0,0 +1,98 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
---
|
| 2 |
+
license: other
|
| 3 |
+
license_name: public-domain-source-us-government
|
| 4 |
+
pretty_name: "US Macro Data: Consumption"
|
| 5 |
+
language:
|
| 6 |
+
- en
|
| 7 |
+
tags:
|
| 8 |
+
- finance
|
| 9 |
+
- economics
|
| 10 |
+
- macroeconomics
|
| 11 |
+
- time-series
|
| 12 |
+
- fred
|
| 13 |
+
- consumption
|
| 14 |
+
- quant
|
| 15 |
+
- backtesting
|
| 16 |
+
size_categories:
|
| 17 |
+
- 1K<n<10K
|
| 18 |
+
configs:
|
| 19 |
+
- config_name: long
|
| 20 |
+
data_files: data/long.parquet
|
| 21 |
+
default: true
|
| 22 |
+
- config_name: wide_monthly
|
| 23 |
+
data_files: data/wide_monthly.parquet
|
| 24 |
+
- config_name: wide_quarterly
|
| 25 |
+
data_files: data/wide_quarterly.parquet
|
| 26 |
+
- config_name: wide_annual
|
| 27 |
+
data_files: data/wide_annual.parquet
|
| 28 |
+
- config_name: wide_other
|
| 29 |
+
data_files: data/wide_other.parquet
|
| 30 |
+
---
|
| 31 |
+
|
| 32 |
+
# US macro data: Consumption (1,602 series)
|
| 33 |
+
|
| 34 |
+
1,602 consumption series from US government sources, cleaned into one consistent format and ready for pandas.
|
| 35 |
+
This free package holds the **last 12 months** (2025-10-25 on) of each series' latest values. It is refreshed weekly.
|
| 36 |
+
|
| 37 |
+
```python
|
| 38 |
+
import pandas as pd
|
| 39 |
+
df = pd.read_parquet("hf://datasets/FinzData/macro-consumption/data/long.parquet") # series_id, date, value
|
| 40 |
+
wide = pd.read_parquet("hf://datasets/FinzData/macro-consumption/data/wide_monthly.parquet") # one column per series
|
| 41 |
+
```
|
| 42 |
+
|
| 43 |
+
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
|
| 44 |
+
with its title, units, frequency and how far back the full history goes.
|
| 45 |
+
|
| 46 |
+
## The full history, point in time, through one API
|
| 47 |
+
The FinzData API serves every series back to its first observation, **every revision** (what was known on any past
|
| 48 |
+
date, so backtests do not peek at later revisions), and **daily updates**, in the same format:
|
| 49 |
+
|
| 50 |
+
```python
|
| 51 |
+
import finzdata as fz # pip install finzdata
|
| 52 |
+
c = fz.Client() # free API key: https://api.finzdata.com/
|
| 53 |
+
c.macro("PCEPILFE") # full history, latest values
|
| 54 |
+
c.macro("PCEPILFE", vintage="first") # as first released
|
| 55 |
+
c.macro("PCEPILFE", as_of="2020-03-01") # exactly what was known on that date
|
| 56 |
+
c.macro_series(category="consumption") # the catalogue for this category
|
| 57 |
+
```
|
| 58 |
+
|
| 59 |
+
## Most-watched series in this package
|
| 60 |
+
|
| 61 |
+
| ID | Title | Units | Frequency | Full history from |
|
| 62 |
+
|---|---|---|---|---|
|
| 63 |
+
| `PCEPILFE` | Personal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index) | Index 2017=100 | Monthly | 1959 |
|
| 64 |
+
| `DPCCRV1Q225SBEA` | Personal Consumption Expenditures (PCE) Excluding Food and Energy (Chain-Type Price Index) | Percent Change from Preceding Period | Quarterly | 1959 |
|
| 65 |
+
| `PCETRIM12M159SFRBDAL` | Trimmed Mean PCE Inflation Rate | Percent Change from Year Ago | Monthly | 1978 |
|
| 66 |
+
| `PCECC96` | Real Personal Consumption Expenditures | Billions of Chained 2017 Dollars | Quarterly | 1947 |
|
| 67 |
+
| `DPCERE1Q156NBEA` | Shares of gross domestic product: Personal consumption expenditures | Percent | Quarterly | 1947 |
|
| 68 |
+
| `PCEC` | Personal Consumption Expenditures | Billions of Dollars | Quarterly | 1939 |
|
| 69 |
+
| `PCETRIM1M158SFRBDAL` | Trimmed Mean PCE Inflation Rate | Percent Change at Annual Rate | Monthly | 1977 |
|
| 70 |
+
| `PCEDG` | Personal Consumption Expenditures: Durable Goods | Billions of Dollars | Monthly | 1959 |
|
| 71 |
+
| `FDEFX` | Federal Government: National Defense Consumption Expenditures and Gross Investment | Billions of Dollars | Quarterly | 1946 |
|
| 72 |
+
| `IA001260M` | Personal Consumption Expenditures: Services Excluding Energy and Housing (Chain-Type Price Index) | Index 2017=100 | Monthly | 1959 |
|
| 73 |
+
| `PCECTPI` | Personal Consumption Expenditures: Chain-type Price Index | Index 2017=100 | Quarterly | 1947 |
|
| 74 |
+
| `GCEC1` | Real Government Consumption Expenditures and Gross Investment | Billions of Chained 2017 Dollars | Quarterly | 1947 |
|
| 75 |
+
| `PCES` | Personal Consumption Expenditures: Services | Billions of Dollars | Monthly | 1959 |
|
| 76 |
+
| `PCEDGC96` | Real Personal Consumption Expenditures: Durable Goods | Billions of Chained 2017 Dollars | Monthly | 1959 |
|
| 77 |
+
| `A794RX0Q048SBEA` | Real personal consumption expenditures per capita | Chained 2017 Dollars | Quarterly | 1947 |
|
| 78 |
+
| `DPCERD3Q086SBEA` | Personal consumption expenditures (implicit price deflator) | Index 2017=100 | Quarterly | 1947 |
|
| 79 |
+
| `GCE` | Government Consumption Expenditures and Gross Investment | Billions of Dollars | Quarterly | 1939 |
|
| 80 |
+
| `PCEND` | Personal Consumption Expenditures: Nondurable Goods | Billions of Dollars | Monthly | 1959 |
|
| 81 |
+
| `BPCCRO1Q156NBEA` | Personal Consumption Expenditures Excluding Food and Energy (Chain-Type Price Index) | Percent Change from Quarter One Year Ago | Quarterly | 1960 |
|
| 82 |
+
| `DFXARC1M027SBEA` | Personal consumption expenditures: Food | Billions of Dollars | Monthly | 1959 |
|
| 83 |
+
| `DGDSRX1` | Real Personal Consumption Expenditures: Goods | Billions of Chained 2017 Dollars | Monthly | 1995 |
|
| 84 |
+
| `DPCERY2Q224SBEA` | Contributions to percent change in real gross domestic product: Personal consumption expenditures | Percentage Points at Annual Rate | Quarterly | 1947 |
|
| 85 |
+
| `PCESC96` | Real Personal Consumption Expenditures: Services | Billions of Chained 2017 Dollars | Monthly | 1959 |
|
| 86 |
+
| `DHLCRC1Q027SBEA` | Personal consumption expenditures: Services: Health care | Billions of Dollars | Quarterly | 1959 |
|
| 87 |
+
| `PCDG` | Personal Consumption Expenditures: Durable Goods | Billions of Dollars | Quarterly | 1939 |
|
| 88 |
+
|
| 89 |
+
All 1,602 series: `series.csv`. Browse them at https://finzdata.com/macro/category/consumption.
|
| 90 |
+
|
| 91 |
+
## More from FinzData
|
| 92 |
+
- Every macro category: https://huggingface.co/FinzData · index on GitHub: https://github.com/FinzData/macro-data
|
| 93 |
+
- Survivorship-free US stock prices since 2000, COT positioning, 13F holdings, insider trades, short interest
|
| 94 |
+
- Pricing (history bundles from $195 once): https://finzdata.com/pricing
|
| 95 |
+
- Python client (open source): https://github.com/FinzData/finzdata-python
|
| 96 |
+
|
| 97 |
+
Source: U.S. government agencies via FRED/ALFRED (Federal Reserve Bank of St. Louis). Compiled by FinzData.
|
| 98 |
+
Data for research, not investment advice.
|
data/long.csv
ADDED
|
The diff for this file is too large to render.
See raw diff
|
|
|
data/long.parquet
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:2ff4edc4a9f2fbe0942d867762d4b197e9bc4ce5bfac334cedc2b33986eb38c3
|
| 3 |
+
size 40286
|
data/wide_annual.parquet
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:5f4eb84b27b45346aadab94fe9805ec662d34438f5cdbbe7b3c60aa9655e0c9e
|
| 3 |
+
size 9386
|
data/wide_monthly.parquet
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:8aa2abba862b9dc40257a9679afb47ff2542440db187cbb3f2f7e6645cfd2cc9
|
| 3 |
+
size 80468
|
data/wide_other.parquet
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:3c79bb22e85e11db43b71845a2a394e95b84d9090de16f070b54f1d832a899e2
|
| 3 |
+
size 5317
|
data/wide_quarterly.parquet
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:24837d2ba99f483c9ebcc1ee3f25404f31429760bf0c16bb52372326e19edaa1
|
| 3 |
+
size 924116
|
series.csv
ADDED
|
The diff for this file is too large to render.
See raw diff
|
|
|