US financial stress signals (NFCI + STLFSI weekly, regime flags, stress spreads)
Value-added financial-stress signals derived from FRED's free Federal Reserve financial-conditions indices: the Chicago Fed National Financial Conditions Index (weekly, 1971 -> present) and the St. Louis Fed Financial Stress Index (weekly, 1993 -> present). Each row carries change volatility, 13-week momentum, year-over-year level change, a trailing-1y stress z-score, a tight-financial-conditions regime flag, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-week cross-series volatility rank, and the NFCI-STLFSI stress spread. All computation is local pandas/numpy; no paid models or APIs.
Quality
Attribution
Federal Reserve Banks of Chicago and St. Louis via FRED; derived signals by Frontier Data Hub
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD). |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID: NFCI (Chicago Fed National Financial Conditions Index) or STLFSI4 (St. Louis Fed Financial Stress Index); resolves to the series page at https://fred.stlouisfed.org/series/<id>. |
| series_label | string | Official FRED series title as published for the series. |
| value | float | Index value as published (index points; positive values = tighter-than-average financial conditions, negative = looser-than-average); see the series notes for methodology and revisions. |
| volatility_30d | float | |
| momentum_3m | float | |
| yoy_change_pct | float | |
| stress_z_1y | float | |
| tight_regime_flag | integer | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer | |
| stress_spread | float |
Sample rows
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | yoy_change_pct | stress_z_1y | tight_regime_flag | anomaly_flag | forecast_1m | rank | stress_spread |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1971-01-08 | United States | USA | NFCI | Chicago Fed National Financial Conditions Index | 0.602 | — | — | — | — | 1 | 0 | — | — | — |
| 1971-01-15 | United States | USA | NFCI | Chicago Fed National Financial Conditions Index | 0.634 | — | — | — | — | 1 | 0 | — | — | — |
| 1971-01-22 | United States | USA | NFCI | Chicago Fed National Financial Conditions Index | 0.672 | — | — | — | — | 1 | 0 | — | — | — |
| 1971-01-29 | United States | USA | NFCI | Chicago Fed National Financial Conditions Index | 0.713 | — | — | — | — | 1 | 0 | — | — | — |
| 1971-02-05 | United States | USA | NFCI | Chicago Fed National Financial Conditions Index | 0.756 | — | — | — | — | 1 | 0 | — | — | — |
Download sample data
Download the full sample snapshot for this dataset (sample rows, not the complete dataset).
Use with an LLM
Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/finstress_signals/us_financial_stress_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/finstress_signals/us_financial_stress_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)API endpoint: https://datazimuts.com/v1/datasets/finstress_signals/us_financial_stress_signals
Tip: fetch /llms.txt for the full machine-readable catalog.