FRED Provider¶
Provider: FREDProvider
Website: fred.stlouisfed.org
API Key: Required (free)
Free Tier: 120 requests/minute
Overview¶
FRED (Federal Reserve Economic Data) provides 800,000+ economic time series from the St. Louis Fed.
Best For: Macroeconomic indicators, interest rates, economic research
Quick Start¶
import os
os.environ["FRED_API_KEY"] = "your_key_here"
from ml4t.data.providers import FREDProvider
provider = FREDProvider()
# Interest rates
df = provider.fetch_ohlcv("DGS10", "2020-01-01", "2024-12-01") # 10-Year Treasury
# Economic indicators
df = provider.fetch_ohlcv("UNRATE", "2020-01-01", "2024-12-01") # Unemployment
df = provider.fetch_ohlcv("CPIAUCSL", "2020-01-01", "2024-12-01") # CPI
provider.close()
Popular Series¶
| Series ID | Description | Frequency |
|---|---|---|
DFF |
Fed Funds Rate | Daily |
DGS10 |
10-Year Treasury | Daily |
DGS2 |
2-Year Treasury | Daily |
T10Y2Y |
10Y-2Y Spread | Daily |
UNRATE |
Unemployment Rate | Monthly |
CPIAUCSL |
CPI All Items | Monthly |
INDPRO |
Industrial Production | Monthly |
VIXCLS |
VIX Index | Daily |
See FRED Categories for all 800,000+ series.
API Key Setup¶
Get your free API key at fred.stlouisfed.org/docs/api/fred.
Rate Limits¶
- 120 requests/minute
- No daily limit