| --- |
| 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 (2,020 series) |
|
|
| 2,020 energy series from US government sources, cleaned into one consistent format and ready for pandas. |
| This free package holds the **last 12 months** (2025-11-02 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` (1337 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 2,020 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. |
|
|
