090°Open data
Open datasets, fully documented — searchable here, and readable by any LLM.
9 datasets
U.S. Bureau of Labor Statistics
Quarterly US business job-flows intelligence from the BLS Business Employment Dynamics program (keyless BLS Public Data API v2): national total-private seasonally adjusted gross job gains and gross job losses — levels in thousands and rates in percent — decomposed into expansions, openings, contractions and closings, with the BED net employment change (gains minus losses) and quarter-over-quarter / year-over-year momentum of levels and rates. Method: BED links quarterly establishment records from the third month of one quarter to the third month of the next; gains = expansions + openings and losses = contractions + closings by definition. Units: thousands of jobs for levels, percent of employment for rates. Caveats: the latest quarter lags ~7 months and is routinely revised; the 2020 quarters are extreme COVID outliers; BLS material is public domain (commercial reuse allowed); source: U.S. Bureau of Labor Statistics.
Annual US work stoppages (strikes and lockouts involving 1,000+ workers, one full shift or longer) from the BLS Work Stoppages bulk files (keyless): one row per year, 1947 to the latest complete year, with stoppages beginning, workers involved beginning and in effect (thousands), days of idleness (thousands of workdays) and days idle as a percent of estimated total working time. Method: the six BLS measures are pivoted from annual (M13) bulk rows into a wide year panel; footnote-2 censored percent cells and footnote-1 unavailable cells are kept as honest NULLs with flags, preliminary flags preserved. Derived signals: days idle per worker, workers per stoppage beginning, and a trailing 5-year average of days idle. Units: days_idle_000s and workers_*_000s are in thousands; *_pct is a percent. Caveats: not comparable with the pre-1981 series that covered 6+ workers; the percent-of-worktime series was archived by BLS after April 2024 (NULLs from 2024 onward, never imputed); in-effect measures exist from 1981 only.
Monthly US work stoppages (strikes and lockouts involving 1,000+ workers, one full shift or longer) from the BLS Work Stoppages bulk files (keyless): one row per month, 1981-01 to the latest published month, with the six BLS measures — stoppages beginning, workers beginning, workers in effect, stoppages in effect, days of idleness (thousands of workdays), and days idle as percent of estimated working time. Method: monthly bulk rows pivoted wide; censored/unavailable cells kept as NULLs with flags; preliminary (footnote P) months flagged. Derived signals: trailing-12-month averages of days idle, workers in effect, and stoppages in effect, plus year-over-year percent change in days idle. Units as the annual panel. Caveats: updates land ~3 weeks after month end; monthly figures are preliminary until BLS issues final monthly + annual figures in February; the percent-of-worktime series was archived by BLS after April 2024 (NULLs thereafter, never imputed).
Labor-Demand Signals (derived)
Monthly US labor-demand signals from BLS JOLTS data (via FRED, 2000 ->): job openings, the hires rate and the quits rate, with 3-month momentum, 30-month change volatility, 3-sigma anomaly flags, drift forecasts, 3-year demand z-scores, a hires hiring-freeze flag, a quits-based worker-confidence gauge and a vacancy-surge flag. The labor-DEMAND companion to the labor-supply levels in us-labor-market-signals: how tight the labor market is from the employer's and the worker's side. All rows normalized to country_code USA. Raw series: Bureau of Labor Statistics (JOLTS) via FRED.
US Labor-Market Slack Signals (derived)
Monthly US labor-market slack signals from BLS duration and underemployment series (FRED UEMPMEAN 1948 ->, U6RATE 1994 ->): 3-month momentum, year-on-year change, 30-month change volatility, 3-sigma anomaly flags, naive-drift forecasts, a long-duration (>=27 weeks) flag, an elevated-underemployment (U-6 >= 10%) flag, and 5-year z-scores for both. The slack lens on US labor — complementing us-labor-market-signals (headline levels) and sahm-labor-recession-signals (recession trigger) by watching unemployment duration and underemployment, where labor-market pain concentrates. All rows normalized to country_code USA. Raw series: U.S. Bureau of Labor Statistics (Current Population Survey) via FRED.
Sahm-Rule Labor Signals (derived)
Monthly US Sahm-rule recession signals from the BLS unemployment rate (FRED UNRATE, 1948 ->): the 3-month average unemployment rate minus its 12-month low (pp), with the 0.50pp recession trigger flag, a 0.30pp warning flag, a fast-rise flag, 3-month momentum, 30-month change volatility, 3-sigma anomaly flags, drift forecasts, a 5-year z-score, and the 12-month unemployment-rate change. The rule-based, transparent companion to us-recession-probability-signals (model probability) and the deterioration lens on us-labor-market-signals (raw levels). All rows normalized to country_code USA. Raw series: U.S. Bureau of Labor Statistics via FRED.
US State Unemployment Signals (derived)
Value-added regional labor signals derived from FRED's free BLS state unemployment-rate series: all 50 states plus the District of Columbia, monthly seasonally adjusted. Each row carries change volatility, 3-month momentum, 12-month change (pp), a trailing-1y rate z-score, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-month cross-state volatility rank, and the cross-state unemployment dispersion gauge (regional labor-market divergence). All computation is local pandas/numpy; no paid models or APIs.
US State Wage-Growth Signals (derived)
US state-level average hourly earnings signals (BLS via FRED, 50 states + DC, monthly 2007 ->): 12-month wage growth, 3-month momentum, 30-period change volatility, 3-sigma shock flags, drift forecasts, 5-year pay-pressure z-scores, the state-vs-US growth gap and cross-state growth ranks. The regional pay-pressure lens: where wages run hot or cold across the country. BLS data via FRED (free, keyless-by-reuse of the existing FRED key).
US Trade-Price Signals (derived)
Monthly US trade-price signals derived from FRED: BLS import and export price indices for all commodities plus the China-origin import price index, with 1-month and year-on-year percent changes, 30-month annualized change volatility, 3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-series volatility rank, the terms of trade (export/import prices) and the China-vs-world import price trend spread. All rows are normalized to country_code USA so they join cleanly with US macro data. Raw series: Federal Reserve Bank of St. Louis (FRED); underlying survey: U.S. Bureau of Labor Statistics, International Price Program.
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