Datasets:

FinzData
/

macro-recession

license: other
license_name: public-domain-source-us-government
pretty_name: 'US Macro Data: Recession'
language:
  - en
tags:
  - finance
  - economics
  - macroeconomics
  - time-series
  - fred
  - recession
  - quant
  - backtesting
size_categories:
  - 1K<n<10K
configs:
  - config_name: long
    data_files: data/long.parquet
    default: true
  - config_name: wide_daily
    data_files: data/wide_daily.parquet
  - config_name: wide_monthly
    data_files: data/wide_monthly.parquet
  - config_name: wide_quarterly
    data_files: data/wide_quarterly.parquet

US macro data: Recession (13 series)

13 recession series from US government sources, cleaned into one consistent format and ready for pandas. This free package holds the last 12 months (2025-11-03 on) of each series' latest values. It is refreshed weekly.

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

or datasets.load_dataset("FinzData/macro-recession"). Wide tables by frequency: wide_daily (3 series), wide_monthly (7 series), wide_quarterly (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("SAHMREALTIME")                        # full history, latest values
c.macro("SAHMREALTIME", vintage="first")       # as first released
c.macro("SAHMREALTIME", as_of="2020-03-01")    # exactly what was known on that date
c.macro_series(category="recession")          # the catalogue for this category

Most-watched series in this package

ID	Title	Units	Frequency	Full history from
`SAHMREALTIME`	Real-time Sahm Rule Recession Indicator	Percentage Points	Monthly	1959
`RECPROUSM156N`	Smoothed U.S. Recession Probabilities	Percent	Monthly	1967
`USREC`	NBER based Recession Indicators for the United States from the Period following the Peak through the Trough	+1 or 0	Monthly	1854
`SAHMCURRENT`	Sahm Rule Recession Indicator	Percentage Points	Monthly	1949
`JHDUSRGDPBR`	Dates of U.S. recessions as inferred by GDP-based recession indicator	+1 or 0	Quarterly	1967
`JHGDPBRINDX`	GDP-Based Recession Indicator Index	Percentage Points	Quarterly	1967
`USRECD`	NBER based Recession Indicators for the United States from the Period following the Peak through the Trough	+1 or 0	Daily, 7-Day	1854
`USRECDM`	NBER based Recession Indicators for the United States from the Peak through the Trough	+1 or 0	Daily, 7-Day	1854
`USRECQ`	NBER based Recession Indicators for the United States from the Period following the Peak through the Trough	+1 or 0	Quarterly	1854
`USRECDP`	NBER based Recession Indicators for the United States from the Peak through the Period preceding the Trough	+1 or 0	Daily, 7-Day	1854
`USRECM`	NBER based Recession Indicators for the United States from the Peak through the Trough	+1 or 0	Monthly	1854
`RECRISKUSP50`	Recession Probability for the United States, Median Estimate	Percent	Monthly	1980
`USRECP`	NBER based Recession Indicators for the United States from the Peak through the Period preceding the Trough	+1 or 0	Monthly	1854

All 13 series: series.csv. Browse them at https://finzdata.com/macro/category/recession.

US macro data: Recession (13 series)

The full history, point in time, through one API

Most-watched series in this package

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