US Macro Indicators
Coming soonInterest rates, inflation, employment and output, as first published and every revision after.
Treasury yields, the fed funds rate, CPI, unemployment, payrolls, industrial production and GDP from the Federal Reserve Bank of St. Louis. Each value arrives on the date it became known, so revisions never leak into the past.
This dataset is planned and not available to backtests yet.
How the data works
- Planned, and subject to change until the dataset is available.
- Each value arrives when it was published, not at the end of the period it describes: January's inflation figure reaches an algorithm in mid-February.
- Revisions arrive as new rows on their own dates, so a backtest sees the figure traders saw at the time.
Fields
4 columns| Field | Description |
|---|---|
| available_time | When the row becomes visible to an algorithm: the moment the value was published |
| period | Month, quarter or day the value describes |
| value | The value as published on that date |
| revision | 0 for the first release, then 1, 2 and so on for each revision |
Loading the data
# Planned interface: this dataset isn't available yet, so this code won't run.
from lean_platform_data import MacroSeries
self.cpi = self.add_data(MacroSeries, "CPIAUCSL").symbol # consumer prices
self.jobless = self.add_data(MacroSeries, "UNRATE").symbol # unemployment rate
def on_data(self, slice):
if self.jobless in slice:
self.debug(f"Unemployment for {slice[self.jobless].period}: {slice[self.jobless].value}%")
This product will use the FRED® API but is not endorsed or certified by the Federal Reserve Bank of St. Louis.