FinzData/macro-inflation

US macro data: Inflation (960 series)

960 inflation series from US government sources, cleaned into one consistent format and ready for pandas. This free package holds the last 12 months (2025-11-01 on) of each series' latest values. It is refreshed weekly.

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

or datasets.load_dataset("FinzData/macro-inflation"). Wide tables by frequency: wide_daily (9 series), wide_weekly (5 series), wide_monthly (845 series), wide_quarterly (98 series), wide_semiannual (3 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("CPIAUCSL")                        # full history, latest values
c.macro("CPIAUCSL", vintage="first")       # as first released
c.macro("CPIAUCSL", as_of="2020-03-01")    # exactly what was known on that date
c.macro_series(category="inflation")          # the catalogue for this category

Most-watched series in this package

ID	Title	Units	Frequency	Full history from
CPIAUCSL	Consumer Price Index for All Urban Consumers: All Items in U.S. City Average	Index 1982-1984=100	Monthly	1947
DFII10	Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed	Percent	Daily	2003
T10YIE	10-Year Breakeven Inflation Rate	Percent	Daily	2003
T5YIE	5-Year Breakeven Inflation Rate	Percent	Daily	2003
PCEPI	Personal Consumption Expenditures: Chain-type Price Index	Index 2017=100	Monthly	1959
CPILFESL	Consumer Price Index for All Urban Consumers: All Items Less Food and Energy in U.S. City Average	Index 1982-1984=100	Monthly	1957
T5YIFR	5-Year, 5-Year Forward Inflation Expectation Rate	Percent	Daily	2003
CORESTICKM159SFRBATL	Sticky Price Consumer Price Index less Food and Energy	Percent Change from Year Ago	Monthly	1967
CPIAUCNS	Consumer Price Index for All Urban Consumers: All Items in U.S. City Average	Index 1982-1984=100	Monthly	1913
PPIACO	Producer Price Index by Commodity: All Commodities	Index 1982=100	Monthly	1913
DFII5	Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed	Percent	Daily	2003
DFII30	Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis, Inflation-Indexed	Percent	Daily	2010
CUUR0000SA0R	Consumer Price Index for All Urban Consumers: Purchasing Power of the Consumer Dollar in U.S. City Average	Index 1982-1984=100	Monthly	1913
CPIMEDNS	Consumer Price Index for All Urban Consumers: Medical Care in U.S. City Average	Index 1982-1984=100	Monthly	1935
CUSR0000SETA02	Consumer Price Index for All Urban Consumers: Used Cars and Trucks in U.S. City Average	Index 1982-1984=100	Monthly	1953
GDPDEF	Gross Domestic Product: Implicit Price Deflator	Index 2017=100	Quarterly	1947
PCU325211325211	Producer Price Index by Industry: Plastics Material and Resin Manufacturing	Index Dec 1980=100	Monthly	1976
USSTHPI	All-Transactions House Price Index for the United States	Index 1980:Q1=100	Quarterly	1975
WPUSI012011	Producer Price Index by Commodity: Special Indexes: Construction Materials	Index 1982=100	Monthly	1947
EXPINF1YR	1-Year Expected Inflation	Percent	Monthly	1982
MEDCPIM158SFRBCLE	Median Consumer Price Index	Percent Change at Annual Rate	Monthly	1983
PCUOMFGOMFG	Producer Price Index by Industry: Total Manufacturing Industries	Index Dec 1984=100	Monthly	1984
WPU0911	Producer Price Index by Commodity: Pulp, Paper, and Allied Products: Wood Pulp	Index 1982=100	Monthly	1926
WPU101707	Producer Price Index by Commodity: Metals and Metal Products: Cold Rolled Steel Sheet and Strip	Index Jun 1982=100	Monthly	1982
CUSR0000SAF11	Consumer Price Index for All Urban Consumers: Food at Home in U.S. City Average	Index 1982-1984=100	Monthly	1952

All 960 series: series.csv. Browse them at https://finzdata.com/macro/category/inflation.

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.