Vintage macro series
~231 FRED/ECB seriessince 2000
Provider inventory
ALFRED / FRED / ECB
St. Louis Fed FRED/ALFRED and ECB macro series, stored as vintage-aware macro data for revision-safe research.
MacroWeekly refreshinventory 2026-06-19
Available data
What we have from ALFRED / FRED / ECB
Vintage-aware macro data: roughly 231 FRED/ECB series with point-in-time layouts for regime and macro overlays.
Treasury and policy rates
FRED / ALFRED
ECB macro series
European macro context
Derived macro regimes
processed features where materialized
Raw inventory
Raw lake contents
DatasetCoverage / notePath
series={id}/year={Y}.parquet
Approx. 231 vintage FRED/ECB series
raw/alfred/macro/schema=series/
macro series catalog
Catalog lives in scripts/lib/macro_series_catalog.yaml
same provider tree
Processed / derived
Backtest-ready materializations
DatasetCoverage / notePath
derived macro
Regime daily and related macro feature materializations where available
same provider tree
Validation use
- Macro regime filters and risk-on/risk-off overlays.
- Yield curve, inflation, rates, and cross-market context.
- Revision-aware testing that avoids look-ahead on revised releases.
Notes and caveats
- Coverage reflects the current inventory and may be scoped or refreshed before a paid engagement.
Need this provider in a brief?
We confirm whether the existing lake is enough, whether a refresh is needed, and whether the scope depends on provider licensing before any validation run starts.