FinzData/macro-financial-conditions

US macro data: Financial Conditions (39 series)

39 financial conditions 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.

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

or datasets.load_dataset("FinzData/macro-financial-conditions"). Wide tables by frequency: wide_daily (4 series), wide_weekly (7 series), wide_monthly (18 series), wide_quarterly (10 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("NFCI")                        # full history, latest values
c.macro("NFCI", vintage="first")       # as first released
c.macro("NFCI", as_of="2020-03-01")    # exactly what was known on that date
c.macro_series(category="financial_conditions")          # the catalogue for this category

Most-watched series in this package

ID	Title	Units	Frequency	Full history from
NFCI	Chicago Fed National Financial Conditions Index	Index	Weekly, Ending Friday	1971
STLFSI4	St. Louis Fed Financial Stress Index	Index	Weekly, Ending Friday	1993
USEPUINDXD	Economic Policy Uncertainty Index for United States	Index	Daily, 7-Day	1985
ANFCI	Chicago Fed Adjusted National Financial Conditions Index	Index	Weekly, Ending Friday	1971
WUIGLOBALWEIGHTAVG	World Uncertainty Index: Global: GDP Weighted Average	Index	Quarterly	1960
USEPUINDXM	Economic Policy Uncertainty Index for United States	Index	Monthly	1985
EPUTRADE	Economic Policy Uncertainty Index: Categorical Index: Trade policy	Index	Monthly	1985
NFCILEVERAGE	Chicago Fed National Financial Conditions Leverage Subindex	Index	Weekly, Ending Friday	1971
KCFSI	Kansas City Financial Stress Index	Index	Monthly	1990
NFCICREDIT	Chicago Fed National Financial Conditions Credit Subindex	Index	Weekly, Ending Friday	1971
CHNMAINLANDEPU	Economic Policy Uncertainty Index: Mainland Papers for China	Index	Monthly	1949
EMVOVERALLEMV	Equity Market Volatility Tracker: Overall	Index	Monthly	1985
WUIIDN	World Uncertainty Index for Indonesia	Index	Quarterly	1952
NFCIRISK	Chicago Fed National Financial Conditions Risk Subindex	Index	Weekly, Ending Friday	1971
WLEMUINDXD	Equity Market-related Economic Uncertainty Index	Index	Daily, 7-Day	1985
EUEPUINDXM	Economic Policy Uncertainty Index for Europe	Index	Monthly	1987
KCPRU	Kansas City Fed's Measure of Policy Rate Uncertainty (KCPRU)	Percentage Points	Daily	1989
WUIGLOBALSMPAVG	World Uncertainty Index: Global: Simple Average	Index	Quarterly	1960
NFCINONFINLEVERAGE	Chicago Fed National Financial Conditions Index Nonfinancial Leveral Subindex	Index	Weekly, Ending Friday	1971
WUIVNM	World Uncertainty Index for Vietnam	Index	Quarterly	1956
EPUMONETARY	Economic Policy Uncertainty Index: Categorical Index: Monetary policy	Index	Monthly	1985
CHNMAINLANDTPU	Trade Policy Uncertainty Index: Mainland Papers for China	Index	Monthly	2000
EMVMACROBUS	Equity Market Volatility Tracker: Macroeconomic News and Outlook: Business Investment And Sentiment	Index	Monthly	1985
WUIUSA	World Uncertainty Index for United States	Index	Quarterly	1952
INDEPUINDXM	Economic Policy Uncertainty Index for India	Index	Monthly	2003

All 39 series: series.csv. Browse them at https://finzdata.com/macro/category/financial-conditions.

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.