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.
Qualité
Attribution
Federal Reserve Banks of Chicago and St. Louis via FRED; derived signals by Frontier Data Hub
Schéma
| Colonne | 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 |
Exemple de lignes
| 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 | — | — | — |
Télécharger un échantillon
Téléchargez l'échantillon complet de ce jeu de données (lignes d'exemple, pas le jeu complet).
Utiliser avec un LLM
Dirigez n’importe quel LLM vers le point d’accès des métadonnées — la documentation ci-dessus est aussi lisible par machine (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)Point d’accès API: https://datazimuts.com/v1/datasets/finstress_signals/us_financial_stress_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.