CalcFi Open Data: 34 Financial and Macroeconomic Time Series from Primary Sources

34 daily-refreshed financial and macroeconomic time series across 11 categories, including mortgage rates, inflation, and cryptocurrency prices. The dataset, created by Jere Salmisto, is mirrored verbatim from primary sources like FRED and the World Bank, with the last update recorded on 2026 -05-20. It provides uniform columns of date, value, and unit for each series.

Use Cases

• Empirical household-finance research based on complementary time-series data mentioned in the description.
• Real-time tracking of macro shocks based on daily-refreshed interest rate and inflation series.
• Modeling relationships between asset classes based on uniform time-series data for rates, commodities, and crypto.
• Benchmarking financial models based on primary-source data with full provenance.

Strengths

• Contains 34 distinct time series across 11 clearly defined financial and macroeconomic categories.
• Data is mirrored verbatim from authoritative primary sources like FRED and the World Bank, preserving provenance.
• Uniform schema across all series with ISO-8601 dates simplifies programmatic access and comparison.
• Daily refresh schedule at 05:00 UTC suggests efforts to maintain data currency.

Limitations

• Row count is unknown, which may limit suitability assessment for large-scale modeling.
• Column-level documentation is absent; field semantics must be inferred after download.
• The dataset's 3.0 MB size indicates a relatively small collection of aggregated time series.

Provenance

Source

FRED, Bureau of Labor Statistics, US Treasury, Freddie Mac, FDIC, World Bank, CoinGecko, IMF.

Collection Method

Mirrored verbatim via a scheduled ETL pipeline from the CalcFi read-only API, with only ISO-8601 date normalization applied.

Time Range

Full history for each series, but specific start dates are not provided.

Freshness

Daily refresh schedule; last updated 2026-05-20 05:21:41.

Geography

Likely contains US and global data based on source descriptions (e.g., US Treasury, World Bank).