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license: other
license_name: public-domain-source-us-government
pretty_name: "US Macro Data: Energy"
language:
- en
tags:
- finance
- economics
- macroeconomics
- time-series
- fred
- energy
- quant
- backtesting
size_categories:
- 100K<n<1M
configs:
- config_name: long
data_files: data/long.parquet
default: true
- config_name: wide_daily
data_files: data/wide_daily.parquet
- config_name: wide_weekly
data_files: data/wide_weekly.parquet
- config_name: wide_monthly
data_files: data/wide_monthly.parquet
---
# US macro data: Energy (2,021 series)
2,021 energy series from US government sources, cleaned into one consistent format and ready for pandas.
This free package holds the **last 12 months** (2025-11-01 on) of each series' latest values. It is refreshed weekly.
```python
import pandas as pd
df = pd.read_parquet("hf://datasets/FinzData/macro-energy/data/long.parquet") # series_id, date, value
wide = pd.read_parquet("hf://datasets/FinzData/macro-energy/data/wide_daily.parquet") # one column per series
```
or `datasets.load_dataset("FinzData/macro-energy")`. Wide tables by frequency: `wide_daily` (487 series), `wide_weekly` (196 series), `wide_monthly` (1338 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:
```python
import finzdata as fz # pip install finzdata
c = fz.Client() # free API key: https://api.finzdata.com/
c.macro("FZCURVE_BRENT_WTI") # full history, latest values
c.macro("FZCURVE_BRENT_WTI", vintage="first") # as first released
c.macro("FZCURVE_BRENT_WTI", as_of="2020-03-01") # exactly what was known on that date
c.macro_series(category="energy") # the catalogue for this category
```
## Most-watched series in this package
| ID | Title | Units | Frequency | Full history from |
|---|---|---|---|---|
| `FZCURVE_BRENT_WTI` | Brent minus WTI (front-month futures) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_CARRY` | Brent crude oil roll yield (M1 vs M2, annualised) | Percent | Daily | 2008 |
| `FZCURVE_BZ_M1` | Brent crude oil futures curve: month 1 (M1) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M10` | Brent crude oil futures curve: month 10 (M10) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M11` | Brent crude oil futures curve: month 11 (M11) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M12` | Brent crude oil futures curve: month 12 (M12) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M1M12` | Brent crude oil calendar spread, M1 minus M12 | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M1M2` | Brent crude oil calendar spread, M1 minus M2 | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M1M3` | Brent crude oil calendar spread, M1 minus M3 | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M1M6` | Brent crude oil calendar spread, M1 minus M6 | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M2` | Brent crude oil futures curve: month 2 (M2) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M3` | Brent crude oil futures curve: month 3 (M3) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M4` | Brent crude oil futures curve: month 4 (M4) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M5` | Brent crude oil futures curve: month 5 (M5) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M6` | Brent crude oil futures curve: month 6 (M6) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M7` | Brent crude oil futures curve: month 7 (M7) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M8` | Brent crude oil futures curve: month 8 (M8) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_BZ_M9` | Brent crude oil futures curve: month 9 (M9) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_CL_CARRY` | WTI crude oil roll yield (M1 vs M2, annualised) | Percent | Daily | 2008 |
| `FZCURVE_CL_M1` | WTI crude oil futures curve: month 1 (M1) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_CL_M10` | WTI crude oil futures curve: month 10 (M10) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_CL_M11` | WTI crude oil futures curve: month 11 (M11) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_CL_M12` | WTI crude oil futures curve: month 12 (M12) | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_CL_M1M12` | WTI crude oil calendar spread, M1 minus M12 | Dollars per Barrel | Daily | 2008 |
| `FZCURVE_CL_M1M2` | WTI crude oil calendar spread, M1 minus M2 | Dollars per Barrel | Daily | 2008 |
All 2,021 series: `series.csv`. Browse them at https://finzdata.com/macro/category/energy.
## More from FinzData
- Every macro category: https://huggingface.co/FinzData · index on GitHub: https://github.com/FinzData/macro-data
- Survivorship-free US stock prices since 2000, COT positioning, 13F holdings, insider trades, short interest
- Pricing (history bundles from $195 once): https://finzdata.com/pricing
- Python client (open source): https://github.com/FinzData/finzdata-python
Source: U.S. government agencies via FRED/ALFRED (Federal Reserve Bank of St. Louis). Compiled by FinzData.
Data for research, not investment advice.
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