FinzData/macro-energy

US macro data: Energy (2,021 series)

2,021 energy series from US government sources, cleaned into one consistent format and ready for pandas. This free package holds the last 12 months (2025-10-31 on) of each series' latest values. It is refreshed weekly.

import pandas as pd
df = pd.read_parquet("hf://datasets/FinzData/macro-energy/data/long.parquet")      # series_id, date, value
wide = pd.read_parquet("hf://datasets/FinzData/macro-energy/data/wide_daily.parquet")  # one column per series

or datasets.load_dataset("FinzData/macro-energy"). Wide tables by frequency: wide_daily (487 series), wide_weekly (196 series), wide_monthly (1338 series). series.csv lists every series with its title, units, frequency and how far back the full history goes.

The full history, point in time, through one API

The FinzData API serves every series back to its first observation, every revision (what was known on any past date, so backtests do not peek at later revisions), and daily updates, in the same format:

import finzdata as fz                     # pip install finzdata
c = fz.Client()                           # free API key: https://api.finzdata.com/
c.macro("FZCURVE_BRENT_WTI")                        # full history, latest values
c.macro("FZCURVE_BRENT_WTI", vintage="first")       # as first released
c.macro("FZCURVE_BRENT_WTI", as_of="2020-03-01")    # exactly what was known on that date
c.macro_series(category="energy")          # the catalogue for this category

Most-watched series in this package

ID	Title	Units	Frequency	Full history from
FZCURVE_BRENT_WTI	Brent minus WTI (front-month futures)	Dollars per Barrel	Daily	2008
FZCURVE_BZ_CARRY	Brent crude oil roll yield (M1 vs M2, annualised)	Percent	Daily	2008
FZCURVE_BZ_M1	Brent crude oil futures curve: month 1 (M1)	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M10	Brent crude oil futures curve: month 10 (M10)	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M11	Brent crude oil futures curve: month 11 (M11)	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M12	Brent crude oil futures curve: month 12 (M12)	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M1M12	Brent crude oil calendar spread, M1 minus M12	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M1M2	Brent crude oil calendar spread, M1 minus M2	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M1M3	Brent crude oil calendar spread, M1 minus M3	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M1M6	Brent crude oil calendar spread, M1 minus M6	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M2	Brent crude oil futures curve: month 2 (M2)	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M3	Brent crude oil futures curve: month 3 (M3)	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M4	Brent crude oil futures curve: month 4 (M4)	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M5	Brent crude oil futures curve: month 5 (M5)	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M6	Brent crude oil futures curve: month 6 (M6)	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M7	Brent crude oil futures curve: month 7 (M7)	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M8	Brent crude oil futures curve: month 8 (M8)	Dollars per Barrel	Daily	2008
FZCURVE_BZ_M9	Brent crude oil futures curve: month 9 (M9)	Dollars per Barrel	Daily	2008
FZCURVE_CL_CARRY	WTI crude oil roll yield (M1 vs M2, annualised)	Percent	Daily	2008
FZCURVE_CL_M1	WTI crude oil futures curve: month 1 (M1)	Dollars per Barrel	Daily	2008
FZCURVE_CL_M10	WTI crude oil futures curve: month 10 (M10)	Dollars per Barrel	Daily	2008
FZCURVE_CL_M11	WTI crude oil futures curve: month 11 (M11)	Dollars per Barrel	Daily	2008
FZCURVE_CL_M12	WTI crude oil futures curve: month 12 (M12)	Dollars per Barrel	Daily	2008
FZCURVE_CL_M1M12	WTI crude oil calendar spread, M1 minus M12	Dollars per Barrel	Daily	2008
FZCURVE_CL_M1M2	WTI crude oil calendar spread, M1 minus M2	Dollars per Barrel	Daily	2008

All 2,021 series: series.csv. Browse them at https://finzdata.com/macro/category/energy.

More from FinzData

• Every macro category: https://huggingface.co/FinzData · index on GitHub: https://github.com/FinzData/macro-data
• Survivorship-free US stock prices since 2000, COT positioning, 13F holdings, insider trades, short interest
• Pricing (history bundles from $195 once): https://finzdata.com/pricing
• Python client (open source): https://github.com/FinzData/finzdata-python

Source: U.S. government agencies via FRED/ALFRED (Federal Reserve Bank of St. Louis). Compiled by FinzData. Data for research, not investment advice.