FXMacroData/us-macro-release-history

US Macro Releases, Last 3 Months: First Prints and Revisions

Headline US economic releases from the last 3 months (periods from 30 July 2026, built 28 October 2026). Each row shows the number the agency first published, the value it shows today, and the time the figure came out.

This is a free sample. It holds the same 3 months of history that the FXMacroData free tier serves. The full history back to 2000, for more indicators and currencies, is available on paid plans through the API.

Most macro datasets only hold today's revised values. A backtest built on those values uses numbers that nobody could see on release day. This dataset keeps the first print beside the revised value, so you can test a strategy against the data as it was actually known.

What is inside

us_macro_releases.parquet (also as us_macro_releases.csv) has 48 rows. It tracks these indicators (GDP appears when a quarterly estimate falls in the window):

Group	Indicators
Inflation	CPI and core CPI (YoY and MoM), PCE and core PCE (YoY and MoM), PPI MoM
Jobs	Non-farm payrolls change, unemployment rate, average hourly earnings MoM, initial jobless claims
Activity	Retail sales, GDP growth (QoQ SAAR)
Policy	Federal funds target range midpoint

Columns

Column	Meaning
indicator	Indicator slug, for example non_farm_payrolls_change
indicator_name	Readable name
period	The period the figure measures (period end date)
first_print	The value first published
latest_value	The value currently published, after revisions
revised_by	latest_value - first_print
unit, frequency, seasonal_adjustment	How the figure is measured
release_time_utc, release_time_et	When the first print was published
publication_time_status	How the release time was established (see below)
release_time_assumed	True when the release time is estimated rather than recorded
first_print_basis	How the first print was identified (see below)
n_vintages	Number of stored published versions of the figure
source, source_series_id, source_url	The official publisher and series

Release-time quality

• confirmed: read from the publisher's own release.
• unverified: a real timestamp, usually from the publisher's schedule, not yet matched to the release itself.
• unknown: no reliable release time.

Filter on publication_time_status if your work needs exact timestamps.

First-print basis

• is_first_release: the publisher's archive marks this version as the first release.
• earliest_vintage: the earliest archived version we hold (for example the GDP advance estimate).
• single_value: only one value is stored, so no revisions are known.

How complete the revision history is

n_vintages counts the published versions held for each figure. CPI, PCE, payrolls, retail sales and jobless claims usually have two to five versions, so revised_by shows real revisions. GDP, average hourly earnings, PPI and the unemployment rate mostly have one version. For those rows first_print is the only stored value and may already include later revisions. Use n_vintages >= 2 when you need a confirmed first print.

Sources

Figures come from the official publishers: the Bureau of Labor Statistics, the Bureau of Economic Analysis, the US Census Bureau, the Department of Labor and the Federal Reserve. US federal statistics are in the public domain. This compilation is released under CC BY 4.0. Please credit FXMacroData.

Load it

from datasets import load_dataset

ds = load_dataset("FXMacroData/us-macro-release-history", split="train")
df = ds.to_pandas()

Or with pandas directly:

import pandas as pd

df = pd.read_parquet("hf://datasets/FXMacroData/us-macro-release-history/us_macro_releases.parquet")

More data

This sample covers the last 3 months of US headline releases. FXMacroData publishes the full history back to 2000, for many more indicators and 22 currencies, with release calendars and FX rates, through an API. Plans start with a 14-day free trial:

• Website: https://fxmacrodata.com/?utm_source=huggingface&utm_medium=referral&utm_campaign=huggingface-dataset&utm_content=us-releases-card
• API quickstart: https://fxmacrodata.com/docs?utm_source=huggingface&utm_medium=referral&utm_campaign=huggingface-dataset&utm_content=us-releases-quickstart
• Contact: info@fxmacrodata.com