FinzData/macro-liquidity

US macro data: Liquidity (340 series)

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

or datasets.load_dataset("FinzData/macro-liquidity"). Wide tables by frequency: wide_daily (5 series), wide_weekly (102 series), wide_monthly (14 series), wide_quarterly (219 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("WALCL")                        # full history, latest values
c.macro("WALCL", vintage="first")       # as first released
c.macro("WALCL", as_of="2020-03-01")    # exactly what was known on that date
c.macro_series(category="liquidity")          # the catalogue for this category

Most-watched series in this package

ID	Title	Units	Frequency	Full history from
WALCL	Assets: Total Assets: Total Assets (Less Eliminations from Consolidation): Wednesday Level	Millions of U.S. Dollars	Weekly, As of Wednesday	2002
RRPONTSYD	Overnight Reverse Repurchase Agreements: Treasury Securities Sold by the Federal Reserve in the Temporary Open Market Operations	Billions of US Dollars	Daily	2003
WTREGEN	Liabilities and Capital: Liabilities: Deposits with F.R. Banks, Other Than Reserve Balances: U.S. Treasury, General Account: Week Average	Millions of U.S. Dollars	Weekly, Ending Wednesday	1986
WRESBAL	Liabilities and Capital: Other Factors Draining Reserve Balances: Reserve Balances with Federal Reserve Banks: Week Average	Millions of U.S. Dollars	Weekly, Ending Wednesday	1984
RRPONTSYAWARD	Overnight Reverse Repurchase Agreements Award Rate	Percent	Daily	2013
WRBWFRBL	Liabilities and Capital: Other Factors Draining Reserve Balances: Reserve Balances with Federal Reserve Banks: Wednesday Level	Millions of U.S. Dollars	Weekly, As of Wednesday	2002
RESPPANWW	Assets: Total Assets: Total Assets: Wednesday Level	Millions of U.S. Dollars	Weekly, As of Wednesday	2002
RRPONTTLD	Overnight Reverse Repurchase Agreements: Total Securities Sold by the Federal Reserve in the Temporary Open Market Operations	Billions of US Dollars	Daily	2003
WLRRAL	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level	Millions of U.S. Dollars	Weekly, As of Wednesday	2002
H41RESPPALDKNWW	Assets: Liquidity and Credit Facilities: Loans: Bank Term Funding Program, Net: Wednesday Level (DISCONTINUED)	Millions of U.S. Dollars	Weekly, Ending Wednesday	2002
TLAACBW027SBOG	Total Assets, All Commercial Banks	Billions of U.S. Dollars	Weekly, Ending Wednesday	1973
QBPBSTAS	Balance Sheet: Total Assets	Millions of U.S. Dollars	Quarterly	1984
WCURCIR	Liabilities and Capital: Other Factors Draining Reserve Balances: Currency in Circulation: Week Average	Millions of U.S. Dollars	Weekly, Ending Wednesday	1984
BOGMBBM	Monetary Base: Reserve Balances	Billions of Dollars	Monthly	1959
BOGZ1FL153064476Q	Households and Nonprofit Organizations; Directly and Indirectly Held Corporate Equities as a Percentage of Total Assets, Level	Percent	Quarterly, End of Period	1945
WLRRAFOIAL	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Foreign Official and International Accounts: Wednesday Level	Millions of U.S. Dollars	Weekly, As of Wednesday	2002
BOGZ1FL632051103Q	Money Market Funds; Security Repurchase Agreements (Federal Reserve Reverse Repurchase Agreement Operations); Asset, Level	Millions of U.S. Dollars	Quarterly, End of Period	1945
WFRBLT01000	Total Assets Held by the Top 1% (99th to 100th Wealth Percentiles)	Millions of Dollars	Quarterly	1989
WREPODEL	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Others: Week Average	Millions of U.S. Dollars	Weekly, Ending Wednesday	2002
WREPOFOR	Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Foreign Official and International Accounts: Week Average	Millions of U.S. Dollars	Weekly, Ending Wednesday	2002
WFRBST01108	Share of Total Assets Held by the Top 1% (99th to 100th Wealth Percentiles)	Percent of Aggregate	Quarterly	1989
BOGZ1FL192000005Q	Households; Total Assets, Level	Millions of U.S. Dollars	Quarterly, End of Period	1987
TLAACBM027SBOG	Total Assets, All Commercial Banks	Billions of U.S. Dollars	Monthly	1973
D2WATAL	Assets: Total Assets: Total Assets: Wednesday Level in Federal Reserve District 2: New York	Millions of U.S. Dollars	Weekly, As of Wednesday	2002
RRPONTSYOFFR	Overnight Reverse Repurchase Agreements: Offering Rate	Percent	Daily	2021

All 340 series: series.csv. Browse them at https://finzdata.com/macro/category/liquidity.

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.