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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.

Source: Weekly Activity Signals (derived)976 rowsUpdated: 9/22/2026
weekly-economic-indexnowcastingbusiness-cyclenew-york-fedreal-activitygdpmomentumanomaly-detectionforecastingsignalsfred

Quality

99.3

Attribution

Federal Reserve Bank of New York (Weekly Economic Index) via FRED; derived signals by Frontier Data Hub

Schema

ColumnTypeDescription
datestringObservation date (FRED API field date; YYYY-MM-DD, weekly ending Saturday).
countrystring
country_codestring
series_idstringFRED series ID: WEI (Weekly Economic Index (Lewis-Mertens-Stock), Federal Reserve Bank of New York).
series_labelstringOfficial FRED series title as published for the series.
valuefloatWeekly 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_3mfloat
volatility_30dfloat
anomaly_flaginteger
forecast_1mfloat
wei_z_5yfloat
downturn_flaginteger
surge_flaginteger
contraction_flaginteger
rebound_flaginteger

Sample rows

datecountrycountry_codeseries_idseries_labelvaluemomentum_3mvolatility_30danomaly_flagforecast_1mwei_z_5ydownturn_flagsurge_flagcontraction_flagrebound_flag
2008-01-05United StatesUSAWEIWeekly Economic Index (Lewis-Mertens-Stock)1.9500000
2008-01-12United StatesUSAWEIWeekly Economic Index (Lewis-Mertens-Stock)1.9400000
2008-01-19United StatesUSAWEIWeekly Economic Index (Lewis-Mertens-Stock)1.9100000
2008-01-26United StatesUSAWEIWeekly Economic Index (Lewis-Mertens-Stock)1.4200000
2008-02-02United StatesUSAWEIWeekly Economic Index (Lewis-Mertens-Stock)1.1400000

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.