US weekly economic activity signals (NY Fed WEI)
Weekly US real-activity signals from the New York Fed's Weekly Economic Index (Lewis-Mertens-Stock, redistributed by FRED, 2008 ->): the common component of ten high-frequency series, scaled to four-quarter GDP growth, with 13-week momentum, 26-week change volatility, 3-sigma anomaly flags, drift forecasts, a 5-year activity z-score, and downturn / surge / contraction / rebound flags. The high-frequency nowcasting companion to us-national-activity-signals (monthly CFNAI) and us-output-business-cycle-signals (monthly/quarterly production). All rows normalized to country_code USA. Raw series: Federal Reserve Bank of New York via FRED.
Quality
Attribution
Federal Reserve Bank of New York (Weekly Economic Index) via FRED; derived signals by Frontier Data Hub
Schema
| Column | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD, weekly ending Saturday). |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID: WEI (Weekly Economic Index (Lewis-Mertens-Stock), Federal Reserve Bank of New York). |
| series_label | string | Official FRED series title as published for the series. |
| value | float | Weekly Economic Index: the common component of ten daily and weekly series covering consumer behavior, the labor market, and production, scaled to the four-quarter GDP growth rate (Federal Reserve Bank of New York, via FRED). |
| momentum_3m | float | |
| volatility_30d | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| wei_z_5y | float | |
| downturn_flag | integer | |
| surge_flag | integer | |
| contraction_flag | integer | |
| rebound_flag | integer |
Sample rows
| date | country | country_code | series_id | series_label | value | momentum_3m | volatility_30d | anomaly_flag | forecast_1m | wei_z_5y | downturn_flag | surge_flag | contraction_flag | rebound_flag |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2008-01-05 | United States | USA | WEI | Weekly Economic Index (Lewis-Mertens-Stock) | 1.95 | — | — | 0 | — | — | 0 | 0 | 0 | 0 |
| 2008-01-12 | United States | USA | WEI | Weekly Economic Index (Lewis-Mertens-Stock) | 1.94 | — | — | 0 | — | — | 0 | 0 | 0 | 0 |
| 2008-01-19 | United States | USA | WEI | Weekly Economic Index (Lewis-Mertens-Stock) | 1.91 | — | — | 0 | — | — | 0 | 0 | 0 | 0 |
| 2008-01-26 | United States | USA | WEI | Weekly Economic Index (Lewis-Mertens-Stock) | 1.42 | — | — | 0 | — | — | 0 | 0 | 0 | 0 |
| 2008-02-02 | United States | USA | WEI | Weekly Economic Index (Lewis-Mertens-Stock) | 1.14 | — | — | 0 | — | — | 0 | 0 | 0 | 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/weekly_activity_signals/us_weekly_activity_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/weekly_activity_signals/us_weekly_activity_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/weekly_activity_signals/us_weekly_activity_signals
Tip: fetch /llms.txt for the full machine-readable catalog.