| --- |
| 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. |
|
|
| ```python |
| 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: |
|
|
| ```python |
| 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. |
|
|
| ## 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. |
|
|
