Macro and currencies

FRED economic series

QuantGPT

Rates, inflation, jobs, growth, credit, money and housing from the St. Louis Fed, with a curated core set.

Use in my models: choose in My data All my data choices

What it is

Rates, inflation, jobs, growth, credit, money and housing from the St. Louis Fed, with a curated core set.

fred obs: Observations of 2,074 FRED series.
fred series: The 2,074 series: title, units, frequency, seasonal adjustment, popularity, category path.
macro observations: Observations of the 42 series.
macro series: The 42 curated FRED series with units and frequency.

Source and licence

Source: FRED (St. Louis Fed).

Licence: public, but some series carry third-party copyright. This is our reading of the table; counsel decides.

Credit: FRED, Federal Reserve Bank of St. Louis, through the QuantGPT engine (this product uses the FRED API but is not endorsed or certified by the Federal Reserve Bank of St. Louis); each series is its owner's, among them VIX and GVZ: Cboe; consumer sentiment: University of Michigan; Baa yields: Moody's; ICE BofA spreads: ICE Data Indices, LLC. Currencies also from the ECB (Frankfurter) (Data sources).

Coverage and gap years

2,074 series, 2,578,730 rows in fred obs, from Nov 1, 1694 to Oct 1, 2036.

Years with no rows: none between the first and the last.

Thin years: 1695 to 1853, 2027 to 2035.

Table	Rows	First	Last
fred obs	2,578,730	Nov 1, 1694	Oct 1, 2036
fred series	2,074	-	-
macro observations	246,342	Jan 1, 1900	Oct 8, 2026
macro series	42	Apr 1, 2026	Oct 8, 2026

Freshness

Last row Oct 1, 2036: Holds dates 3,645 days ahead (scheduled rows). Updates: as each series is published.

Point in time

Keyed on the observation date (the period it measures), not the day it was published.

Not kept: the table holds FRED's latest revised value only (series, date, value), with no earlier vintages.

Delisted names

Not a stock dataset.

Known issues

fred obs runs from 1694 to 2036 (long histories and projections). 1,337 of 2,074 series updated in the last 120 days; 37 ended before 2020. (WAREHOUSE, Gaps and freshness that matter)
ICE BofA spreads are short. BAMLH0A0HYM2 and BAMLC0A4CBBB start 2023-05-16: FRED serves ICE series for three years only. (ACCURACY, 8. Engine problems found by probing)
the ICE BofA spreads (BAMLH0A0HYM2, BAMLC0A4CBBB) come with three years of history and no redistribution; (GAPS, 6. A macro dashboard (score 3.33))
VIXCLS and GVZCLS are Cboe's; (GAPS, 6. A macro dashboard (score 3.33))
UMCSENT is the University of Michigan's. (GAPS, 6. A macro dashboard (score 3.33))
Latest vintage only (revisions are not modelled). (GAPS, 6. A macro dashboard (score 3.33))
fred obs dates run from 1694 to 2036 (long histories and projections): cut at today. (GAPS, 6. A macro dashboard (score 3.33))
run macro regime drops 10 months (ENGINE.md). (GAPS, 6. A macro dashboard (score 3.33))

Where it is used

Macro

Engine tools that reach it (your AI, over MCP):

get_macro_series FRED MACRO data from the warehouse: 42 series (rates, curve spreads, CPI, unemployment, claims, M2, Fed balance sheet, credit spreads, VIX, recession flags, housing, sentiment, FX).
run_macro_regime MACRO REGIME backtest: hold a benchmark index while a FRED series satisfies a condition, else earn 3-month T-bills.
query_warehouse Run read-only SQL (DuckDB dialect) directly against any research database.

Ask AI

Every count and date here was measured on Oct 9, 2026 from the QuantGPT engine's warehouse and is read from the catalogue file when the site is built. Metadata only: no vendor rows are shown.