Données ouvertes

Bibliothèque

Jeux de données ouverts, entièrement documentés — interrogeables ici, et lisibles par n’importe quel LLM.

Les titres et les descriptions proviennent des sources de données, en anglais.

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81 jeux de données

fred

US Funding-Stress Signals (derived)
US funding-stress signals (money-market rates, stress regimes)
Daily US money-market funding-stress signals: TED spread (TEDRATE), the Secured Overnight Financing Rate (SOFR), and the Interest Rate on Reserve Balances (IORB), 2018 ->, with 63-day and 252-day changes, 30-day change volatility, 3-sigma anomaly flags, 21-day naive-drift forecasts, SOFR-above-IORB funding-pressure flags, 5-year spread z-scores, and elevated / severe stress-regime flags. The overnight-funding lens on financial stress — the policy-transmission mechanics behind the composite indices. Companion to us-financial-stress-index-signals (STLFSI4/NFCI composites). All rows normalized to country_code USA. Raw series: Federal Reserve / Federal Reserve Bank of New York via FRED.
- money-markets
- funding-stress
- sofr
- ted-spread
lignes
5 001
Qualité
98
Mis à jour
26 sept. 2026
Vieillissant
Licence
Usage commercial OK
US Natural-Gas Market Signals (derived)
US natural-gas market signals (Henry Hub spike & regime gauges)
Daily US natural-gas market signals from the EIA Henry Hub spot price (FRED DHHNGSP, 1997 ->, $/MMBtu): 90-day momentum, year-on-year change, 30-day change volatility, 3-sigma anomaly flags, naive-drift forecasts, price-spike day flags, an elevated-price ($5+) flag, a 5-year z-score, and a heating-season flag. The natural-gas companion to us-fuel-price-signals (pump prices) — gas moves on weather, storage, and LNG exports, with some of the sharpest spikes of any commodity. All rows normalized to country_code USA. Raw series: U.S. Energy Information Administration via FRED.
- natural-gas
- henry-hub
- energy
- commodity
lignes
5 692
Qualité
99
Mis à jour
26 sept. 2026
Vieillissant
Licence
Usage commercial OK
US Dollar Strength Signals (derived)
US dollar strength signals (broad dollar index momentum, FX pair drawdowns, anomalies, forecasts)
Signals derived from FRED's US-dollar exchange-rate series: 30-trading-day annualized log-return volatility, 63-day momentum, year-over-year percent change, distance from the trailing-1-year high, 3-sigma anomaly flags, naive-drift 21-trading-day forecasts, a per-day cross-series volatility rank, the broad-dollar-index drawdown (DTWEXBGS rows) and the broad dollar's 63-day momentum mapped onto every row's date as the dollar-strength regime gauge. Covers DTWEXBGS (nominal broad U.S. dollar index), DEXUSEU (USD per EUR), DEXCHUS (CNY per USD), DEXJPUS (JPY per USD) and DEXMXUS (MXN per USD), daily. 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 data from the Board of Governors of the Federal Reserve System.
- fx
- foreign-exchange
- us-dollar
- dollar-index
lignes
45 758
Qualité
97
Mis à jour
26 sept. 2026
Vieillissant
Licence
Usage commercial OK
Wage & Productivity Signals (derived)
US wage & productivity signals (real earnings momentum, productivity-pay gap, anomalies)
Monthly/quarterly signals derived from FRED's US earnings and productivity data: 30-period annualized change volatility, ~3-month momentum, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-date cross-series volatility rank, the real-wage year-over-year gauge (worker purchasing power) and the productivity-minus-pay gap (the decoupling gauge). Covers nominal average hourly earnings, a connector-derived real-earnings series (CPI-deflated) and nonfarm business labor productivity. 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 data: U.S. Bureau of Labor Statistics.
- wages
- earnings
- productivity
- real-wages
lignes
1 821
Qualité
100
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
US Wage-Cost Pressure Signals (derived)
US wage-cost pressure signals (ECI, real pay, unit labor costs)
Quarterly US labor-cost signals derived from FRED: the Employment Cost Index (total compensation and wages & salaries — the Fed's preferred wage gauge) and nonfarm unit labor costs, with quarter-on-quarter annualized changes, year-on-year percent changes, 30-quarter annualized change volatility, 1-quarter momentum, 3-sigma anomaly flags vs a trailing 12-quarter baseline, naive-drift 1-quarter forecasts, a per-quarter cross-series volatility rank, CPI-deflated real ECI growth and the ECI-minus-unit-labor-cost spread (the wage-push vs productivity gauge). 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.
- wages
- employment-cost-index
- unit-labor-costs
- inflation
lignes
522
Qualité
97
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Household Wealth Signals (derived)
US household wealth signals (net worth, nominal + real)
Quarterly US household wealth signals from the Fed Z.1 accounts (via FRED, 1951 ->): households and nonprofit organizations net worth in nominal and real (GDP-deflated) terms, with quarter-on-quarter and year-on-year changes, 30-quarter change volatility, 3-sigma wealth-shock flags, drift forecasts, 10-year wealth z-scores, real wealth-growth gauges and a wealth-drawdown flag. The wealth-effect lens on consumption: the stock companion to the saving/debt-flow signals in us-household-balance-signals. All rows normalized to country_code USA. Raw series: Federal Reserve (Z.1) and BEA via FRED.
- wealth
- net-worth
- households
- wealth-effect
lignes
608
Qualité
97
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Weekly Activity Signals (derived)
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.
- weekly-economic-index
- nowcasting
- business-cycle
- new-york-fed
lignes
976
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Housing Price Signals (derived)
Global housing price signals (real house prices, boom/bust gauges, forecasts)
Signals derived from the BIS real residential property price series (quarterly, as published on FRED) for 18 economies: 30-quarter annualized volatility of quarterly changes, quarterly momentum, year-over-year percent change (the housing boom/bust gauge), a cycle-position percentile of current growth versus each country's own history, 3-sigma anomaly flags, naive-drift 1-quarter forecasts and a per-quarter cross-country volatility rank. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Federal Reserve Bank of St. Louis (FRED), underlying data Bank for International Settlements.
- housing
- house-prices
- real-estate
- boom-bust
lignes
3 780
Qualité
99
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK
Sovereign Yield Signals (derived)
Global sovereign yield signals (10y bond yields, momentum, spreads, anomalies)
Signals derived from the OECD's harmonized 10-year government bond yields (monthly, as published on FRED) for 17 economies: 30-month annualized volatility of monthly yield changes, 3-month momentum, 12-month change, 3-sigma anomaly flags vs a trailing 12-month baseline, naive-drift 1-month forecasts, a per-month cross-country volatility rank, and the euro-area periphery spread — each euro member's 10y yield minus Germany's on the same month (the core-vs-periphery gauge). All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Federal Reserve Bank of St. Louis (FRED), underlying data OECD Main Economic Indicators.
- bonds
- yields
- sovereign-debt
- interest-rates
lignes
11 188
Qualité
98
Mis à jour
22 sept. 2026
À jour
Licence
Usage commercial OK