Datasets:

FinzData
/

macro-inflation

license: other
license_name: public-domain-source-us-government
pretty_name: 'US Macro Data: Inflation'
language:
  - en
tags:
  - finance
  - economics
  - macroeconomics
  - time-series
  - fred
  - inflation
  - quant
  - backtesting
size_categories:
  - 10K<n<100K
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
  - config_name: wide_quarterly
    data_files: data/wide_quarterly.parquet
  - config_name: wide_semiannual
    data_files: data/wide_semiannual.parquet

US macro data: Inflation (959 series)

959 inflation 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.

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

or datasets.load_dataset("FinzData/macro-inflation"). Wide tables by frequency: wide_daily (9 series), wide_weekly (5 series), wide_monthly (844 series), wide_quarterly (98 series), wide_semiannual (3 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("CPIAUCSL")                        # full history, latest values
c.macro("CPIAUCSL", vintage="first")       # as first released
c.macro("CPIAUCSL", as_of="2020-03-01")    # exactly what was known on that date
c.macro_series(category="inflation")          # the catalogue for this category

Most-watched series in this package

ID	Title	Units	Frequency	Full history from
`CPIAUCSL`	Consumer Price Index for All Urban Consumers: All Items in U.S. City Average	Index 1982-1984=100	Monthly	1947
`DFII10`	Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed	Percent	Daily	2003
`T10YIE`	10-Year Breakeven Inflation Rate	Percent	Daily	2003
`T5YIE`	5-Year Breakeven Inflation Rate	Percent	Daily	2003
`PCEPI`	Personal Consumption Expenditures: Chain-type Price Index	Index 2017=100	Monthly	1959
`CPILFESL`	Consumer Price Index for All Urban Consumers: All Items Less Food and Energy in U.S. City Average	Index 1982-1984=100	Monthly	1957
`T5YIFR`	5-Year, 5-Year Forward Inflation Expectation Rate	Percent	Daily	2003
`CORESTICKM159SFRBATL`	Sticky Price Consumer Price Index less Food and Energy	Percent Change from Year Ago	Monthly	1967
`CPIAUCNS`	Consumer Price Index for All Urban Consumers: All Items in U.S. City Average	Index 1982-1984=100	Monthly	1913
`PPIACO`	Producer Price Index by Commodity: All Commodities	Index 1982=100	Monthly	1913
`DFII5`	Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed	Percent	Daily	2003
`DFII30`	Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed	Percent	Daily	2010
`CUUR0000SA0R`	Consumer Price Index for All Urban Consumers: Purchasing Power of the Consumer Dollar in U.S. City Average	Index 1982-1984=100	Monthly	1913
`CPIMEDNS`	Consumer Price Index for All Urban Consumers: Medical Care in U.S. City Average	Index 1982-1984=100	Monthly	1935
`CUSR0000SETA02`	Consumer Price Index for All Urban Consumers: Used Cars and Trucks in U.S. City Average	Index 1982-1984=100	Monthly	1953
`GDPDEF`	Gross Domestic Product: Implicit Price Deflator	Index 2017=100	Quarterly	1947
`PCU325211325211`	Producer Price Index by Industry: Plastics Material and Resin Manufacturing	Index Dec 1980=100	Monthly	1976
`USSTHPI`	All-Transactions House Price Index for the United States	Index 1980:Q1=100	Quarterly	1975
`WPUSI012011`	Producer Price Index by Commodity: Special Indexes: Construction Materials	Index 1982=100	Monthly	1947
`EXPINF1YR`	1-Year Expected Inflation	Percent	Monthly	1982
`MEDCPIM158SFRBCLE`	Median Consumer Price Index	Percent Change at Annual Rate	Monthly	1983
`PCUOMFGOMFG`	Producer Price Index by Industry: Total Manufacturing Industries	Index Dec 1984=100	Monthly	1984
`WPU0911`	Producer Price Index by Commodity: Pulp, Paper, and Allied Products: Wood Pulp	Index 1982=100	Monthly	1926
`WPU101707`	Producer Price Index by Commodity: Metals and Metal Products: Cold Rolled Steel Sheet and Strip	Index Jun 1982=100	Monthly	1982
`CUSR0000SAF11`	Consumer Price Index for All Urban Consumers: Food at Home in U.S. City Average	Index 1982-1984=100	Monthly	1952

All 959 series: series.csv. Browse them at https://finzdata.com/macro/category/inflation.

US macro data: Inflation (959 series)

The full history, point in time, through one API

Most-watched series in this package

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