macro

Summary

The data set includes various economic indicators related to the U.S. stock market, such as the 30-year Treasury yield, Producer Price Index, and Real Gross Domestic Product (GDP) Growth Rate. It also features metrics like the Consumer Price Index, unemployment rate estimates, and housing market statistics, providing a comprehensive overview of the current economic landscape.

Example code

from finter.data import ContentFactory
cf = ContentFactory("us_stock", 20200101, 20200201)
df = cf.get_df("live-dgs30")

Metadata

valid from
delivery schedule
time zone
data frequency

00 10 * * *

1d

Item List

Macroeconomic Indicators

  • live-a261rx1q020sbea: U.S. real GDP growth rate

  • live-gdp: Real-time nominal GDP estimate

  • live-gdpc1: Real-time real (inflation-adjusted) GDP estimate

  • live-cfnai: Chicago Fed index summarizing overall economic activity

  • live-indpro: Real-time index of U.S. industrial production

  • live-usalolitoaastsam: U.S. leading economic indicator estimate

  • live-oecdlolitoaastsam: OECD leading indicator of global economic trends

  • live-chnlolitoaastsam: China’s leading economic indicator estimate

  • live-gacdfsa066msfrbphi: Philadelphia Fed’s U.S. GDP growth projection

  • live-gacdisa066msfrbny: New York Fed’s GDP forecast (e.g. Nowcast)

  • live-usepuindxd: Index measuring uncertainty about U.S. economic policy

  • live-usrec: Indicator signaling current U.S. recession periods

  • live-recprousm156n: Estimated probability of U.S. recession

Labor Market

  • live-payems: Total number of non-farm payroll employees

  • live-icsa: Initial claims for unemployment insurance

  • live-unrate: Real-time unemployment rate estimate

  • live-awhaeman: Real-time estimate of average hourly wages

  • live-ulcnfb: Unit labor cost for the non-farm business sector

  • live-jtsjol: Total number of job openings

Inflation & Prices

  • live-cpiaucsl: Real-time Consumer Price Index (CPI)

  • live-cpilfesl: Core CPI (excludes food and energy)

  • live-pcepi: PCE Price Index (used by the Fed for inflation targeting)

  • live-pcepilfe: Core PCE Price Index

  • live-ppiaco: Producer Price Index (PPI) for all commodities

  • live-ppifis: PPI for final demand

Monetary Policy & Interest Rates

  • live-fedfunds: Real-time Federal Funds Rate estimate

  • live-dgs1mo ~ live-dgs30: U.S. Treasury yields (1 month to 30 years)

  • live-dfii10: 10-year Treasury Inflation-Protected Securities (TIPS) yield

  • live-t10yie: 10-year breakeven inflation rate

  • live-t5yie: 5-year breakeven inflation rate

  • live-t10y2y: Yield spread between 10Y and 2Y Treasury bonds

  • live-daaa: Yield on Moody’s Aaa-rated corporate bonds

  • live-dbaa: Yield on Moody’s Baa-rated corporate bonds

  • live-aaa10y: Spread between Aaa bonds and 10Y Treasuries

  • live-tedrate: Spread between 3M LIBOR and 3M Treasury yield

Financial Markets

  • live-sp500: S&P 500 stock index

  • live-vixcls: CBOE Volatility Index (market fear gauge)

  • live-stlfsi2: St. Louis Fed Financial Stress Index

  • live-bamlh0a0hym2: High-yield corporate bond spread (ICE BofA)

  • live-bamlhyh0a0hym2triv: High-yield bond total return index (ICE BofA)

Housing & Real Estate

  • live-houst: Monthly housing starts

  • live-hsn1f: New single-family home sales

  • live-permit: Construction permits for new housing units

  • live-csushpinsa: S&P/Case-Shiller U.S. home price index

  • live-comrepusq159n: Commercial real estate price index

  • live-mortgage30us: 30-year fixed mortgage rate

  • live-wshotsl: Inventory of homes for sale

Consumer Activity

  • live-dspic96: Real disposable personal income

  • live-rpi: Real personal income

  • live-pcec96: Real personal consumption expenditures

  • live-rsafs: Retail sales

  • live-mich: University of Michigan consumer expectations index

  • live-umcsent: University of Michigan consumer sentiment index

Business Activity

  • live-dgorder: New manufacturing orders

  • live-businv: Total business inventories

  • live-mdsp: Manufacturing inventory-to-sales ratio

  • live-cdsp: Retail inventory-to-sales ratio

  • live-whlslrimsa: Wholesale inventories

  • live-ttlcons: Total construction spending

Trade & Commodities

  • live-boptexp: Total exports

  • live-boptimp: Total imports (or import revenue)

  • live-dcoilwtico: WTI crude oil price

  • live-pcoppusdm: Copper price in U.S. dollars

Money Supply & Liquidity

  • live-m1sl: M1 money supply (cash, demand deposits)

  • live-m2sl: M2 money supply (M1 + savings, time deposits)

  • live-m2real: Real M2 (adjusted for inflation)

Credit & Lending

  • live-wdtgal: Bank lending standards (loan officer survey)

  • live-wlodll: Bank loan demand (loan officer survey)

Capacity & Utilization

  • live-tcu: Capacity utilization rate in manufacturing

PreviousanalysisNextmarket

Last updated