FinzData/macro-recession

US macro data: Recession (13 series)

13 recession series from US government sources, cleaned into one consistent format and ready for pandas. This free package holds the last 12 months (2025-10-27 on) of each series' latest values. It is refreshed weekly.

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

or datasets.load_dataset("FinzData/macro-recession"). Wide tables by frequency: wide_daily (3 series), wide_monthly (7 series), wide_quarterly (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("SAHMREALTIME")                        # full history, latest values
c.macro("SAHMREALTIME", vintage="first")       # as first released
c.macro("SAHMREALTIME", as_of="2020-03-01")    # exactly what was known on that date
c.macro_series(category="recession")          # the catalogue for this category

Most-watched series in this package

ID	Title	Units	Frequency	Full history from
SAHMREALTIME	Real-time Sahm Rule Recession Indicator	Percentage Points	Monthly	1959
RECPROUSM156N	Smoothed U.S. Recession Probabilities	Percent	Monthly	1967
USREC	NBER based Recession Indicators for the United States from the Period following the Peak through the Trough	+1 or 0	Monthly	1854
SAHMCURRENT	Sahm Rule Recession Indicator	Percentage Points	Monthly	1949
JHDUSRGDPBR	Dates of U.S. recessions as inferred by GDP-based recession indicator	+1 or 0	Quarterly	1967
JHGDPBRINDX	GDP-Based Recession Indicator Index	Percentage Points	Quarterly	1967
USRECD	NBER based Recession Indicators for the United States from the Period following the Peak through the Trough	+1 or 0	Daily, 7-Day	1854
USRECDM	NBER based Recession Indicators for the United States from the Peak through the Trough	+1 or 0	Daily, 7-Day	1854
USRECQ	NBER based Recession Indicators for the United States from the Period following the Peak through the Trough	+1 or 0	Quarterly	1854
USRECDP	NBER based Recession Indicators for the United States from the Peak through the Period preceding the Trough	+1 or 0	Daily, 7-Day	1854
USRECM	NBER based Recession Indicators for the United States from the Peak through the Trough	+1 or 0	Monthly	1854
RECRISKUSP50	Recession Probability for the United States, Median Estimate	Percent	Monthly	1980
USRECP	NBER based Recession Indicators for the United States from the Peak through the Period preceding the Trough	+1 or 0	Monthly	1854

All 13 series: series.csv. Browse them at https://finzdata.com/macro/category/recession.

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.